CHAINLINK COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,506 contracts in CHAINLINK, positions as of Tue 16 Dec 2025.
Data as of Positions as of Tue 16 Dec 2025; published Fri 19 Dec 2025
Positions as of Tue 16 Dec 2025 - published Fri 19 Dec 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
CHAINLINK - COINBASE DERIVATIVES, LLC
CFTC contract code
170LM1
Contract unit
50 Chainlink X $15 = $750
Open interest, contracts
1,891
Change in open interest, contracts
+119
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
175
1,681
0
-1,506
9.3
88.9
-79.6
Other Reportables
1,109
126
0
+983
58.6
6.7
52.0
Total reportable
1,284
1,807
-
-523
67.9
95.6
-27.7
Nonreportable
607
84
-
+523
32.1
4.4
27.7
Leveraged Funds: position against its own history
Weekly net, last 47 reports
Leveraged Funds net, contracts
-1,506
Week change
-41
4-week change
+596
13-week change
+2,245
Net as % of open interest
-79.6%
Percentile, 1 year (52 weeks)
68
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.61
COT Index, 3 years
-
52-week high of net
-575
52-week low of net
-3,751
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Other Reportables
17
-
Total reportable
19
4
Largest 4 traders, gross long
26.2%
Largest 4 traders, gross short
95.6%
Largest 8 traders, gross long
42.8%
Largest 8 traders, gross short
95.6%
Largest 4 traders, net long
26.2%
Largest 4 traders, net short
95.6%
Largest 8 traders, net long
42.8%
Largest 8 traders, net short
95.6%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
175
1,681
0
-1,506
9.3
88.9
-79.6
Other Reportables
1,109
126
0
+983
58.6
6.7
52.0
Total reportable
1,284
1,807
-
-523
67.9
95.6
-27.7
Nonreportable
607
84
-
+523
32.1
4.4
27.7
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 16 Dec 2025
1,891
+0
+0
-1,506
+983
-523
+523
Tue 9 Dec 2025
1,772
+0
+0
-1,465
+1,110
-355
+355
Tue 2 Dec 2025
1,983
+0
+0
-1,617
+1,183
-434
+434
Tue 25 Nov 2025
2,567
+0
+0
-1,903
+1,383
-520
+520
Tue 18 Nov 2025
2,649
+0
+0
-2,102
+1,409
-693
+693
Mon 10 Nov 2025
2,452
+0
+0
-2,086
+1,429
-657
+657
Tue 4 Nov 2025
2,206
+0
+0
-1,998
+1,396
-602
+602
Tue 28 Oct 2025
3,640
+0
+0
-2,359
+1,522
-837
+837
Tue 21 Oct 2025
3,156
+0
+0
-2,237
+1,648
-589
+589
Tue 14 Oct 2025
3,051
+0
+0
-2,784
+1,888
-896
+896
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 16 Dec 2025, published Fri 19 Dec 2025.