DJIA Consolidated COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -725 contracts in DJIA Consolidated, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
DJIA Consolidated - CHICAGO BOARD OF TRADE
CFTC contract code
12460+
Contract unit
$5 X Djia Index
Open interest, contracts
94,269
Change in open interest, contracts
+55
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
41,965
57,367
1,038
-15,402
44.5
60.9
-16.3
Asset Manager/Institutional
18,435
5,395
2,858
+13,040
19.6
5.7
13.8
Leveraged Funds
13,685
14,410
1,910
-725
14.5
15.3
-0.8
Other Reportables
666
45
0
+621
0.7
0.0
0.7
Total reportable
80,557
83,023
-
-2,466
85.5
88.1
-2.6
Nonreportable
13,713
11,246
-
+2,467
14.5
11.9
2.6
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-725
Week change
-5,052
4-week change
+3,384
13-week change
+2,726
Net as % of open interest
-0.8%
Percentile, 1 year (52 weeks)
88
Percentile, 3 years (156 weeks)
53
Z-score, 52 weeks
1.05
COT Index, 3 years
55
52-week high of net
+4,327
52-week low of net
-26,697
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
14
16
Asset Manager/Institutional
15
6
Leveraged Funds
21
26
Total reportable
64
58
Largest 4 traders, gross long
43.2%
Largest 4 traders, gross short
44.1%
Largest 8 traders, gross long
56.2%
Largest 8 traders, gross short
59.4%
Largest 4 traders, net long
43.0%
Largest 4 traders, net short
43.8%
Largest 8 traders, net long
54.8%
Largest 8 traders, net short
58.9%
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
41,965
57,367
1,038
-15,402
44.4
60.7
-16.3
Asset Manager/Institutional
18,435
5,395
2,858
+13,040
19.5
5.7
13.8
Leveraged Funds
13,685
14,326
2,035
-641
14.5
15.2
-0.7
Other Reportables
594
45
72
+549
0.6
0.0
0.6
Total reportable
80,681
83,135
-
-2,454
85.4
88.0
-2.6
Nonreportable
13,760
11,306
-
+2,454
14.6
12.0
2.6
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 20 Oct 2026
94,269
-15,402
+13,040
-725
+621
-2,466
+2,467
Tue 13 Oct 2026
94,214
-20,591
+10,871
+4,327
+446
-4,946
+4,947
Tue 6 Oct 2026
99,865
-24,248
+19,595
-1,894
+573
-5,973
+5,973
Tue 29 Sep 2026
90,051
-15,902
+14,911
-5,386
+324
-6,055
+6,055
Tue 22 Sep 2026
88,087
-16,895
+14,217
-4,109
+545
-6,242
+6,242
Tue 15 Sep 2026
106,336
-12,442
+7,934
-1,598
+22
-6,085
+6,085
Tue 8 Sep 2026
93,839
-11,436
+8,591
-3,473
+59
-6,260
+6,259
Tue 1 Sep 2026
91,196
-9,165
+5,527
-1,735
-1
-5,374
+5,375
Tue 25 Aug 2026
88,454
-9,495
+5,512
-1,635
+5
-5,613
+5,613
Tue 18 Aug 2026
94,439
-13,832
+2,461
+3,737
+199
-7,435
+7,435
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 20 Oct 2026, published Fri 23 Oct 2026.