DJIA x $5 COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,967 contracts in DJIA x $5, 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 x $5 - CHICAGO BOARD OF TRADE
CFTC contract code
124603
Contract unit
$5 X Djia Index
Open interest, contracts
90,022
Change in open interest, contracts
-342
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
41,827
54,980
432
-13,153
46.5
61.1
-14.6
Asset Manager/Institutional
18,435
5,369
2,858
+13,066
20.5
6.0
14.5
Leveraged Funds
13,511
15,478
370
-1,967
15.0
17.2
-2.2
Other Reportables
666
0
0
+666
0.7
0.0
0.7
Total reportable
78,099
79,487
-
-1,388
86.8
88.3
-1.5
Nonreportable
11,923
10,535
-
+1,388
13.2
11.7
1.5
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-1,967
Week change
-4,776
4-week change
+2,142
13-week change
+1,484
Net as % of open interest
-2.2%
Percentile, 1 year (52 weeks)
81
Percentile, 3 years (156 weeks)
46
Z-score, 52 weeks
0.93
COT Index, 3 years
51
52-week high of net
+2,809
52-week low of net
-25,427
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
11
14
Asset Manager/Institutional
15
5
Leveraged Funds
18
22
Other Reportables
-
0
Total reportable
55
49
Largest 4 traders, gross long
45.3%
Largest 4 traders, gross short
43.1%
Largest 8 traders, gross long
58.9%
Largest 8 traders, gross short
59.1%
Largest 4 traders, net long
45.1%
Largest 4 traders, net short
42.7%
Largest 8 traders, net long
57.4%
Largest 8 traders, net short
58.5%
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
41,827
54,980
432
-13,153
46.4
61.0
-14.6
Asset Manager/Institutional
18,435
5,369
2,858
+13,066
20.4
6.0
14.5
Leveraged Funds
13,511
15,394
495
-1,883
15.0
17.1
-2.1
Other Reportables
594
0
72
+594
0.7
0.0
0.7
Total reportable
78,224
79,599
-
-1,375
86.7
88.3
-1.5
Nonreportable
11,970
10,595
-
+1,375
13.3
11.7
1.5
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
90,022
-13,153
+13,066
-1,967
+666
-1,388
+1,388
Tue 13 Oct 2026
90,364
-18,449
+10,873
+2,809
+446
-4,321
+4,321
Tue 6 Oct 2026
95,576
-21,854
+19,622
-4,167
+543
-5,856
+5,856
Tue 29 Sep 2026
88,098
-15,756
+14,935
-5,456
+293
-5,984
+5,984
Tue 22 Sep 2026
88,087
-16,895
+14,217
-4,109
+545
-6,242
+6,242
Tue 15 Sep 2026
101,191
-9,521
+7,934
-2,437
-11
-4,035
+4,035
Tue 8 Sep 2026
89,114
-8,645
+8,591
-4,259
+59
-4,254
+4,254
Tue 1 Sep 2026
86,927
-7,314
+5,527
-1,731
-1
-3,519
+3,519
Tue 25 Aug 2026
88,454
-9,495
+5,512
-1,635
+5
-5,613
+5,613
Tue 18 Aug 2026
90,072
-11,036
+2,461
+2,035
+199
-6,341
+6,341
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.