Kilambi News
Wednesday, October 28, 2026

DOW JONES U.S. REAL ESTATE IDX COT Report, Traders in Financial Futures

Wednesday, October 28, 2026

Leveraged Funds net -1,990 contracts in DOW JONES U.S. REAL ESTATE IDX, 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 familyTraders in Financial Futures
BasisFutures only
MarketDOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE
CFTC contract code124606
Contract unit$100 X Dj Us Real Estate Index
Open interest, contracts61,649
Change in open interest, contracts-4,858

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary4,01945,556135-41,5376.573.9-67.4
Asset Manager/Institutional48,2655,852633+42,41378.39.568.8
Leveraged Funds5,7927,7820-1,9909.412.6-3.2
Other Reportables000+00.00.00.0
Total reportable58,84459,958--1,11495.597.3-1.8
Nonreportable2,8051,691-+1,1144.52.71.8

Leveraged Funds: position against its own history

Weekly net, last 156 reports

Leveraged Funds net, contracts-1,990
Week change-1,862
4-week change+6,903
13-week change-5,200
Net as % of open interest-3.2%
Percentile, 1 year (52 weeks)35
Percentile, 3 years (156 weeks)37
Z-score, 52 weeks-0.45
COT Index, 3 years40
52-week high of net+10,018
52-week low of net-9,986

Traders and concentration

CategoryTraders longTraders short
Dealer/Intermediary-10
Asset Manager/Institutional265
Leveraged Funds-4
Other Reportables00
Total reportable3421
Largest 4 traders, gross long48.7%
Largest 4 traders, gross short57.7%
Largest 8 traders, gross long65.1%
Largest 8 traders, gross short85.0%
Largest 4 traders, net long48.5%
Largest 4 traders, net short57.7%
Largest 8 traders, net long64.9%
Largest 8 traders, net short85.0%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary4,01945,556135-41,5376.573.9-67.4
Asset Manager/Institutional48,2655,852633+42,41378.39.568.8
Leveraged Funds5,7927,7820-1,9909.412.6-3.2
Other Reportables000+00.00.00.0
Total reportable58,84459,958--1,11495.597.3-1.8
Nonreportable2,8051,691-+1,1144.52.71.8

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 dateOpen interestDealer/IntermediaryAsset Manager/InstitutionalLeveraged FundsOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202661,649-41,537+42,413-1,990+0-1,114+1,114
Tue 13 Oct 202666,507-47,757+46,717-128+0-1,168+1,168
Tue 6 Oct 202665,528-38,960+44,008-6,213+0-1,165+1,165
Tue 29 Sep 202666,266-36,186+42,940-8,439+0-1,685+1,685
Tue 22 Sep 202668,802-36,474+43,356-8,893+0-2,011+2,011
Tue 15 Sep 202696,431-40,788+42,460-4,278+0-2,606+2,606
Tue 8 Sep 202669,648-37,996+36,840-1,828+0-2,984+2,984
Tue 1 Sep 202668,205-38,535+36,447+7+0-2,081+2,081
Tue 25 Aug 202664,464-37,101+35,275-130+0-1,956+1,956
Tue 18 Aug 202661,723-37,565+34,037+2,218+0-1,310+1,310

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.