EMINI RUSSELL 1000 GROWTH COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -202 contracts in EMINI RUSSELL 1000 GROWTH, positions as of Tue 18 Mar 2025.
Data as of Positions as of Tue 18 Mar 2025; published Fri 21 Mar 2025
Positions as of Tue 18 Mar 2025 - published Fri 21 Mar 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
EMINI RUSSELL 1000 GROWTH - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
239745
Contract unit
Russell 1000 Growth Index X $50
Open interest, contracts
11,437
Change in open interest, contracts
+2,162
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
2,946
7,910
1,594
-4,964
25.8
69.2
-43.4
Asset Manager/Institutional
5,711
721
0
+4,990
49.9
6.3
43.6
Leveraged Funds
0
202
1
-202
0.0
1.8
-1.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
10,252
10,428
-
-176
89.6
91.2
-1.5
Nonreportable
1,185
1,009
-
+176
10.4
8.8
1.5
Leveraged Funds: position against its own history
Weekly net, last 2 reports
Leveraged Funds net, contracts
-202
Week change
+0
4-week change
-
13-week change
-
Net as % of open interest
-1.8%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-202
52-week low of net
-202
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
5
6
Asset Manager/Institutional
7
-
Leveraged Funds
0
-
Other Reportables
0
0
Total reportable
14
9
Largest 4 traders, gross long
57.0%
Largest 4 traders, gross short
70.2%
Largest 8 traders, gross long
75.4%
Largest 8 traders, gross short
91.2%
Largest 4 traders, net long
48.2%
Largest 4 traders, net short
56.3%
Largest 8 traders, net long
65.2%
Largest 8 traders, net short
77.2%
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
2,946
7,910
1,594
-4,964
25.8
69.2
-43.4
Asset Manager/Institutional
5,711
721
0
+4,990
49.9
6.3
43.6
Leveraged Funds
0
202
1
-202
0.0
1.8
-1.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
10,252
10,428
-
-176
89.6
91.2
-1.5
Nonreportable
1,185
1,009
-
+176
10.4
8.8
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 18 Mar 2025
11,437
-4,964
+4,990
-202
+0
-176
+176
Tue 11 Mar 2025
9,275
-6,160
+6,473
-202
+0
+111
-111
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 18 Mar 2025, published Fri 21 Mar 2025.