EMINI RUSSELL 1000 VALUE INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +0 contracts in EMINI RUSSELL 1000 VALUE INDEX, 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
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
239744
Contract unit
Russell 1000 Value Index X $50
Open interest, contracts
34,666
Change in open interest, contracts
+1,282
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
14,525
15,991
0
-1,466
41.9
46.1
-4.2
Asset Manager/Institutional
17,081
17,143
0
-62
49.3
49.5
-0.2
Leveraged Funds
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
31,606
33,134
-
-1,528
91.2
95.6
-4.4
Nonreportable
3,060
1,532
-
+1,528
8.8
4.4
4.4
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+0
Week change
+0
4-week change
-216
13-week change
-895
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
38
Percentile, 3 years (156 weeks)
38
Z-score, 52 weeks
-0.62
COT Index, 3 years
16
52-week high of net
+3,636
52-week low of net
-467
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
5
Asset Manager/Institutional
9
4
Leveraged Funds
0
0
Other Reportables
0
0
Total reportable
12
9
Largest 4 traders, gross long
78.8%
Largest 4 traders, gross short
90.7%
Largest 8 traders, gross long
87.3%
Largest 8 traders, gross short
94.9%
Largest 4 traders, net long
78.8%
Largest 4 traders, net short
90.7%
Largest 8 traders, net long
87.3%
Largest 8 traders, net short
94.9%
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
14,525
15,991
0
-1,466
41.9
46.1
-4.2
Asset Manager/Institutional
17,081
17,143
0
-62
49.3
49.5
-0.2
Leveraged Funds
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
31,606
33,134
-
-1,528
91.2
95.6
-4.4
Nonreportable
3,060
1,532
-
+1,528
8.8
4.4
4.4
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
34,666
-1,466
-62
+0
+0
-1,528
+1,528
Tue 13 Oct 2026
33,384
-645
-608
+0
+0
-1,253
+1,253
Tue 29 Sep 2026
33,025
-1,745
+23
+0
+0
-1,722
+1,722
Tue 22 Sep 2026
33,866
-2,286
+493
+216
+0
-1,577
+1,577
Tue 15 Sep 2026
48,933
-1,958
+374
+216
+0
-1,368
+1,368
Tue 8 Sep 2026
30,998
-1,563
+2,422
+0
+0
+859
-859
Tue 1 Sep 2026
30,932
-3,438
+3,274
+0
+0
-164
+164
Tue 25 Aug 2026
31,240
-4,436
+2,813
+227
+0
-1,396
+1,396
Tue 18 Aug 2026
30,755
-3,609
+2,003
+203
+0
-1,403
+1,403
Tue 11 Aug 2026
31,489
-4,663
+2,898
+203
+0
-1,562
+1,562
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.