EURO SHORT TERM RATE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -11,864 contracts in EURO SHORT TERM RATE, 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
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
047745
Contract unit
2,500 X Contract Grade Imm Index
Open interest, contracts
20,534
Change in open interest, contracts
+308
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
17,966
6,188
1,110
+11,778
87.5
30.1
57.4
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
0
11,864
1,359
-11,864
0.0
57.8
-57.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
20,435
20,521
-
-86
99.5
99.9
-0.4
Nonreportable
99
13
-
+86
0.5
0.1
0.4
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-11,864
Week change
+1,555
4-week change
+2,460
13-week change
-4,449
Net as % of open interest
-57.8%
Percentile, 1 year (52 weeks)
10
Percentile, 3 years (156 weeks)
6
Z-score, 52 weeks
-1.02
COT Index, 3 years
9
52-week high of net
+34,160
52-week low of net
-14,324
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
6
12
Asset Manager/Institutional
0
0
Leveraged Funds
0
8
Other Reportables
0
0
Total reportable
15
22
Largest 4 traders, gross long
89.7%
Largest 4 traders, gross short
61.4%
Largest 8 traders, gross long
97.0%
Largest 8 traders, gross short
84.7%
Largest 4 traders, net long
86.1%
Largest 4 traders, net short
57.3%
Largest 8 traders, net long
87.5%
Largest 8 traders, net short
76.7%
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
17,966
6,188
1,110
+11,778
87.5
30.1
57.4
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
0
11,864
1,359
-11,864
0.0
57.8
-57.8
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
20,435
20,521
-
-86
99.5
99.9
-0.4
Nonreportable
99
13
-
+86
0.5
0.1
0.4
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
20,534
+11,778
+0
-11,864
+0
-86
+86
Tue 13 Oct 2026
20,226
+12,872
+0
-13,419
+500
-47
+47
Tue 6 Oct 2026
20,402
+12,933
+0
-13,500
+500
-67
+67
Tue 29 Sep 2026
20,393
+12,844
+0
-13,420
+500
-76
+76
Tue 22 Sep 2026
19,505
+13,754
+0
-14,324
+500
-70
+70
Tue 15 Sep 2026
31,918
+6,559
+550
-7,649
+500
-40
+40
Tue 8 Sep 2026
31,241
+6,018
+550
-7,081
+500
-13
+13
Tue 1 Sep 2026
31,313
+5,851
+550
-6,896
+500
+5
-5
Tue 25 Aug 2026
31,088
+5,588
+550
-6,647
+503
-6
+6
Tue 18 Aug 2026
30,840
+5,344
+550
-6,413
+503
-16
+16
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.