Kilambi News
Wednesday, October 28, 2026

HEDERA PERP STYLE COT Report, Traders in Financial Futures

Wednesday, October 28, 2026

Leveraged Funds net -2,668 contracts in HEDERA PERP STYLE, 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
MarketHEDERA PERP STYLE - COINBASE DERIVATIVES, LLC
CFTC contract code180LM4
Contract unit5000 Hedera
Open interest, contracts3,912
Change in open interest, contracts+413

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary000+00.00.00.0
Asset Manager/Institutional000+00.00.00.0
Leveraged Funds272,6950-2,6680.768.9-68.2
Other Reportables2,5154580+2,05764.311.752.6
Total reportable2,5423,153--61165.080.6-15.6
Nonreportable1,370759-+61135.019.415.6

Leveraged Funds: position against its own history

Weekly net, last 37 reports

Leveraged Funds net, contracts-2,668
Week change-567
4-week change-869
13-week change-1,030
Net as % of open interest-68.2%
Percentile, 1 year (52 weeks)-
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-
COT Index, 3 years-
52-week high of net-267
52-week low of net-2,788

Traders and concentration

CategoryTraders longTraders short
Dealer/Intermediary00
Asset Manager/Institutional00
Leveraged Funds-6
Other Reportables538
Total reportable5414
Largest 4 traders, gross long8.2%
Largest 4 traders, gross short65.5%
Largest 8 traders, gross long16.0%
Largest 8 traders, gross short73.6%
Largest 4 traders, net long8.2%
Largest 4 traders, net short65.5%
Largest 8 traders, net long16.0%
Largest 8 traders, net short73.6%

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/Intermediary000+00.00.00.0
Asset Manager/Institutional000+00.00.00.0
Leveraged Funds272,6950-2,6680.768.9-68.2
Other Reportables2,5154580+2,05764.311.752.6
Total reportable2,5423,153--61165.080.6-15.6
Nonreportable1,370759-+61135.019.415.6

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 20263,912+0+0-2,668+2,057-611+611
Tue 13 Oct 20263,499+0+0-2,101+1,489-612+612
Tue 6 Oct 20263,670+0+0-2,788+1,822-966+966
Tue 29 Sep 20263,143+0+0-2,292+1,276-1,016+1,016
Tue 22 Sep 20262,848+0+0-1,799+1,093-706+706
Tue 15 Sep 20262,579+0+0-1,222+628-594+594
Tue 8 Sep 20262,469+0+0-1,182+610-572+572
Tue 1 Sep 20262,091+0+0-1,374+688-686+686
Tue 25 Aug 20261,853+0+0-1,160+496-664+664
Tue 18 Aug 20261,965+0+0-1,016+529-487+487

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.