Leveraged Funds net -1,187 contracts in HEDERA, positions as of Tue 23 Sep 2025.
Data as of Positions as of Tue 23 Sep 2025; published Fri 26 Sep 2025
Positions as of Tue 23 Sep 2025 - published Fri 26 Sep 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
HEDERA - COINBASE DERIVATIVES, LLC
CFTC contract code
180LM1
Contract unit
5000 Hedera
Open interest, contracts
1,254
Change in open interest, contracts
-14
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
63
1,250
0
-1,187
5.0
99.7
-94.7
Other Reportables
681
0
0
+681
54.3
0.0
54.3
Total reportable
744
1,250
-
-506
59.3
99.7
-40.4
Nonreportable
510
4
-
+506
40.7
0.3
40.4
Leveraged Funds: position against its own history
Weekly net, last 8 reports
Leveraged Funds net, contracts
-1,187
Week change
+16
4-week change
+353
13-week change
-
Net as % of open interest
-94.7%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-1,058
52-week low of net
-1,640
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Other Reportables
18
0
Total reportable
19
2
Largest 4 traders, gross long
17.0%
Largest 4 traders, gross short
99.7%
Largest 8 traders, gross long
32.9%
Largest 8 traders, gross short
99.7%
Largest 4 traders, net long
17.0%
Largest 4 traders, net short
99.7%
Largest 8 traders, net long
32.9%
Largest 8 traders, net short
99.7%
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
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
63
1,250
0
-1,187
5.0
99.7
-94.7
Other Reportables
681
0
0
+681
54.3
0.0
54.3
Total reportable
744
1,250
-
-506
59.3
99.7
-40.4
Nonreportable
510
4
-
+506
40.7
0.3
40.4
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 23 Sep 2025
1,254
+0
+0
-1,187
+681
-506
+506
Tue 16 Sep 2025
1,268
+0
+0
-1,203
+691
-512
+512
Tue 9 Sep 2025
1,139
+0
+0
-1,058
+608
-450
+450
Tue 26 Aug 2025
1,452
+0
+0
-1,377
+827
-550
+550
Tue 19 Aug 2025
1,614
+0
+0
-1,540
+879
-661
+661
Tue 12 Aug 2025
1,717
+0
+0
-1,640
+970
-670
+670
Tue 5 Aug 2025
1,496
+0
+0
-1,340
+624
-716
+716
Tue 22 Jul 2025
1,784
+0
+0
-1,599
+1,026
-573
+573
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 23 Sep 2025, published Fri 26 Sep 2025.