Kilambi News
Wednesday, October 28, 2026

LITECOIN CASH COT Report, Traders in Financial Futures

Wednesday, October 28, 2026

Leveraged Funds net -833 contracts in LITECOIN CASH, positions as of Tue 27 Jan 2026.

Data as of Positions as of Tue 27 Jan 2026; published Fri 30 Jan 2026

Positions as of Tue 27 Jan 2026 - published Fri 30 Jan 2026 (CFTC, Friday release)

Report familyTraders in Financial Futures
BasisFutures only
MarketLITECOIN CASH - COINBASE DERIVATIVES, LLC
CFTC contract code167LM0
Contract unit5 Litecoin X $85 = $425
Open interest, contracts1,454
Change in open interest, contracts+7

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 Funds08330-8330.057.3-57.3
Other Reportables1,1585290+62979.636.443.3
Total reportable1,1581,362--20479.693.7-14.0
Nonreportable29692-+20420.46.314.0

Leveraged Funds: position against its own history

Weekly net, last 48 reports

Leveraged Funds net, contracts-833
Week change-125
4-week change-96
13-week change-503
Net as % of open interest-57.3%
Percentile, 1 year (52 weeks)69
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks0.60
COT Index, 3 years-
52-week high of net-330
52-week low of net-2,455

Traders and concentration

CategoryTraders longTraders short
Dealer/Intermediary00
Asset Manager/Institutional00
Leveraged Funds04
Other Reportables117
Total reportable1111
Largest 4 traders, gross long51.6%
Largest 4 traders, gross short62.9%
Largest 8 traders, gross long72.4%
Largest 8 traders, gross short85.7%
Largest 4 traders, net long51.6%
Largest 4 traders, net short62.9%
Largest 8 traders, net long72.4%
Largest 8 traders, net short85.7%

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 Funds08330-8330.057.3-57.3
Other Reportables1,1585290+62979.636.443.3
Total reportable1,1581,362--20479.693.7-14.0
Nonreportable29692-+20420.46.314.0

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 27 Jan 20261,454+0+0-833+629-204+204
Tue 20 Jan 20261,447+0+0-708+364-344+344
Tue 9 Dec 20252,109+0+0-1,141+889-252+252
Tue 18 Nov 20251,635+0+0-1,240+885-355+355
Mon 10 Nov 20251,554+0+0-737+464-273+273
Tue 28 Oct 20251,672+0+0-744+548-196+196
Tue 21 Oct 20251,902+0+0-953+680-273+273
Tue 14 Oct 20251,966+0+0-1,095+676-419+419
Tue 7 Oct 20252,083+0+0-1,293+1,048-245+245
Tue 30 Sep 20251,318+0+0-764+547-217+217

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 27 Jan 2026, published Fri 30 Jan 2026.