MICRO E-MINI DJIA (x$0.5) COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +12,418 contracts in MICRO E-MINI DJIA (x$0.5), 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
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE
CFTC contract code
124608
Contract unit
$0.5 X Djia Index
Open interest, contracts
42,473
Change in open interest, contracts
+3,970
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
7,438
29,935
0
-22,497
17.5
70.5
-53.0
Asset Manager/Institutional
0
255
0
-255
0.0
0.6
-0.6
Leveraged Funds
17,040
4,622
99
+12,418
40.1
10.9
29.2
Other Reportables
0
450
0
-450
0.0
1.1
-1.1
Total reportable
24,577
35,361
-
-10,784
57.9
83.3
-25.4
Nonreportable
17,896
7,112
-
+10,784
42.1
16.7
25.4
Leveraged Funds: position against its own history
Weekly net, last 85 reports
Leveraged Funds net, contracts
+12,418
Week change
-2,760
4-week change
+4,031
13-week change
+36,292
Net as % of open interest
29.2%
Percentile, 1 year (52 weeks)
90
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
1.02
COT Index, 3 years
-
52-week high of net
+50,986
52-week low of net
-29,905
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
5
-
Asset Manager/Institutional
0
-
Leveraged Funds
8
6
Other Reportables
0
-
Total reportable
13
13
Largest 4 traders, gross long
49.8%
Largest 4 traders, gross short
75.0%
Largest 8 traders, gross long
54.3%
Largest 8 traders, gross short
80.6%
Largest 4 traders, net long
49.6%
Largest 4 traders, net short
75.0%
Largest 8 traders, net long
54.2%
Largest 8 traders, net short
80.6%
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
7,438
29,935
0
-22,497
17.5
70.5
-53.0
Asset Manager/Institutional
0
255
0
-255
0.0
0.6
-0.6
Leveraged Funds
17,040
4,622
99
+12,418
40.1
10.9
29.2
Other Reportables
0
450
0
-450
0.0
1.1
-1.1
Total reportable
24,577
35,361
-
-10,784
57.9
83.3
-25.4
Nonreportable
17,896
7,112
-
+10,784
42.1
16.7
25.4
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
42,473
-22,497
-255
+12,418
-450
-10,784
+10,784
Tue 13 Oct 2026
38,503
-21,423
-16
+15,178
+4
-6,257
+6,257
Tue 6 Oct 2026
42,889
-23,937
-269
+22,728
+302
-1,176
+1,176
Tue 29 Sep 2026
19,531
-1,460
-243
+692
+305
-706
+706
Tue 15 Sep 2026
51,452
-29,216
+0
+8,387
+330
-20,499
+20,499
Tue 8 Sep 2026
47,253
-27,914
+0
+7,861
+0
-20,053
+20,053
Tue 1 Sep 2026
42,691
-18,512
+0
-39
+0
-18,551
+18,551
Tue 18 Aug 2026
43,665
-27,958
+0
+17,017
+0
-10,941
+10,941
Tue 4 Aug 2026
63,517
-34,860
+0
+50,986
+0
+16,126
-16,126
Tue 28 Jul 2026
44,234
-21,412
+0
+33,353
+0
+11,941
-11,941
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.