MICRO E-MINI NASDAQ-100 INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -86,381 contracts in MICRO E-MINI NASDAQ-100 INDEX, 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 NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
209747
Contract unit
Nasdaq 100 Stock Index X $2
Open interest, contracts
134,202
Change in open interest, contracts
-18,403
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
54,296
12,488
28
+41,808
40.5
9.3
31.2
Asset Manager/Institutional
10,247
479
39
+9,768
7.6
0.4
7.3
Leveraged Funds
8,979
95,360
277
-86,381
6.7
71.1
-64.4
Other Reportables
1,606
1,431
1
+175
1.2
1.1
0.1
Total reportable
75,473
110,103
-
-34,630
56.2
82.0
-25.8
Nonreportable
58,729
24,099
-
+34,630
43.8
18.0
25.8
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-86,381
Week change
+16,597
4-week change
-36,513
13-week change
+72,593
Net as % of open interest
-64.4%
Percentile, 1 year (52 weeks)
52
Percentile, 3 years (156 weeks)
24
Z-score, 52 weeks
0.15
COT Index, 3 years
48
52-week high of net
+34,802
52-week low of net
-233,143
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
8
8
Asset Manager/Institutional
11
-
Leveraged Funds
15
17
Other Reportables
6
5
Total reportable
46
39
Largest 4 traders, gross long
42.5%
Largest 4 traders, gross short
56.6%
Largest 8 traders, gross long
47.4%
Largest 8 traders, gross short
68.4%
Largest 4 traders, net long
42.5%
Largest 4 traders, net short
56.5%
Largest 8 traders, net long
47.4%
Largest 8 traders, net short
68.4%
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
54,296
12,488
28
+41,808
39.5
9.1
30.4
Asset Manager/Institutional
10,247
479
39
+9,768
7.5
0.3
7.1
Leveraged Funds
9,524
96,445
1,280
-86,921
6.9
70.2
-63.2
Other Reportables
1,606
1,431
1
+175
1.2
1.0
0.1
Total reportable
77,020
112,190
-
-35,170
56.0
81.6
-25.6
Nonreportable
60,435
25,265
-
+35,170
44.0
18.4
25.6
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 date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
134,202
+41,808
+9,768
-86,381
+175
-34,630
+34,630
Tue 13 Oct 2026
152,605
+41,250
+10,790
-102,978
-329
-51,267
+51,267
Tue 6 Oct 2026
140,688
+37,812
+10,581
-75,263
-727
-27,597
+27,597
Tue 29 Sep 2026
133,964
+42,497
+10,576
-90,584
-777
-38,288
+38,288
Tue 22 Sep 2026
119,984
+35,948
+10,719
-49,868
-619
-3,820
+3,820
Tue 15 Sep 2026
201,017
+92,770
+9,766
-66,643
+225
+36,118
-36,118
Tue 8 Sep 2026
187,902
+91,094
+10,334
-50,125
-551
+50,752
-50,752
Tue 1 Sep 2026
202,614
+90,588
+10,096
-39,421
-52
+61,211
-61,211
Tue 25 Aug 2026
202,030
+85,718
+10,153
-30,842
-368
+64,661
-64,661
Tue 18 Aug 2026
203,158
+99,590
+6,946
-59,377
+34
+47,193
-47,193
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.