MICRO E-MINI RUSSELL 2000 INDX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +51,056 contracts in MICRO E-MINI RUSSELL 2000 INDX, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
239747
Contract unit
Russel 2000 Index X $0.5
Open interest, contracts
75,058
Change in open interest, contracts
+3,000
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
4,477
10,250
0
-5,773
6.0
13.7
-7.7
Asset Manager/Institutional
1,578
237
0
+1,341
2.1
0.3
1.8
Leveraged Funds
55,456
4,400
632
+51,056
73.9
5.9
68.0
Other Reportables
1,296
0
0
+1,296
1.7
0.0
1.7
Total reportable
63,439
15,519
-
+47,920
84.5
20.7
63.8
Nonreportable
11,619
59,539
-
-47,920
15.5
79.3
-63.8
Leveraged Funds: position against its own history
Weekly net, last 144 reports
Leveraged Funds net, contracts
+51,056
Week change
+7,696
4-week change
+47,733
13-week change
+46,215
Net as % of open interest
68.0%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
3.21
COT Index, 3 years
100
52-week high of net
+51,056
52-week low of net
-38,872
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
4
-
Leveraged Funds
10
6
Other Reportables
-
0
Total reportable
18
12
Largest 4 traders, gross long
73.0%
Largest 4 traders, gross short
17.6%
Largest 8 traders, gross long
80.0%
Largest 8 traders, gross short
19.8%
Largest 4 traders, net long
72.5%
Largest 4 traders, net short
17.6%
Largest 8 traders, net long
79.3%
Largest 8 traders, net short
19.7%
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
4,477
10,250
0
-5,773
6.0
13.7
-7.7
Asset Manager/Institutional
1,578
237
0
+1,341
2.1
0.3
1.8
Leveraged Funds
55,456
4,400
632
+51,056
73.9
5.9
68.0
Other Reportables
1,296
0
0
+1,296
1.7
0.0
1.7
Total reportable
63,439
15,519
-
+47,920
84.5
20.7
63.8
Nonreportable
11,619
59,539
-
-47,920
15.5
79.3
-63.8
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
75,058
-5,773
+1,341
+51,056
+1,296
+47,920
-47,920
Tue 13 Oct 2026
72,058
-7,621
+1,866
+43,360
+1,212
+38,817
-38,817
Tue 6 Oct 2026
64,741
-6,109
+1,068
+40,850
+1,052
+36,861
-36,861
Tue 29 Sep 2026
53,393
-2,852
+1,853
+26,204
+1,076
+26,281
-26,281
Tue 22 Sep 2026
33,875
+848
+8,122
+3,323
+850
+13,143
-13,143
Tue 15 Sep 2026
51,414
-7,331
+8,340
-5,592
+874
-3,709
+3,709
Tue 8 Sep 2026
39,720
-4,977
+7,914
-12,441
+521
-8,983
+8,983
Tue 1 Sep 2026
36,839
-2,338
+7,992
-18,981
+524
-12,803
+12,803
Tue 25 Aug 2026
31,639
+2,008
+7,687
-19,357
+494
-9,168
+9,168
Tue 18 Aug 2026
30,091
+1,790
+7,671
-18,221
+469
-8,291
+8,291
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.