MICRO SOL COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -2,114 contracts in MICRO SOL, 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 SOL - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
177742
Contract unit
25 Sol, Defined By Cme Cf Solana-Dollar Reference Rate
Open interest, contracts
4,067
Change in open interest, contracts
-111
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
1,894
0
0
+1,894
46.6
0.0
46.6
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
1,328
3,442
12
-2,114
32.7
84.6
-52.0
Other Reportables
383
447
0
-64
9.4
11.0
-1.6
Total reportable
3,617
3,901
-
-284
88.9
95.9
-7.0
Nonreportable
450
166
-
+284
11.1
4.1
7.0
Leveraged Funds: position against its own history
Weekly net, last 39 reports
Leveraged Funds net, contracts
-2,114
Week change
-174
4-week change
-1,326
13-week change
-1,542
Net as % of open interest
-52.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+318
52-week low of net
-2,114
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
0
Asset Manager/Institutional
0
0
Leveraged Funds
8
4
Other Reportables
5
-
Total reportable
14
8
Largest 4 traders, gross long
74.7%
Largest 4 traders, gross short
91.9%
Largest 8 traders, gross long
83.8%
Largest 8 traders, gross short
95.9%
Largest 4 traders, net long
74.7%
Largest 4 traders, net short
91.9%
Largest 8 traders, net long
83.5%
Largest 8 traders, net short
95.6%
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
1,894
0
0
+1,894
46.1
0.0
46.1
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
1,328
3,442
12
-2,114
32.3
83.8
-51.4
Other Reportables
383
447
0
-64
9.3
10.9
-1.6
Total reportable
3,617
3,901
-
-284
88.0
94.9
-6.9
Nonreportable
492
208
-
+284
12.0
5.1
6.9
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
4,067
+1,894
+0
-2,114
-64
-284
+284
Tue 13 Oct 2026
4,178
+1,782
+0
-1,940
-161
-319
+319
Tue 6 Oct 2026
2,407
-171
-80
-427
+273
-405
+405
Tue 22 Sep 2026
3,258
-48
-80
-531
+224
-435
+435
Tue 15 Sep 2026
3,232
+165
+0
-788
+332
-291
+291
Tue 8 Sep 2026
2,944
+263
+80
-1,182
+499
-340
+340
Tue 25 Aug 2026
2,043
-76
-120
-637
+500
-333
+333
Tue 18 Aug 2026
1,564
-82
-157
-261
+337
-163
+163
Tue 11 Aug 2026
1,687
-189
-160
-134
+377
-106
+106
Tue 28 Jul 2026
2,174
+72
+0
-264
+67
-125
+125
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.