MICRO XRP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -433 contracts in MICRO XRP, positions as of Tue 23 Dec 2025.
Data as of Positions as of Tue 23 Dec 2025; published Fri 26 Dec 2025
Positions as of Tue 23 Dec 2025 - published Fri 26 Dec 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
MICRO XRP - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
176741
Contract unit
Contracts Of 2,500 Xrp
Open interest, contracts
5,372
Change in open interest, contracts
-681
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
34
0
0
+34
0.6
0.0
0.6
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
4,561
4,994
0
-433
84.9
93.0
-8.1
Other Reportables
272
227
35
+45
5.1
4.2
0.8
Total reportable
4,902
5,256
-
-354
91.3
97.8
-6.6
Nonreportable
470
116
-
+354
8.7
2.2
6.6
Leveraged Funds: position against its own history
Weekly net, last 4 reports
Leveraged Funds net, contracts
-433
Week change
+324
4-week change
-
13-week change
-
Net as % of open interest
-8.1%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-433
52-week low of net
-757
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
0
Asset Manager/Institutional
0
0
Leveraged Funds
5
7
Other Reportables
5
-
Total reportable
12
10
Largest 4 traders, gross long
84.7%
Largest 4 traders, gross short
90.7%
Largest 8 traders, gross long
89.2%
Largest 8 traders, gross short
96.8%
Largest 4 traders, net long
84.7%
Largest 4 traders, net short
90.7%
Largest 8 traders, net long
89.2%
Largest 8 traders, net short
96.1%
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
34
0
0
+34
0.6
0.0
0.6
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
4,599
5,026
51
-427
84.2
92.0
-7.8
Other Reportables
272
227
35
+45
5.0
4.2
0.8
Total reportable
4,991
5,339
-
-348
91.4
97.8
-6.4
Nonreportable
470
122
-
+348
8.6
2.2
6.4
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 23 Dec 2025
5,372
+34
+0
-433
+45
-354
+354
Tue 16 Dec 2025
6,053
+0
+0
-757
+389
-368
+368
Tue 9 Dec 2025
5,845
+0
+0
-549
+287
-262
+262
Tue 2 Dec 2025
7,243
-64
+0
-535
+345
-254
+254
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 23 Dec 2025, published Fri 26 Dec 2025.