MINI MSCI ACWI NTR INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +1,480 contracts in MINI MSCI ACWI NTR INDEX, positions as of Tue 28 Jul 2026.
Data as of Positions as of Tue 28 Jul 2026; published Fri 31 Jul 2026
Positions as of Tue 28 Jul 2026 - published Fri 31 Jul 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
MINI MSCI ACWI NTR INDEX - ICE FUTURES U.S.
CFTC contract code
24477M
Contract unit
Msci All County World Index - Net Total Return X 200
Open interest, contracts
13,500
Change in open interest, contracts
-13,315
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
11,797
0
-11,797
0.0
87.4
-87.4
Asset Manager/Institutional
9,021
197
7
+8,824
66.8
1.5
65.4
Leveraged Funds
1,997
517
643
+1,480
14.8
3.8
11.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,668
13,161
-
-1,493
86.4
97.5
-11.1
Nonreportable
1,832
339
-
+1,493
13.6
2.5
11.1
Leveraged Funds: position against its own history
Weekly net, last 6 reports
Leveraged Funds net, contracts
+1,480
Week change
+1,133
4-week change
+423
13-week change
-
Net as % of open interest
11.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+1,480
52-week low of net
+347
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
8
Asset Manager/Institutional
6
-
Other Reportables
0
0
Total reportable
10
12
Largest 4 traders, gross long
78.1%
Largest 4 traders, gross short
71.7%
Largest 8 traders, gross long
84.9%
Largest 8 traders, gross short
90.2%
Largest 4 traders, net long
73.3%
Largest 4 traders, net short
71.7%
Largest 8 traders, net long
80.1%
Largest 8 traders, net short
87.5%
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
0
11,797
0
-11,797
0.0
87.4
-87.4
Asset Manager/Institutional
9,021
197
7
+8,824
66.8
1.5
65.4
Leveraged Funds
1,997
517
643
+1,480
14.8
3.8
11.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,668
13,161
-
-1,493
86.4
97.5
-11.1
Nonreportable
1,832
339
-
+1,493
13.6
2.5
11.1
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 28 Jul 2026
13,500
-11,797
+8,824
+1,480
+0
-1,493
+1,493
Tue 16 Jun 2026
26,815
-8,665
+8,416
+347
-1,465
-1,367
+1,367
Tue 16 Sep 2025
57,692
-50,539
+20,170
+1,026
+28,933
-410
+410
Tue 9 Sep 2025
53,214
-50,865
+14,848
+873
+34,811
-333
+333
Tue 2 Sep 2025
53,556
-50,936
+14,919
+1,057
+34,568
-392
+392
Tue 26 Aug 2025
53,858
-51,123
+15,082
+1,096
+34,528
-417
+417
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 28 Jul 2026, published Fri 31 Jul 2026.