MSCI EAFE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -7,630 contracts in MSCI EAFE, 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
MSCI EAFE - ICE FUTURES U.S.
CFTC contract code
244041
Contract unit
Msci Eafe Index X $50
Open interest, contracts
493,553
Change in open interest, contracts
+12,662
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
27,695
293,846
38,920
-266,151
5.6
59.5
-53.9
Asset Manager/Institutional
329,807
61,266
35,702
+268,541
66.8
12.4
54.4
Leveraged Funds
41,642
49,272
2,264
-7,630
8.4
10.0
-1.5
Other Reportables
955
2,183
103
-1,228
0.2
0.4
-0.2
Total reportable
477,088
483,556
-
-6,468
96.7
98.0
-1.3
Nonreportable
16,465
9,997
-
+6,468
3.3
2.0
1.3
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-7,630
Week change
-6,031
4-week change
-36,813
13-week change
+13,739
Net as % of open interest
-1.5%
Percentile, 1 year (52 weeks)
40
Percentile, 3 years (156 weeks)
37
Z-score, 52 weeks
-0.24
COT Index, 3 years
48
52-week high of net
+29,303
52-week low of net
-45,219
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
10
23
Asset Manager/Institutional
84
29
Leveraged Funds
24
18
Total reportable
141
101
Largest 4 traders, gross long
22.7%
Largest 4 traders, gross short
32.4%
Largest 8 traders, gross long
38.3%
Largest 8 traders, gross short
47.8%
Largest 4 traders, net long
18.7%
Largest 4 traders, net short
25.6%
Largest 8 traders, net long
32.2%
Largest 8 traders, net short
40.5%
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
27,695
293,846
38,920
-266,151
5.6
59.5
-53.9
Asset Manager/Institutional
329,807
61,266
35,702
+268,541
66.8
12.4
54.4
Leveraged Funds
41,642
49,272
2,264
-7,630
8.4
10.0
-1.5
Other Reportables
955
2,183
103
-1,228
0.2
0.4
-0.2
Total reportable
477,088
483,556
-
-6,468
96.7
98.0
-1.3
Nonreportable
16,465
9,997
-
+6,468
3.3
2.0
1.3
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
493,553
-266,151
+268,541
-7,630
-1,228
-6,468
+6,468
Tue 13 Oct 2026
480,891
-256,464
+252,966
-1,599
-1,224
-6,321
+6,321
Tue 6 Oct 2026
493,234
-271,535
+261,530
+482
+1,533
-7,990
+7,990
Tue 29 Sep 2026
490,633
-277,850
+258,535
+11,264
+584
-7,467
+7,467
Tue 22 Sep 2026
487,063
-286,878
+249,789
+29,183
-1,726
-9,632
+9,632
Tue 15 Sep 2026
626,488
-279,793
+248,042
+29,303
-1,571
-4,019
+4,019
Tue 8 Sep 2026
477,461
-285,207
+253,063
+24,214
-1,576
-9,506
+9,506
Tue 1 Sep 2026
467,918
-276,422
+243,864
+26,699
-1,576
-7,435
+7,435
Tue 25 Aug 2026
455,448
-275,110
+245,933
+21,712
-829
-8,294
+8,294
Tue 18 Aug 2026
451,184
-263,466
+242,454
+14,375
-1,237
-7,874
+7,874
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.