MSCI EM INDEX COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +22,506 contracts in MSCI EM INDEX, 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 EM INDEX - ICE FUTURES U.S.
CFTC contract code
244042
Contract unit
Msci Emerging Markets Index X $50
Open interest, contracts
1,051,211
Change in open interest, contracts
+8,266
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
72,170
602,444
9,077
-530,274
6.9
57.3
-50.4
Asset Manager/Institutional
706,141
200,499
71,581
+505,642
67.2
19.1
48.1
Leveraged Funds
136,621
114,115
10,641
+22,506
13.0
10.9
2.1
Other Reportables
14,378
25,425
0
-11,047
1.4
2.4
-1.1
Total reportable
1,020,609
1,033,782
-
-13,173
97.1
98.3
-1.3
Nonreportable
30,602
17,429
-
+13,173
2.9
1.7
1.3
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+22,506
Week change
-7,083
4-week change
-25,006
13-week change
+19,017
Net as % of open interest
2.1%
Percentile, 1 year (52 weeks)
29
Percentile, 3 years (156 weeks)
58
Z-score, 52 weeks
-0.45
COT Index, 3 years
38
52-week high of net
+82,616
52-week low of net
-40,835
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
27
19
Asset Manager/Institutional
185
42
Leveraged Funds
61
28
Other Reportables
16
8
Total reportable
318
173
Largest 4 traders, gross long
13.7%
Largest 4 traders, gross short
39.0%
Largest 8 traders, gross long
22.2%
Largest 8 traders, gross short
53.5%
Largest 4 traders, net long
13.7%
Largest 4 traders, net short
39.0%
Largest 8 traders, net long
22.1%
Largest 8 traders, net short
53.4%
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
72,170
602,444
9,077
-530,274
6.9
57.3
-50.4
Asset Manager/Institutional
706,141
200,499
71,581
+505,642
67.2
19.1
48.1
Leveraged Funds
136,621
114,115
10,641
+22,506
13.0
10.9
2.1
Other Reportables
14,378
25,425
0
-11,047
1.4
2.4
-1.1
Total reportable
1,020,609
1,033,782
-
-13,173
97.1
98.3
-1.3
Nonreportable
30,602
17,429
-
+13,173
2.9
1.7
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
1,051,211
-530,274
+505,642
+22,506
-11,047
-13,173
+13,173
Tue 13 Oct 2026
1,042,945
-521,647
+487,968
+29,589
-17,649
-21,739
+21,739
Tue 6 Oct 2026
1,059,025
-544,728
+493,828
+45,535
-15,820
-21,185
+21,185
Tue 29 Sep 2026
1,066,077
-544,201
+506,266
+32,899
-16,755
-21,791
+21,791
Tue 22 Sep 2026
1,036,240
-541,416
+490,363
+47,512
-18,286
-21,827
+21,827
Tue 15 Sep 2026
1,310,241
-551,092
+510,377
+43,381
-21,604
-18,938
+18,938
Tue 8 Sep 2026
1,068,575
-576,160
+525,250
+44,775
-17,778
-23,913
+23,913
Tue 1 Sep 2026
1,068,186
-574,672
+534,948
+43,761
-21,689
-17,652
+17,652
Tue 25 Aug 2026
1,073,459
-572,359
+539,836
+32,322
-23,430
-23,631
+23,631
Tue 18 Aug 2026
1,056,803
-548,181
+511,332
+38,932
-25,735
-23,652
+23,652
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.