Kilambi News
Wednesday, October 28, 2026

NANO SOLANA COT Report, Traders in Financial Futures

Wednesday, October 28, 2026

Leveraged Funds net -2,595 contracts in NANO SOLANA, 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 familyTraders in Financial Futures
BasisFutures only
MarketNANO SOLANA - COINBASE DERIVATIVES, LLC
CFTC contract code177LM1
Contract unit5 Solana X $250 = $1250
Open interest, contracts7,159
Change in open interest, contracts+514

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary000+00.00.00.0
Asset Manager/Institutional000+00.00.00.0
Leveraged Funds3,9926,587245-2,59555.892.0-36.2
Other Reportables2,5072340+2,27335.03.331.8
Total reportable6,7447,066--32294.298.7-4.5
Nonreportable41593-+3225.81.34.5

Leveraged Funds: position against its own history

Weekly net, last 87 reports

Leveraged Funds net, contracts-2,595
Week change-500
4-week change-1,431
13-week change-109
Net as % of open interest-36.2%
Percentile, 1 year (52 weeks)38
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-0.34
COT Index, 3 years-
52-week high of net+1,434
52-week low of net-6,911

Traders and concentration

CategoryTraders longTraders short
Dealer/Intermediary00
Asset Manager/Institutional00
Leveraged Funds-7
Other Reportables254
Total reportable2812
Largest 4 traders, gross long71.2%
Largest 4 traders, gross short92.4%
Largest 8 traders, gross long80.4%
Largest 8 traders, gross short96.9%
Largest 4 traders, net long68.8%
Largest 4 traders, net short90.6%
Largest 8 traders, net long76.9%
Largest 8 traders, net short94.0%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary000+00.00.00.0
Asset Manager/Institutional000+00.00.00.0
Leveraged Funds3,9926,587245-2,59555.892.0-36.2
Other Reportables2,5072340+2,27335.03.331.8
Total reportable6,7447,066--32294.298.7-4.5
Nonreportable41593-+3225.81.34.5

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 dateOpen interestDealer/IntermediaryAsset Manager/InstitutionalLeveraged FundsOther ReportablesTotal reportableNonreportable
Tue 20 Oct 20267,159+0+0-2,595+2,273-322+322
Tue 13 Oct 20266,645+0+0-2,095+1,797-298+298
Tue 6 Oct 20266,242+0+0-1,888+1,692-196+196
Tue 29 Sep 20265,580+0+0-1,898+1,663-235+235
Tue 22 Sep 202613,318+0+0-1,164+837-327+327
Tue 15 Sep 20264,810+0+0-589+323-266+266
Tue 8 Sep 20264,837+0+0-473+125-348+348
Tue 1 Sep 20264,075+0+0-538+276-262+262
Tue 25 Aug 202616,496+0+0-527+236-291+291
Tue 18 Aug 202615,694+0+0-1,600+1,262-338+338

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.