NANO STELLAR COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,343 contracts in NANO STELLAR, positions as of Tue 19 Aug 2025.
Data as of Positions as of Tue 19 Aug 2025; published Fri 22 Aug 2025
Positions as of Tue 19 Aug 2025 - published Fri 22 Aug 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
NANO STELLAR - COINBASE DERIVATIVES, LLC
CFTC contract code
173LM1
Contract unit
5000 Stellar
Open interest, contracts
1,448
Change in open interest, contracts
-536
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
0
1,343
1
-1,343
0.0
92.7
-92.7
Other Reportables
927
49
0
+878
64.0
3.4
60.6
Total reportable
928
1,393
-
-465
64.1
96.2
-32.1
Nonreportable
520
55
-
+465
35.9
3.8
32.1
Leveraged Funds: position against its own history
Weekly net, last 12 reports
Leveraged Funds net, contracts
-1,343
Week change
+361
4-week change
-342
13-week change
-
Net as % of open interest
-92.7%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-863
52-week low of net
-2,155
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
0
-
Other Reportables
17
-
Total reportable
18
3
Largest 4 traders, gross long
27.4%
Largest 4 traders, gross short
96.2%
Largest 8 traders, gross long
43.9%
Largest 8 traders, gross short
96.2%
Largest 4 traders, net long
27.4%
Largest 4 traders, net short
96.1%
Largest 8 traders, net long
43.9%
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
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
0
1,343
1
-1,343
0.0
92.7
-92.7
Other Reportables
927
49
0
+878
64.0
3.4
60.6
Total reportable
928
1,393
-
-465
64.1
96.2
-32.1
Nonreportable
520
55
-
+465
35.9
3.8
32.1
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 19 Aug 2025
1,448
+0
+0
-1,343
+878
-465
+465
Tue 22 Jul 2025
1,984
+0
+0
-1,704
+1,283
-421
+421
Tue 15 Jul 2025
1,659
+0
+0
-1,104
+688
-416
+416
Tue 18 Feb 2025
1,374
+0
+0
-1,056
+345
-711
+711
Tue 11 Feb 2025
1,398
+0
+0
-1,001
+367
-634
+634
Tue 4 Feb 2025
1,369
+0
+0
-966
+428
-538
+538
Tue 21 Jan 2025
1,543
+0
+0
-997
+253
-744
+744
Tue 14 Jan 2025
1,299
+0
+0
-863
+307
-556
+556
Tue 24 Dec 2024
1,834
+0
+0
-1,598
+725
-873
+873
Tue 17 Dec 2024
2,397
+0
+0
-2,155
+955
-1,200
+1,200
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 19 Aug 2025, published Fri 22 Aug 2025.