Leveraged Funds net -2,329 contracts in NANO XRP, 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
NANO XRP - COINBASE DERIVATIVES, LLC
CFTC contract code
176LM1
Contract unit
500 Xrp X $2.00 = $1000
Open interest, contracts
59,009
Change in open interest, contracts
-792
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
54,754
57,083
530
-2,329
92.8
96.7
-3.9
Other Reportables
3,119
1,228
0
+1,891
5.3
2.1
3.2
Total reportable
58,403
58,841
-
-438
99.0
99.7
-0.7
Nonreportable
606
168
-
+438
1.0
0.3
0.7
Leveraged Funds: position against its own history
Weekly net, last 78 reports
Leveraged Funds net, contracts
-2,329
Week change
+926
4-week change
-1,041
13-week change
-899
Net as % of open interest
-3.9%
Percentile, 1 year (52 weeks)
19
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-0.66
COT Index, 3 years
-
52-week high of net
+3,282
52-week low of net
-4,257
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
-
4
Other Reportables
29
10
Total reportable
33
14
Largest 4 traders, gross long
94.8%
Largest 4 traders, gross short
98.3%
Largest 8 traders, gross long
96.3%
Largest 8 traders, gross short
99.2%
Largest 4 traders, net long
94.4%
Largest 4 traders, net short
97.4%
Largest 8 traders, net long
95.6%
Largest 8 traders, net short
98.3%
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
54,754
57,083
530
-2,329
92.8
96.7
-3.9
Other Reportables
3,119
1,228
0
+1,891
5.3
2.1
3.2
Total reportable
58,403
58,841
-
-438
99.0
99.7
-0.7
Nonreportable
606
168
-
+438
1.0
0.3
0.7
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
59,009
+0
+0
-2,329
+1,891
-438
+438
Tue 13 Oct 2026
59,801
+0
+0
-3,255
+2,939
-316
+316
Tue 6 Oct 2026
59,287
+0
+0
-1,297
+836
-461
+461
Tue 29 Sep 2026
56,393
+0
+0
-2,616
+2,230
-386
+386
Tue 22 Sep 2026
79,497
+0
+0
-1,288
+918
-370
+370
Tue 15 Sep 2026
33,555
+0
+0
-1,805
+1,406
-399
+399
Tue 8 Sep 2026
33,579
+0
+0
-1,989
+1,604
-385
+385
Tue 1 Sep 2026
29,038
+0
+0
-879
+432
-447
+447
Tue 25 Aug 2026
54,370
+0
+0
-1,674
+1,327
-347
+347
Tue 18 Aug 2026
27,721
+0
+0
-2,029
+1,547
-482
+482
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.