NASDAQ-100 Consolidated COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -7,688 contracts in NASDAQ-100 Consolidated, 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
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
20974+
Contract unit
Nasdaq 100 Index X $20
Open interest, contracts
285,882
Change in open interest, contracts
-8,894
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
39,302
129,243
8,154
-89,941
13.7
45.2
-31.5
Asset Manager/Institutional
110,983
32,216
4,977
+78,767
38.8
11.3
27.6
Leveraged Funds
48,053
55,741
13,764
-7,688
16.8
19.5
-2.7
Other Reportables
13,173
10,623
0
+2,550
4.6
3.7
0.9
Total reportable
238,405
254,718
-
-16,313
83.4
89.1
-5.7
Nonreportable
47,477
31,164
-
+16,313
16.6
10.9
5.7
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-7,688
Week change
+14,203
4-week change
+27,982
13-week change
+82,899
Net as % of open interest
-2.7%
Percentile, 1 year (52 weeks)
90
Percentile, 3 years (156 weeks)
91
Z-score, 52 weeks
1.14
COT Index, 3 years
80
52-week high of net
+11,725
52-week low of net
-100,640
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
31
28
Asset Manager/Institutional
84
26
Leveraged Funds
54
61
Other Reportables
21
16
Total reportable
232
169
Largest 4 traders, gross long
21.0%
Largest 4 traders, gross short
31.3%
Largest 8 traders, gross long
30.1%
Largest 8 traders, gross short
42.3%
Largest 4 traders, net long
20.6%
Largest 4 traders, net short
30.6%
Largest 8 traders, net long
29.7%
Largest 8 traders, net short
41.4%
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
39,311
129,602
16,542
-90,291
12.1
39.8
-27.7
Asset Manager/Institutional
111,912
32,519
5,747
+79,393
34.4
10.0
24.4
Leveraged Funds
47,055
54,299
39,159
-7,244
14.5
16.7
-2.2
Other Reportables
12,970
10,637
1,278
+2,333
4.0
3.3
0.7
Total reportable
273,974
289,783
-
-15,809
84.2
89.0
-4.9
Nonreportable
51,458
35,649
-
+15,809
15.8
11.0
4.9
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
285,882
-89,941
+78,767
-7,688
+2,550
-16,313
+16,313
Tue 13 Oct 2026
294,776
-73,807
+76,402
-21,891
+2,865
-16,431
+16,431
Tue 6 Oct 2026
297,655
-68,781
+74,856
-26,738
+7,580
-13,083
+13,083
Tue 29 Sep 2026
283,950
-53,993
+70,801
-33,782
+2,799
-14,172
+14,173
Tue 22 Sep 2026
298,319
-54,809
+73,292
-35,670
+7,192
-9,995
+9,995
Tue 15 Sep 2026
345,886
-69,952
+67,788
-13,052
+3,687
-11,528
+11,529
Tue 8 Sep 2026
313,941
-57,602
+76,559
-36,884
+2,880
-15,047
+15,048
Tue 1 Sep 2026
320,401
-69,715
+72,886
-18,034
+1,454
-13,408
+13,409
Tue 25 Aug 2026
322,190
-54,676
+74,231
-44,316
+4,130
-20,631
+20,631
Tue 18 Aug 2026
318,247
-25,083
+69,026
-67,709
+5,721
-18,044
+18,044
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.