NZ DOLLAR COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -19,280 contracts in NZ DOLLAR, 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
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
112741
Contract unit
Contracts Of Nzd 100,000
Open interest, contracts
131,413
Change in open interest, contracts
+6,262
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
92,488
25,206
0
+67,282
70.4
19.2
51.2
Asset Manager/Institutional
11,643
60,956
3,440
-49,313
8.9
46.4
-37.5
Leveraged Funds
13,783
33,063
619
-19,280
10.5
25.2
-14.7
Other Reportables
5,131
1,547
0
+3,584
3.9
1.2
2.7
Total reportable
127,104
124,831
-
+2,273
96.7
95.0
1.7
Nonreportable
4,309
6,582
-
-2,273
3.3
5.0
-1.7
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-19,280
Week change
-7,661
4-week change
-14,493
13-week change
+11,806
Net as % of open interest
-14.7%
Percentile, 1 year (52 weeks)
33
Percentile, 3 years (156 weeks)
11
Z-score, 52 weeks
-0.47
COT Index, 3 years
27
52-week high of net
+5,046
52-week low of net
-33,461
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
8
5
Asset Manager/Institutional
11
25
Leveraged Funds
19
42
Other Reportables
5
5
Total reportable
47
83
Largest 4 traders, gross long
65.0%
Largest 4 traders, gross short
51.6%
Largest 8 traders, gross long
79.2%
Largest 8 traders, gross short
63.7%
Largest 4 traders, net long
65.0%
Largest 4 traders, net short
51.6%
Largest 8 traders, net long
77.1%
Largest 8 traders, net short
62.9%
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
92,642
25,206
0
+67,436
69.4
18.9
50.5
Asset Manager/Institutional
11,643
60,956
3,440
-49,313
8.7
45.6
-36.9
Leveraged Funds
13,594
33,042
2,774
-19,448
10.2
24.7
-14.6
Other Reportables
5,131
1,547
0
+3,584
3.8
1.2
2.7
Total reportable
129,223
126,965
-
+2,258
96.8
95.1
1.7
Nonreportable
4,339
6,597
-
-2,258
3.2
4.9
-1.7
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
131,413
+67,282
-49,313
-19,280
+3,584
+2,273
-2,273
Tue 13 Oct 2026
125,151
+54,202
-44,139
-11,619
+3,530
+1,974
-1,974
Tue 6 Oct 2026
129,883
+30,894
-32,534
-787
+4,461
+2,034
-2,034
Tue 29 Sep 2026
114,777
+19,628
-21,228
-1,066
+4,345
+1,679
-1,679
Tue 22 Sep 2026
101,377
+13,535
-11,485
-4,787
+3,768
+1,031
-1,031
Tue 15 Sep 2026
135,122
-10,982
+10,170
-1,766
+2,912
+334
-334
Tue 8 Sep 2026
125,978
+981
+14,024
-17,350
+2,942
+597
-597
Tue 1 Sep 2026
107,274
+18,357
+2,959
-22,338
+1,577
+555
-555
Tue 25 Aug 2026
88,964
+30,739
+430
-31,994
+1,690
+865
-865
Tue 18 Aug 2026
89,153
+52,362
-25,459
-26,806
+1,605
+1,702
-1,702
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.