PAX GOLD PERP STYLE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -901 contracts in PAX GOLD PERP STYLE, 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
PAX GOLD PERP STYLE - COINBASE DERIVATIVES, LLC
CFTC contract code
180LM9
Contract unit
1 Pax Gold
Open interest, contracts
1,645
Change in open interest, contracts
+111
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
381
1,282
0
-901
23.2
77.9
-54.8
Other Reportables
604
243
0
+361
36.7
14.8
21.9
Total reportable
985
1,525
-
-540
59.9
92.7
-32.8
Nonreportable
660
120
-
+540
40.1
7.3
32.8
Leveraged Funds: position against its own history
Weekly net, last 10 reports
Leveraged Funds net, contracts
-901
Week change
-205
4-week change
-334
13-week change
-
Net as % of open interest
-54.8%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-410
52-week low of net
-901
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
-
4
Other Reportables
14
5
Total reportable
15
9
Largest 4 traders, gross long
35.0%
Largest 4 traders, gross short
77.9%
Largest 8 traders, gross long
47.5%
Largest 8 traders, gross short
91.2%
Largest 4 traders, net long
35.0%
Largest 4 traders, net short
77.9%
Largest 8 traders, net long
47.5%
Largest 8 traders, net short
91.2%
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
381
1,282
0
-901
23.2
77.9
-54.8
Other Reportables
604
243
0
+361
36.7
14.8
21.9
Total reportable
985
1,525
-
-540
59.9
92.7
-32.8
Nonreportable
660
120
-
+540
40.1
7.3
32.8
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
1,645
+0
+0
-901
+361
-540
+540
Tue 13 Oct 2026
1,534
+0
+0
-696
+196
-500
+500
Tue 6 Oct 2026
1,605
+0
+0
-526
-115
-641
+641
Tue 29 Sep 2026
1,512
+0
+0
-622
+3
-619
+619
Tue 22 Sep 2026
1,310
+0
+0
-567
+240
-327
+327
Tue 15 Sep 2026
1,370
+0
+0
-640
+206
-434
+434
Tue 8 Sep 2026
1,243
+0
+0
-410
+52
-358
+358
Tue 25 Aug 2026
1,529
+0
+0
-504
+316
-188
+188
Tue 28 Jul 2026
1,324
+0
+0
-670
+271
-399
+399
Tue 21 Jul 2026
1,602
+0
+0
-540
+31
-509
+509
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.