Leveraged Funds net +234 contracts in POLKADOT, positions as of Tue 23 Dec 2025.
Data as of Positions as of Tue 23 Dec 2025; published Fri 26 Dec 2025
Positions as of Tue 23 Dec 2025 - published Fri 26 Dec 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
POLKADOT - COINBASE DERIVATIVES, LLC
CFTC contract code
169LM1
Contract unit
100 Polkadot X 6 = $600
Open interest, contracts
1,072
Change in open interest, contracts
-120
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
425
191
0
+234
39.6
17.8
21.8
Other Reportables
370
795
0
-425
34.5
74.2
-39.6
Total reportable
795
986
-
-191
74.2
92.0
-17.8
Nonreportable
277
86
-
+191
25.8
8.0
17.8
Leveraged Funds: position against its own history
Weekly net, last 23 reports
Leveraged Funds net, contracts
+234
Week change
+177
4-week change
+91
13-week change
+970
Net as % of open interest
21.8%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+234
52-week low of net
-2,870
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Other Reportables
7
12
Total reportable
8
14
Largest 4 traders, gross long
59.2%
Largest 4 traders, gross short
37.3%
Largest 8 traders, gross long
74.2%
Largest 8 traders, gross short
68.2%
Largest 4 traders, net long
59.2%
Largest 4 traders, net short
37.3%
Largest 8 traders, net long
74.2%
Largest 8 traders, net short
68.2%
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
425
191
0
+234
39.6
17.8
21.8
Other Reportables
370
795
0
-425
34.5
74.2
-39.6
Total reportable
795
986
-
-191
74.2
92.0
-17.8
Nonreportable
277
86
-
+191
25.8
8.0
17.8
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 23 Dec 2025
1,072
+0
+0
+234
-425
-191
+191
Tue 16 Dec 2025
1,192
+0
+0
+57
-247
-190
+190
Tue 2 Dec 2025
758
+0
+0
+34
-202
-168
+168
Tue 25 Nov 2025
1,110
+0
+0
+102
-274
-172
+172
Tue 18 Nov 2025
806
+0
+0
+143
-314
-171
+171
Mon 10 Nov 2025
724
+0
+0
+46
-212
-166
+166
Tue 21 Oct 2025
866
+0
+0
-244
+112
-132
+132
Tue 26 Aug 2025
1,564
+0
+0
-1,448
+1,034
-414
+414
Tue 12 Aug 2025
1,147
+0
+0
-981
+652
-329
+329
Tue 5 Aug 2025
1,198
+0
+0
-927
+529
-398
+398
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 23 Dec 2025, published Fri 26 Dec 2025.