RUSSELL 2000 ANNUAL DIVIDEND COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +30,983 contracts in RUSSELL 2000 ANNUAL DIVIDEND, 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
RUSSELL 2000 ANNUAL DIVIDEND - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
239750
Contract unit
Russel 2000 Index X $100
Open interest, contracts
43,409
Change in open interest, contracts
+435
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
962
32,850
2,487
-31,888
2.2
75.7
-73.5
Asset Manager/Institutional
720
0
0
+720
1.7
0.0
1.7
Leveraged Funds
39,054
8,071
0
+30,983
90.0
18.6
71.4
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
43,223
43,408
-
-185
99.6
100.0
-0.4
Nonreportable
186
1
-
+185
0.4
0.0
0.4
Leveraged Funds: position against its own history
Weekly net, last 65 reports
Leveraged Funds net, contracts
+30,983
Week change
-60
4-week change
+1,249
13-week change
+1,606
Net as % of open interest
71.4%
Percentile, 1 year (52 weeks)
94
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
1.14
COT Index, 3 years
-
52-week high of net
+31,087
52-week low of net
+11,331
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
8
Asset Manager/Institutional
-
0
Leveraged Funds
7
-
Other Reportables
0
0
Total reportable
14
12
Largest 4 traders, gross long
91.2%
Largest 4 traders, gross short
85.1%
Largest 8 traders, gross long
96.3%
Largest 8 traders, gross short
97.4%
Largest 4 traders, net long
89.0%
Largest 4 traders, net short
81.2%
Largest 8 traders, net long
92.7%
Largest 8 traders, net short
92.8%
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
962
32,850
2,487
-31,888
2.2
75.7
-73.5
Asset Manager/Institutional
720
0
0
+720
1.7
0.0
1.7
Leveraged Funds
39,054
8,071
0
+30,983
90.0
18.6
71.4
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
43,223
43,408
-
-185
99.6
100.0
-0.4
Nonreportable
186
1
-
+185
0.4
0.0
0.4
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
43,409
-31,888
+720
+30,983
+0
-185
+185
Tue 13 Oct 2026
42,974
-31,928
+720
+31,043
+0
-165
+165
Tue 6 Oct 2026
42,842
-31,942
+720
+31,087
+0
-135
+135
Tue 29 Sep 2026
42,672
-31,847
+720
+30,992
+0
-135
+135
Tue 22 Sep 2026
42,644
-30,211
+470
+29,734
+0
-7
+7
Tue 15 Sep 2026
42,271
-28,871
+220
+28,639
+0
-12
+12
Tue 8 Sep 2026
44,279
-29,798
+220
+29,571
+0
-7
+7
Tue 1 Sep 2026
44,255
-29,830
+220
+29,603
+0
-7
+7
Tue 25 Aug 2026
44,235
-29,865
+220
+29,648
+0
+3
-3
Tue 18 Aug 2026
44,220
-29,880
+220
+29,663
+0
+3
-3
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.