RUSSELL E-MINI COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -53,035 contracts in RUSSELL E-MINI, 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 E-MINI - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
239742
Contract unit
Russel 2000 Index X $50
Open interest, contracts
466,789
Change in open interest, contracts
+22,005
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
102,208
79,205
6,977
+23,003
21.9
17.0
4.9
Asset Manager/Institutional
148,470
117,510
32,222
+30,960
31.8
25.2
6.6
Leveraged Funds
125,748
178,783
19,538
-53,035
26.9
38.3
-11.4
Other Reportables
2,398
10,714
0
-8,316
0.5
2.3
-1.8
Total reportable
437,561
444,949
-
-7,388
93.7
95.3
-1.6
Nonreportable
29,228
21,840
-
+7,388
6.3
4.7
1.6
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-53,035
Week change
+38,612
4-week change
+54,947
13-week change
+20,433
Net as % of open interest
-11.4%
Percentile, 1 year (52 weeks)
65
Percentile, 3 years (156 weeks)
51
Z-score, 52 weeks
0.37
COT Index, 3 years
47
52-week high of net
-10,486
52-week low of net
-114,554
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
27
27
Asset Manager/Institutional
80
55
Leveraged Funds
46
69
Other Reportables
8
10
Total reportable
197
197
Largest 4 traders, gross long
18.7%
Largest 4 traders, gross short
31.3%
Largest 8 traders, gross long
29.7%
Largest 8 traders, gross short
40.6%
Largest 4 traders, net long
17.8%
Largest 4 traders, net short
30.9%
Largest 8 traders, net long
27.8%
Largest 8 traders, net short
40.0%
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
102,010
78,323
10,717
+23,687
21.3
16.4
4.9
Asset Manager/Institutional
148,551
117,539
32,404
+31,012
31.0
24.5
6.5
Leveraged Funds
124,601
178,606
27,761
-54,005
26.0
37.3
-11.3
Other Reportables
2,406
10,719
89
-8,313
0.5
2.2
-1.7
Total reportable
448,539
456,158
-
-7,619
93.7
95.3
-1.6
Nonreportable
30,332
22,713
-
+7,619
6.3
4.7
1.6
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
466,789
+23,003
+30,960
-53,035
-8,316
-7,388
+7,388
Tue 13 Oct 2026
444,784
+57,503
+29,528
-91,647
-8,009
-12,625
+12,625
Tue 6 Oct 2026
425,152
+61,393
+45,495
-105,317
-9,132
-7,561
+7,561
Tue 29 Sep 2026
428,048
+77,691
+39,768
-114,554
-10,133
-7,228
+7,228
Tue 22 Sep 2026
415,047
+75,744
+33,028
-107,982
-8,183
-7,393
+7,393
Tue 15 Sep 2026
496,762
+80,602
+24,273
-97,203
-11,339
-3,667
+3,667
Tue 8 Sep 2026
431,147
+89,619
+23,564
-110,147
-8,741
-5,705
+5,705
Tue 1 Sep 2026
424,663
+96,593
+17,498
-109,499
-8,154
-3,562
+3,562
Tue 25 Aug 2026
413,000
+83,908
+12,331
-97,700
-7,204
-8,665
+8,665
Tue 18 Aug 2026
424,956
+86,131
+14,354
-99,786
-8,007
-7,308
+7,308
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.