Leveraged Funds net -244,637 contracts in SOFR-1M, 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
SOFR-1M - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
134742
Contract unit
$4,167 X Contract Imm Index
Open interest, contracts
1,422,267
Change in open interest, contracts
+127,777
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
533,827
298,783
258,892
+235,044
37.5
21.0
16.5
Asset Manager/Institutional
47,324
27,964
66,285
+19,360
3.3
2.0
1.4
Leveraged Funds
165,436
410,073
343,314
-244,637
11.6
28.8
-17.2
Other Reportables
5,762
15,469
393
-9,707
0.4
1.1
-0.7
Total reportable
1,421,233
1,421,173
-
+60
99.9
99.9
0.0
Nonreportable
1,034
1,094
-
-60
0.1
0.1
-0.0
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-244,637
Week change
-9,319
4-week change
+95,060
13-week change
+28,451
Net as % of open interest
-17.2%
Percentile, 1 year (52 weeks)
90
Percentile, 3 years (156 weeks)
37
Z-score, 52 weeks
1.19
COT Index, 3 years
42
52-week high of net
-209,452
52-week low of net
-631,515
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
42
54
Asset Manager/Institutional
4
10
Leveraged Funds
29
56
Other Reportables
4
11
Total reportable
146
192
Largest 4 traders, gross long
29.0%
Largest 4 traders, gross short
29.5%
Largest 8 traders, gross long
46.0%
Largest 8 traders, gross short
42.6%
Largest 4 traders, net long
22.0%
Largest 4 traders, net short
22.9%
Largest 8 traders, net long
33.1%
Largest 8 traders, net short
29.0%
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
533,827
298,783
258,892
+235,044
37.5
21.0
16.5
Asset Manager/Institutional
47,324
27,964
66,285
+19,360
3.3
2.0
1.4
Leveraged Funds
165,436
410,073
343,314
-244,637
11.6
28.8
-17.2
Other Reportables
5,762
15,469
393
-9,707
0.4
1.1
-0.7
Total reportable
1,421,233
1,421,173
-
+60
99.9
99.9
0.0
Nonreportable
1,034
1,094
-
-60
0.1
0.1
-0.0
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
1,422,267
+235,044
+19,360
-244,637
-9,707
+60
-60
Tue 13 Oct 2026
1,294,490
+214,759
+29,720
-235,318
-9,006
+155
-155
Tue 6 Oct 2026
1,245,008
+194,751
+24,291
-209,452
-9,357
+233
-233
Tue 29 Sep 2026
1,422,076
+344,362
+24,753
-361,297
-10,096
-2,278
+2,278
Tue 22 Sep 2026
1,302,655
+322,833
+27,227
-339,697
-10,245
+118
-118
Tue 15 Sep 2026
1,281,220
+342,472
+47,702
-382,057
-8,213
-96
+96
Tue 8 Sep 2026
1,226,251
+275,292
+49,856
-319,535
-5,486
+127
-127
Tue 1 Sep 2026
1,654,938
+408,927
-12,505
-390,389
-18,778
-12,745
+12,745
Tue 25 Aug 2026
1,585,818
+352,535
-8,999
-326,436
-17,517
-417
+417
Tue 18 Aug 2026
1,431,755
+360,755
-19,222
-327,510
-13,979
+44
-44
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.