Leveraged Funds net -15,811 contracts in SOFR-3M, 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-3M - FMX FUTURES EXCHANGE
CFTC contract code
134FM1
Contract unit
$2,500 X Contract Imm Index
Open interest, contracts
155,052
Change in open interest, contracts
-7,506
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
97,740
81,931
40,932
+15,809
63.0
52.8
10.2
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
1,405
17,216
14,897
-15,811
0.9
11.1
-10.2
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
154,974
154,976
-
-2
99.9
100.0
-0.0
Nonreportable
78
76
-
+2
0.1
0.0
0.0
Leveraged Funds: position against its own history
Weekly net, last 7 reports
Leveraged Funds net, contracts
-15,811
Week change
-16,056
4-week change
+11,675
13-week change
-
Net as % of open interest
-10.2%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+1,420
52-week low of net
-27,486
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
7
-
Asset Manager/Institutional
0
0
Leveraged Funds
4
6
Other Reportables
0
0
Total reportable
20
19
Largest 4 traders, gross long
71.3%
Largest 4 traders, gross short
69.5%
Largest 8 traders, gross long
88.8%
Largest 8 traders, gross short
89.8%
Largest 4 traders, net long
56.6%
Largest 4 traders, net short
59.2%
Largest 8 traders, net long
63.6%
Largest 8 traders, net short
63.9%
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
97,740
81,931
40,932
+15,809
63.0
52.8
10.2
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
1,405
17,216
14,897
-15,811
0.9
11.1
-10.2
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
154,974
154,976
-
-2
99.9
100.0
-0.0
Nonreportable
78
76
-
+2
0.1
0.0
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
155,052
+15,809
+0
-15,811
+0
-2
+2
Tue 13 Oct 2026
162,558
-239
+0
+245
+0
+6
-6
Tue 6 Oct 2026
154,636
-1,422
+0
+1,420
+0
-2
+2
Tue 29 Sep 2026
154,665
-1,173
+0
+1,290
-119
-2
+2
Tue 8 Sep 2026
189,554
+27,666
+0
-27,486
-180
+0
+0
Tue 1 Sep 2026
180,080
+18,237
+0
-18,303
+173
+107
-107
Tue 25 Aug 2026
167,749
+8,030
+0
-7,967
-63
+0
+0
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.