Leveraged Funds net -2,373,040 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 - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
134741
Contract unit
$2,500 X Contract Imm Index
Open interest, contracts
12,982,053
Change in open interest, contracts
+53,533
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
4,587,191
1,958,353
2,047,847
+2,628,838
35.3
15.1
20.2
Asset Manager/Institutional
1,578,201
1,809,811
706,914
-231,610
12.2
13.9
-1.8
Leveraged Funds
1,111,517
3,484,557
2,668,797
-2,373,040
8.6
26.8
-18.3
Other Reportables
210,231
235,285
44,282
-25,054
1.6
1.8
-0.2
Total reportable
12,954,980
12,955,846
-
-866
99.8
99.8
-0.0
Nonreportable
27,073
26,207
-
+866
0.2
0.2
0.0
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-2,373,040
Week change
-127,533
4-week change
+71,946
13-week change
+321,134
Net as % of open interest
-18.3%
Percentile, 1 year (52 weeks)
35
Percentile, 3 years (156 weeks)
12
Z-score, 52 weeks
-0.93
COT Index, 3 years
13
52-week high of net
-305,833
52-week low of net
-2,943,898
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
83
91
Asset Manager/Institutional
49
83
Leveraged Funds
102
191
Other Reportables
142
77
Total reportable
631
640
Largest 4 traders, gross long
18.9%
Largest 4 traders, gross short
18.5%
Largest 8 traders, gross long
30.6%
Largest 8 traders, gross short
28.3%
Largest 4 traders, net long
17.0%
Largest 4 traders, net short
12.7%
Largest 8 traders, net long
26.8%
Largest 8 traders, net short
19.9%
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
4,278,579
1,973,824
4,622,501
+2,304,755
18.4
8.5
9.9
Asset Manager/Institutional
1,812,554
1,709,026
1,913,668
+103,528
7.8
7.3
0.4
Leveraged Funds
689,534
3,116,654
9,589,192
-2,427,120
3.0
13.4
-10.4
Other Reportables
249,008
231,717
90,479
+17,291
1.1
1.0
0.1
Total reportable
23,245,515
23,247,061
-
-1,546
99.9
99.9
-0.0
Nonreportable
28,649
27,103
-
+1,546
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
12,982,053
+2,628,838
-231,610
-2,373,040
-25,054
-866
+866
Tue 13 Oct 2026
12,928,520
+2,720,960
-466,919
-2,245,507
-8,934
-400
+400
Tue 6 Oct 2026
12,657,372
+2,819,258
-481,742
-2,353,716
+16,988
+788
-788
Tue 29 Sep 2026
12,455,877
+2,960,531
-574,587
-2,410,343
+29,232
+4,833
-4,833
Tue 22 Sep 2026
12,230,496
+3,152,190
-682,160
-2,444,986
-28,145
-3,101
+3,101
Tue 15 Sep 2026
13,349,060
+3,524,755
-714,756
-2,774,148
-41,835
-5,984
+5,984
Tue 8 Sep 2026
13,294,407
+3,693,025
-807,531
-2,803,445
-83,548
-1,499
+1,499
Tue 1 Sep 2026
13,075,689
+3,379,318
-692,590
-2,605,980
-81,482
-734
+734
Tue 25 Aug 2026
13,036,905
+3,111,131
-506,140
-2,596,865
-8,502
-376
+376
Tue 18 Aug 2026
13,431,079
+3,135,648
-599,798
-2,530,893
+641
+5,598
-5,598
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.