Leveraged Funds net -2,818 contracts in SOL, 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
SOL - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
177741
Contract unit
500 Sol- Cme Cf Solana - Dollar Reference Rate
Open interest, contracts
12,642
Change in open interest, contracts
-185
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
9,670
7,229
179
+2,441
76.5
57.2
19.3
Asset Manager/Institutional
866
764
0
+102
6.9
6.0
0.8
Leveraged Funds
1,403
4,221
25
-2,818
11.1
33.4
-22.3
Other Reportables
167
0
0
+167
1.3
0.0
1.3
Total reportable
12,310
12,418
-
-108
97.4
98.2
-0.9
Nonreportable
332
224
-
+108
2.6
1.8
0.9
Leveraged Funds: position against its own history
Weekly net, last 66 reports
Leveraged Funds net, contracts
-2,818
Week change
-220
4-week change
+227
13-week change
+455
Net as % of open interest
-22.3%
Percentile, 1 year (52 weeks)
69
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.46
COT Index, 3 years
-
52-week high of net
-1,118
52-week low of net
-13,562
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
4
5
Leveraged Funds
9
14
Other Reportables
-
0
Total reportable
19
24
Largest 4 traders, gross long
87.8%
Largest 4 traders, gross short
69.4%
Largest 8 traders, gross long
92.1%
Largest 8 traders, gross short
82.0%
Largest 4 traders, net long
87.8%
Largest 4 traders, net short
68.7%
Largest 8 traders, net long
92.1%
Largest 8 traders, net short
81.4%
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
9,670
7,229
179
+2,441
76.5
57.2
19.3
Asset Manager/Institutional
866
764
0
+102
6.8
6.0
0.8
Leveraged Funds
1,403
4,221
25
-2,818
11.1
33.4
-22.3
Other Reportables
167
0
0
+167
1.3
0.0
1.3
Total reportable
12,310
12,418
-
-108
97.3
98.2
-0.9
Nonreportable
338
230
-
+108
2.7
1.8
0.9
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
12,642
+2,441
+102
-2,818
+167
-108
+108
Tue 13 Oct 2026
12,827
+2,219
+91
-2,598
+106
-182
+182
Tue 6 Oct 2026
13,273
+3,572
-227
-3,574
+118
-111
+111
Tue 29 Sep 2026
13,082
+3,430
-257
-3,348
+0
-175
+175
Tue 22 Sep 2026
13,480
+3,330
-360
-3,045
-75
-150
+150
Tue 15 Sep 2026
11,562
+2,185
-338
-1,824
+0
+23
-23
Tue 8 Sep 2026
11,544
+2,322
-271
-2,195
+40
-104
+104
Tue 1 Sep 2026
11,974
+2,498
-193
-2,546
+100
-141
+141
Tue 25 Aug 2026
12,637
+4,402
-1
-4,333
+0
+68
-68
Tue 18 Aug 2026
9,966
+3,211
-54
-3,144
+0
+13
-13
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.