SWISS FRANC COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -13,607 contracts in SWISS FRANC, 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
092741
Contract unit
Contracts Of Chf 125,000
Open interest, contracts
136,451
Change in open interest, contracts
-734
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
78,398
23,755
2
+54,643
57.5
17.4
40.0
Asset Manager/Institutional
26,680
52,215
7,591
-25,535
19.6
38.3
-18.7
Leveraged Funds
10,101
23,708
9
-13,607
7.4
17.4
-10.0
Other Reportables
1,550
1,184
3,689
+366
1.1
0.9
0.3
Total reportable
128,020
112,153
-
+15,867
93.8
82.2
11.6
Nonreportable
8,431
24,298
-
-15,867
6.2
17.8
-11.6
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-13,607
Week change
+1,334
4-week change
+2,850
13-week change
-4,710
Net as % of open interest
-10.0%
Percentile, 1 year (52 weeks)
12
Percentile, 3 years (156 weeks)
17
Z-score, 52 weeks
-1.44
COT Index, 3 years
34
52-week high of net
+4,456
52-week low of net
-16,457
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
7
4
Asset Manager/Institutional
5
14
Leveraged Funds
11
16
Total reportable
29
39
Largest 4 traders, gross long
76.8%
Largest 4 traders, gross short
29.0%
Largest 8 traders, gross long
83.5%
Largest 8 traders, gross short
49.7%
Largest 4 traders, net long
71.3%
Largest 4 traders, net short
29.0%
Largest 8 traders, net long
76.3%
Largest 8 traders, net short
47.7%
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
80,612
22,805
1,188
+57,807
52.4
14.8
37.6
Asset Manager/Institutional
26,680
52,215
7,591
-25,535
17.3
33.9
-16.6
Leveraged Funds
9,849
26,779
13,518
-16,930
6.4
17.4
-11.0
Other Reportables
1,550
1,184
3,689
+366
1.0
0.8
0.2
Total reportable
144,678
128,969
-
+15,709
94.1
83.9
10.2
Nonreportable
9,123
24,832
-
-15,709
5.9
16.1
-10.2
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
136,451
+54,643
-25,535
-13,607
+366
+15,867
-15,867
Tue 13 Oct 2026
137,185
+59,514
-31,456
-14,941
+1,077
+14,194
-14,194
Tue 6 Oct 2026
137,185
+61,628
-37,379
-11,350
+647
+13,546
-13,546
Tue 29 Sep 2026
133,872
+65,448
-36,411
-13,995
+481
+15,523
-15,523
Tue 22 Sep 2026
133,495
+68,285
-35,523
-16,457
+59
+16,364
-16,364
Tue 15 Sep 2026
171,313
+66,512
-36,121
-14,964
+59
+15,486
-15,486
Tue 8 Sep 2026
153,683
+60,845
-35,677
-13,440
-209
+11,519
-11,519
Tue 1 Sep 2026
136,962
+55,743
-32,117
-10,298
-116
+13,212
-13,212
Tue 25 Aug 2026
108,923
+48,701
-28,655
-8,825
-654
+10,567
-10,567
Tue 18 Aug 2026
113,749
+58,347
-37,070
-9,071
-510
+11,696
-11,696
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.