TECH100 INDEX PERP STYLE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -117 contracts in TECH100 INDEX PERP STYLE, 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 | TECH100 INDEX PERP STYLE - COINBASE DERIVATIVES, LLC |
| CFTC contract code | 138LM1 |
| Contract unit | $1X Marketvector Us Listed Innovators 100 Index |
| Open interest, contracts | 1,223 |
| Change in open interest, contracts | - |
Latest report, futures only
| Category | Long | Short | Spreading | Net | Long % of OI | Short % of OI | Net % of OI |
|---|
| Dealer/Intermediary | 0 | 492 | 0 | -492 | 0.0 | 40.2 | -40.2 |
| Asset Manager/Institutional | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Leveraged Funds | 162 | 279 | 0 | -117 | 13.2 | 22.8 | -9.6 |
| Other Reportables | 816 | 239 | 0 | +577 | 66.7 | 19.5 | 47.2 |
| Total reportable | 978 | 1,010 | - | -32 | 80.0 | 82.6 | -2.6 |
| Nonreportable | 245 | 213 | - | +32 | 20.0 | 17.4 | 2.6 |
Leveraged Funds: position against its own history
| Leveraged Funds net, contracts | -117 |
| Week change | - |
| 4-week change | - |
| 13-week change | - |
| Net as % of open interest | -9.6% |
| Percentile, 1 year (52 weeks) | - |
| Percentile, 3 years (156 weeks) | - |
| Z-score, 52 weeks | - |
| COT Index, 3 years | - |
| 52-week high of net | -117 |
| 52-week low of net | -117 |
Traders and concentration
| Category | Traders long | Traders short |
|---|
| Dealer/Intermediary | 0 | - |
| Asset Manager/Institutional | 0 | 0 |
| Other Reportables | 14 | 4 |
| Total reportable | 16 | 7 |
| Largest 4 traders, gross long | 37.8% |
| Largest 4 traders, gross short | 69.6% |
| Largest 8 traders, gross long | 57.0% |
| Largest 8 traders, gross short | 82.6% |
| Largest 4 traders, net long | 37.8% |
| Largest 4 traders, net short | 69.6% |
| Largest 8 traders, net long | 57.0% |
| Largest 8 traders, net short | 82.6% |
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 | 0 | 492 | 0 | -492 | 0.0 | 40.2 | -40.2 |
| Asset Manager/Institutional | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Leveraged Funds | 162 | 279 | 0 | -117 | 13.2 | 22.8 | -9.6 |
| Other Reportables | 816 | 239 | 0 | +577 | 66.7 | 19.5 | 47.2 |
| Total reportable | 978 | 1,010 | - | -32 | 80.0 | 82.6 | -2.6 |
| Nonreportable | 245 | 213 | - | +32 | 20.0 | 17.4 | 2.6 |
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 | 1,223 | -492 | +0 | -117 | +577 | -32 | +32 |
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.