Leveraged Funds net -13,269 contracts in XRP, positions as of Tue 6 Oct 2026.
Data as of Positions as of Tue 6 Oct 2026; published Fri 9 Oct 2026
Positions as of Tue 6 Oct 2026 - published Fri 9 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
XRP - COINBASE DERIVATIVES, LLC
CFTC contract code
176LM2
Contract unit
10,000 Xrp X $2.00 = $20,000
Open interest, contracts
24,483
Change in open interest, contracts
-4,717
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
22,307
45
0
+22,262
91.1
0.2
90.9
Asset Manager/Institutional
1,800
0
0
+1,800
7.4
0.0
7.4
Leveraged Funds
330
13,599
28
-13,269
1.3
55.5
-54.2
Other Reportables
0
8,330
0
-8,330
0.0
34.0
-34.0
Total reportable
24,465
22,002
-
+2,463
99.9
89.9
10.1
Nonreportable
18
2,481
-
-2,463
0.1
10.1
-10.1
Leveraged Funds: position against its own history
Weekly net, last 5 reports
Leveraged Funds net, contracts
-13,269
Week change
+3,872
4-week change
+553
13-week change
-
Net as % of open interest
-54.2%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-12,852
52-week low of net
-17,141
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
-
0
Leveraged Funds
-
14
Other Reportables
0
-
Total reportable
8
16
Largest 4 traders, gross long
99.5%
Largest 4 traders, gross short
68.6%
Largest 8 traders, gross long
99.9%
Largest 8 traders, gross short
84.5%
Largest 4 traders, net long
99.5%
Largest 4 traders, net short
68.5%
Largest 8 traders, net long
99.8%
Largest 8 traders, net short
84.5%
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
22,307
45
0
+22,262
91.1
0.2
90.9
Asset Manager/Institutional
1,800
0
0
+1,800
7.4
0.0
7.4
Leveraged Funds
330
13,599
28
-13,269
1.3
55.5
-54.2
Other Reportables
0
8,330
0
-8,330
0.0
34.0
-34.0
Total reportable
24,465
22,002
-
+2,463
99.9
89.9
10.1
Nonreportable
18
2,481
-
-2,463
0.1
10.1
-10.1
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 6 Oct 2026
24,483
+22,262
+1,800
-13,269
-8,330
+2,463
-2,463
Tue 22 Sep 2026
29,200
+23,736
+1,800
-17,141
-6,754
+1,641
-1,641
Tue 15 Sep 2026
21,368
+19,391
+1,800
-12,852
-6,754
+1,585
-1,585
Tue 8 Sep 2026
21,581
+19,647
+1,800
-13,217
-6,754
+1,476
-1,476
Tue 25 Aug 2026
20,518
+17,853
+1,800
-13,822
-4,824
+1,007
-1,007
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 6 Oct 2026, published Fri 9 Oct 2026.