Kilambi News
Wednesday, October 28, 2026

XRP COT Report, Traders in Financial Futures

Wednesday, October 28, 2026

Leveraged Funds net +273 contracts in XRP, 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 familyTraders in Financial Futures
BasisFutures only
MarketXRP - CHICAGO MERCANTILE EXCHANGE
CFTC contract code176740
Contract unitContracts Of 50,000 Xrp
Open interest, contracts7,504
Change in open interest, contracts-109

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary4,1114,63017-51954.861.7-6.9
Asset Manager/Institutional9817170+26413.19.63.5
Leveraged Funds2,2181,94517+27329.625.93.6
Other Reportables000+00.00.00.0
Total reportable7,3447,326-+1897.997.60.2
Nonreportable160178--182.12.4-0.2

Leveraged Funds: position against its own history

Weekly net, last 63 reports

Leveraged Funds net, contracts+273
Week change+318
4-week change+1,878
13-week change+2,543
Net as % of open interest3.6%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks1.94
COT Index, 3 years-
52-week high of net+273
52-week low of net-7,087

Traders and concentration

CategoryTraders longTraders short
Dealer/Intermediary-4
Leveraged Funds1110
Other Reportables00
Total reportable1517
Largest 4 traders, gross long84.6%
Largest 4 traders, gross short65.9%
Largest 8 traders, gross long92.0%
Largest 8 traders, gross short85.2%
Largest 4 traders, net long84.6%
Largest 4 traders, net short65.7%
Largest 8 traders, net long92.0%
Largest 8 traders, net short84.9%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Dealer/Intermediary4,1114,63017-51954.761.7-6.9
Asset Manager/Institutional9817170+26413.19.53.5
Leveraged Funds2,2181,94517+27329.525.93.6
Other Reportables000+00.00.00.0
Total reportable7,3447,326-+1897.897.60.2
Nonreportable165183--182.22.4-0.2

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 dateOpen interestDealer/IntermediaryAsset Manager/InstitutionalLeveraged FundsOther ReportablesTotal reportableNonreportable
Tue 20 Oct 20267,504-519+264+273+0+18-18
Tue 13 Oct 20267,613-344+414-45+0+25-25
Tue 6 Oct 20267,871-106+546-433+0+7-7
Tue 29 Sep 20267,716-191+603-423+0-11+11
Tue 22 Sep 20268,684+948+793-1,605-86+50-50
Tue 15 Sep 20266,706+291+556-719-86+42-42
Tue 8 Sep 20267,215+966+846-1,645-86+81-81
Tue 1 Sep 20266,883+764+802-1,422-86+58-58
Tue 25 Aug 20267,778+2,121+843-2,316+0+648-648
Tue 18 Aug 20265,575+926+278-1,147+0+57-57

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.