CFTC weekly report · 2026-09-08
Nasdaq-100 futures positioning
Long, short, spreading and net contracts by trader classification in Nasdaq-100 futures, from the CFTC Traders in Financial Futures futures-only report.
Net is long minus short in contracts on the E-mini Nasdaq-100 futures market, an arithmetic difference between two counts the CFTC published. It is weekly, not a market feed, and it does not establish why a position is held. How this is measured
In the CFTC Traders in Financial Futures futures-only report for E-mini Nasdaq-100 futures, positions held on Tuesday 2026-09-08 and published Friday 2026-09-11 were: asset manager and institutional net +75,526 contracts; leveraged funds net -31,872 contracts; dealer and intermediary net -66,712 contracts. Net is long minus short in contracts on this contract market. Against the 2026-09-01 report, the asset manager and institutional net changed by +3,649 contracts.
E-mini Nasdaq-100 futures
| Trader classification | Long | Short | Spreading | Net | Net change |
|---|---|---|---|---|---|
| Dealer and intermediary | 58,541 | 125,253 | 6,455 | -66,712 | +12,062 |
| Asset manager and institutional | 111,052 | 35,526 | 4,074 | +75,526 | +3,649 |
| Leveraged funds | 47,674 | 79,546 | 8,270 | -31,872 | -17,780 |
| Other reportables | 12,684 | 9,749 | 0 | +2,935 | +1,476 |
| Nonreportable positions | 46,401 | 26,278 | +20,123 | +593 |
Change is measured against the 2026-09-01 report, the week before the 2026-09-08 report shown here.
Micro E-mini Nasdaq-100 futures
| Trader classification | Long | Short | Spreading | Net | Net change |
|---|---|---|---|---|---|
| Dealer and intermediary | 99,376 | 8,282 | 7 | +91,094 | +506 |
| Asset manager and institutional | 10,550 | 216 | 42 | +10,334 | +238 |
| Leveraged funds | 28,932 | 79,057 | 4,622 | -50,125 | -10,704 |
| Other reportables | 777 | 1,328 | 0 | -551 | -499 |
| Nonreportable positions | 43,596 | 94,348 | -50,752 | +10,459 |
Change is measured against the 2026-09-01 report, the week before the 2026-09-08 report shown here.
The E-mini and Micro E-mini are separate contract markets with different index multipliers. Their contract counts are reported side by side and are never added together.
Methodology and limits
What these numbers are, and what they are not
This page is a weekly reference, not a market feed. The CFTC measures positions at the close of Tuesday and releases the report at 3:30 p.m. Eastern on the following Friday, so the newest figure here is at least three days old when it first appears and stays the newest figure for a week.
The CFTC publishes a report week on that week's Friday at 3:30 p.m. Eastern and moves the release later when a federal holiday falls between the Tuesday and the Friday. The publication date shown here is derived from that rule and reproduces every date on the release schedules the CFTC published for 2025 and 2026.
Net is long minus short in contracts, an arithmetic difference between two published counts. It is not a sentiment reading.
A trader classification describes the kind of firm the CFTC places in that bucket, based on its main business. It does not establish why any position is held, and this page does not attach a reason to one.
These figures come from the futures-only report. The CFTC also publishes a futures and options combined report for the same contracts; it is a different dataset with different numbers, and the two are not mixed here.
The E-mini and Micro E-mini are separate contract markets with different index multipliers. Their contract counts are reported side by side and are never added together.
The archive behind this page holds weekly reports from 2024-09-17 to 2026-09-08.
Dealer and intermediary. Firms the CFTC describes as sell side dealers and intermediaries, including large banks and swap dealers. The classification is based on the firm's main business, not on any position it holds.
Asset manager and institutional. Institutional investors the CFTC groups here, including pension funds, endowments, insurance companies and mutual funds. The label describes the type of institution, not an intention.
Leveraged funds. Hedge funds and registered commodity trading advisors, commodity pool operators and unregistered funds as the CFTC classifies them.
Other reportables. Reportable traders that do not fit the other three reportable classifications.
Nonreportable positions. The remainder of open interest, held by traders below the CFTC reporting level. It is a residual, computed by the CFTC as total open interest minus the reportable positions, so it is not a group of identified firms. The CFTC publishes no spreading figure for it.
Nothing on this page is a quote, a recommendation, or a forecast. Every figure is a count of contracts the CFTC published, carrying the date it describes.
Source
Source: U.S. Commodity Futures Trading Commission, Traders in Financial Futures futures-only report, retrieved from the CFTC public reporting environment. CFTC government information is in the public domain; this page acknowledges the CFTC as the source and is not endorsed by it.
Go deeper
- S&P 500 futures positioning on the other index, for the same report week.
- SPX gamma exposure for options positioning, which is a different measurement on a different clock.
- The gamma matrix for dealer gamma across the eleven SPDR sector ETFs.
- The expiration calendar for the other dated events in the same period.