XOOMAR

CARDONA PERP STYLE

Weekly CFTC positioning for CARDONA PERP STYLE on COINBASE DERIVATIVES, LLC: the Traders in Financial Futures report (leveraged funds, asset managers, dealers), futures only.

Download CSV

In the 2026-09-08 report, leveraged funds was net short 4,462 contracts in CARDONA PERP STYLE while asset managers were net short 0, so the two camps agree on direction. The COT Index sits at 33%, the middle of its one-year range. Week over week, leveraged funds added 389 net contracts.

-4,462

Lev. Funds Net net

contracts

0

Asset Mgr Net net

contracts

8,231

Open interest

contracts

33%

COT index, 1 year

mid range

As of 2026-09-08. Positions as of the Tuesday report date; published by the CFTC on Friday.

Recent Reports

DateOILev. Funds NetAsset Mgr Net
2026-09-088,231-4,4620
2026-09-0110,571-4,8510
2026-08-2510,802-4,2900
2026-08-1811,756-3,6680
2026-08-1110,223-2,1930
2026-08-0411,908-6100
2026-07-289,519-5,9690
2026-07-219,248-5,8110
2026-07-148,990-6,4020
2026-07-079,246-5,3960
2026-06-237,566-4,5610
2026-06-165,828-4,1410

What the latest data says

As of 8 September 2026, leveraged funds net position in CARDONA PERP STYLE is net short 4,462 contracts, down 2,269 contracts over the last four weeks. Over the last 37 readings it ranged from -6,402 contracts (14 July 2026) to -610 contracts (4 August 2026).

What this data is

CFTC positioning (COT) for CARDONA PERP STYLE

Every Friday at 3:30 pm Eastern the CFTC publishes who held what in US futures markets as of the previous Tuesday. Large traders are grouped by what they do, not who they are, and the report shows each group's long, short and spread positions. That's the Commitments of Traders report, and it's the only public window into institutional positioning across currencies, rates, equity indices, energy, metals and agriculture.

Financial futures use the Traders in Financial Futures format: dealers and intermediaries, asset managers and institutional investors, leveraged funds, and other reportables. Commodities use the disaggregated format: producers, merchants, processors and users; swap dealers; managed money; and other reportables. Positions too small to report are shown as nonreportable in both.

This page follows CARDONA PERP STYLE only. The full list, the method notes and the cross-market view live on the CFTC positioning (COT) hub.

Source and method

Source
CFTC weekly COT files (TFF futures-only and disaggregated futures-only)
Updates
Weekly. Positions as of Tuesday, published Friday 3:30 pm ET; loaded Friday 21:00 UTC with a Saturday retry. Last update 2026-09-08.
History
January 2010.
This series
37 weekly reports on file, 2025-12-23 to 2026-09-08.Traders in Financial Futures format, futures only, COINBASE DERIVATIVES, LLC.
Get the data
JSON API and CSV download30 requests a minute without a key, 120 a minute with a key from a free account.

Data checks. Every dataset is checked against its source once a day. This dataset passed the last run, 12 Sep 05:40 UTC.

How to read it

  • Look at the net position of the speculative category (leveraged funds or managed money) relative to its own history, not its absolute size. Extremes are where reversals start.
  • When speculators and the structural side (asset managers or producers) sit at opposite extremes, the market is stretched. The structural side is usually right over months, the speculative side over days.
  • Open interest is the denominator. A net long that grew while open interest shrank is a crowd getting smaller, not more confident.

Analysis of what the data shows, not advice. XOOMAR does not recommend buying, selling or holding anything.

Related

Frequently Asked Questions

When does this data update?
The CFTC releases every Friday at 3:30 pm ET with positions as of the preceding Tuesday. It is loaded the same evening, with a Saturday retry when the CFTC publishes late.
What does a negative net position mean?
More short contracts than long among that trader category. It describes positioning, not a price prediction.
Which categories does the CARDONA PERP STYLE report use?
The Traders in Financial Futures format: dealers and intermediaries; asset managers and institutional investors; leveraged funds; other reportables; and nonreportable positions.
What is the COT Index?
The current net position of the speculative category mapped onto its one-year range: 100% is the most stretched reading in a year, 0% the most washed out.

Data on this page is provided for informational purposes only and is not financial advice. See our editorial policy.