XOOMAR

DOW JONES U.S. REAL ESTATE IDX

Weekly CFTC positioning for DOW JONES U.S. REAL ESTATE IDX on CHICAGO BOARD OF TRADE: 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 1,828 contracts in DOW JONES U.S. REAL ESTATE IDX while asset managers were net long 36,840, so the two camps are positioned against each other. The COT Index sits at 41%, the middle of its one-year range. Week over week, leveraged funds cut 1,835 net contracts.

-1,828

Lev. Funds Net net

contracts

36,840

Asset Mgr Net net

contracts

69,648

Open interest

contracts

41%

COT index, 1 year

mid range

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

Embed this chartfree, with the attribution line it carries
<iframe src="https://xoomar.com/embed/cot/dow-jones-u-s-real-estate-idx-chicago-board-of-trade" width="100%" height="440" style="border:0;max-width:100%" loading="lazy" title="XOOMAR chart"></iframe>
PreviewDark previewAdd ?theme=dark to the src for a dark chart.

Recent Reports

DateOILev. Funds NetAsset Mgr Net
2026-09-0869,648-1,82836,840
2026-09-0168,205736,447
2026-08-2564,464-13035,275
2026-08-1861,7232,21834,037
2026-08-1160,8393,28031,957
2026-08-0464,4035,04836,555
2026-07-2864,0213,24836,751
2026-07-2164,6433,21040,145
2026-07-1463,4841,12842,560
2026-07-0767,219-52743,912
2026-06-2367,341-5940,870
2026-06-1690,0405,36839,685

What the latest data says

As of 8 September 2026, leveraged funds net position in DOW JONES U.S. REAL ESTATE IDX is net short 1,828 contracts, down 5,108 contracts over the last four weeks. Over the last 52 readings it ranged from -9,986 contracts (6 January 2026) to 10,018 contracts (19 May 2026).

What this data is

CFTC positioning (COT) for DOW JONES U.S. REAL ESTATE IDX

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 DOW JONES U.S. REAL ESTATE IDX 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
434 weekly reports on file, 2018-01-16 to 2026-09-08.Traders in Financial Futures format, futures only, CHICAGO BOARD OF TRADE.
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.

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 DOW JONES U.S. REAL ESTATE IDX 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.