XOOMAR

RUSSELL 2000 ANNUAL DIVIDEND

Weekly CFTC positioning for RUSSELL 2000 ANNUAL DIVIDEND on CHICAGO MERCANTILE EXCHANGE: the Traders in Financial Futures report (leveraged funds, asset managers, dealers), futures only.

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In the 2026-09-08 report, leveraged funds was net long 29,571 contracts in RUSSELL 2000 ANNUAL DIVIDEND while asset managers were net long 220, so the two camps agree on direction. The COT Index sits at 99%, near the top of its one-year range, which historically marks crowded positioning. Week over week, leveraged funds cut 32 net contracts.

29,571

Lev. Funds Net net

contracts

220

Asset Mgr Net net

contracts

44,279

Open interest

contracts

99%

COT index, 1 year

top of 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
2026-09-0844,27929,571220
2026-09-0144,25529,603220
2026-08-2544,23529,648220
2026-08-1844,22029,663220
2026-08-1144,20029,685220
2026-08-0444,56629,190220
2026-07-2844,56529,321220
2026-07-2144,53129,377220
2026-07-1443,91129,146220
2026-07-0743,38029,494220
2026-06-2342,87529,567220
2026-06-1642,83729,567220

What the latest data says

As of 8 September 2026, leveraged funds net position in RUSSELL 2000 ANNUAL DIVIDEND is net long 29,571 contracts, down 114 contracts over the last four weeks. Over the last 52 readings it ranged from 9,292 contracts (6 May 2025) to 29,685 contracts (11 August 2026). The latest reading sits at the top of that range.

What this data is

CFTC positioning (COT) for RUSSELL 2000 ANNUAL DIVIDEND

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 RUSSELL 2000 ANNUAL DIVIDEND 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
58 weekly reports on file, 2025-03-25 to 2026-09-08.Traders in Financial Futures format, futures only, CHICAGO MERCANTILE EXCHANGE.
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 RUSSELL 2000 ANNUAL DIVIDEND 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.