DJIA Consolidated COT report
DJIA Consolidated - CHICAGO BOARD OF TRADE positioning from the CFTC Legacy report. Net positions equal long contracts minus short contracts. Commercial, non-commercial and non-reportable classifications describe participants; they are not buy or sell signals.
Positions as of 2026-10-27. Open interest: 96363 contracts. This is the latest stored observation, not live trading data.
How are traders positioned?
| Category | Long | Short | Net contracts |
|---|---|---|---|
| Non-commercial | 20338 | 10739 | 9599 |
| Commercial | 59181 | 72253 | -13072 |
| Non-reportable | 14439 | 10967 | 3472 |
Non-commercial percentile: 77 across 82 stored observations. This is the share of sampled net positions at or below the latest value, not a price forecast.
Position history in contracts
| Observation date | Non-commercial net |
|---|---|
| 2026-10-27 | 9599 |
| 2026-10-20 | 7856 |
| 2026-10-13 | 9721 |
| 2026-10-06 | 11803 |
| 2026-09-29 | 10026 |
| 2026-09-22 | 10070 |
| 2026-09-15 | 16027 |
| 2026-09-08 | 17345 |
| 2026-09-01 | 17625 |
| 2026-08-25 | 15557 |
| 2026-08-18 | 19620 |
| 2026-08-11 | 18475 |
| 2026-08-04 | 24912 |
| 2026-07-28 | 19563 |
| 2026-07-21 | 13927 |
| 2026-07-14 | 13204 |
| 2026-07-07 | 11480 |
| 2026-06-30 | 12069 |
| 2026-06-23 | 9474 |
| 2026-06-16 | 4339 |
| 2026-06-09 | -2539 |
| 2026-06-02 | -5629 |
| 2026-05-26 | -9324 |
| 2026-05-19 | -10765 |
| 2026-05-12 | -3562 |
| 2026-05-05 | -677 |
| 2026-04-28 | -1431 |
| 2026-04-21 | -1731 |
| 2026-04-14 | -4600 |
| 2026-04-07 | -9574 |
| 2026-03-31 | -4106 |
| 2026-03-24 | -6563 |
| 2026-03-17 | -954 |
| 2026-03-10 | -2917 |
| 2026-03-03 | -2851 |
| 2026-02-24 | 2120 |
| 2026-02-17 | -1535 |
| 2026-02-10 | 1433 |
| 2026-02-03 | 1047 |
| 2026-01-27 | 1144 |
| 2026-01-20 | -3271 |
| 2026-01-13 | 637 |
| 2026-01-06 | 4107 |
| 2025-12-30 | -490 |
| 2025-12-23 | -130 |
| 2025-12-16 | -16974 |
| 2025-12-09 | -18178 |
| 2025-12-02 | -19749 |
| 2025-11-25 | -21891 |
| 2025-11-18 | -18061 |
| 2025-11-10 | -13766 |
| 2025-11-04 | -11115 |
| 2025-10-28 | -8748 |
| 2025-10-21 | -11130 |
| 2025-10-14 | -13625 |
| 2025-10-07 | -12680 |
| 2025-09-30 | -14729 |
| 2025-09-23 | 23 |
| 2025-09-16 | -9817 |
| 2025-09-09 | -2111 |
| 2025-09-02 | -4701 |
| 2025-08-26 | -2848 |
| 2025-08-19 | -2941 |
| 2025-08-12 | -2412 |
| 2025-08-05 | -3915 |
| 2025-07-29 | -2945 |
| 2025-07-22 | 1191 |
| 2025-07-15 | 3532 |
| 2025-07-08 | 4303 |
| 2025-07-01 | 6144 |
| 2025-06-24 | 6386 |
| 2025-06-17 | 10600 |
| 2025-06-10 | 9225 |
| 2025-06-03 | 9626 |
| 2025-05-27 | 11178 |
| 2025-05-20 | 8147 |
| 2025-05-13 | 7114 |
| 2025-05-06 | 5795 |
| 2025-04-29 | 5549 |
| 2025-04-22 | 887 |
| 2025-04-15 | 241 |
| 2025-04-08 | 1320 |
Historical AI commentary — 2026-07-07
This commentary is dated separately from the positioning table. It may describe an earlier market environment.
Dealer short positioning at its 19.2th percentile is extremely low, while Asset Manager longs are at a record 100.0th percentile. This extreme split signals a market driven by strong institutional demand, but the rapid unwinding of dealer shorts over the past 13 weeks adds a layer of risk. The key takeaway is that the current rally is supported by strong speculative conviction, but the speed of...
How should this COT report be used?
Use positioning to understand exposure and crowded trades alongside price, liquidity and risk controls. Weekly reports generally describe Tuesday positions released on Friday, subject to the CFTC schedule. Classifications differ in TFF and Disaggregated reports. Compare like-for-like formats and dates.
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