SOL COT report

SOL - CHICAGO MERCANTILE EXCHANGE 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: 12482 contracts. This is the latest stored observation, not live trading data.

How are traders positioned?

Non-commercial percentile: 25 across 67 stored observations. This is the share of sampled net positions at or below the latest value, not a price forecast.

Historical AI commentary — 2026-07-07

This commentary is dated separately from the positioning table. It may describe an earlier market environment.

Sol futures show a clear divergence where speculative positions are declining from elevated levels while dealer positions are also declining, creating a mixed regime. The 4-week velocity shows speculators adding to short positions and dealers reducing long positions, suggesting a market in transition with no clear extreme signal for an immediate reversal.

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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