XRP COT report

XRP - 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: 8061 contracts. This is the latest stored observation, not live trading data.

How are traders positioned?

CategoryLongShortNet contracts
Non-commercial729260121280
Commercial801349-1269
Non-reportable148159-11

Non-commercial percentile: 91 across 64 stored observations. This is the share of sampled net positions at or below the latest value, not a price forecast.

2025-07-222026-10-27
Range: -29 to 1531 net contracts; chart covers stored observations only.
Position history in contracts
Observation dateNon-commercial net
2026-10-271280
2026-10-201241
2026-10-131229
2026-10-061146
2026-09-291081
2026-09-22927
2026-09-15948
2026-09-08870
2026-09-01861
2026-08-251531
2026-08-18938
2026-08-11952
2026-08-04862
2026-07-281393
2026-07-21878
2026-07-14970
2026-07-07969
2026-06-30996
2026-06-231405
2026-06-161023
2026-06-091115
2026-06-021331
2026-05-261487
2026-05-191178
2026-05-12909
2026-05-051218
2026-04-281192
2026-04-211402
2026-04-141201
2026-04-071185
2026-03-311170
2026-03-241078
2026-03-17875
2026-03-10866
2026-03-03834
2026-02-24704
2026-02-17739
2026-02-10707
2026-02-03658
2026-01-27710
2026-01-20703
2026-01-13699
2026-01-06678
2025-12-30749
2025-12-23634
2025-12-16648
2025-12-09659
2025-12-02595
2025-11-25591
2025-11-18646
2025-11-10558
2025-11-04553
2025-10-28465
2025-10-21382
2025-10-14303
2025-10-07159
2025-09-3096
2025-09-23-2
2025-09-1680
2025-09-02-5
2025-08-26-29
2025-08-19-16
2025-08-12-12
2025-07-226

Historical AI commentary — 2026-07-07

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

Xrp dealer positioning sits at the 2.8th percentile, a historically extreme short level, while speculative traders hold a net short position at the 88.9th percentile. This extreme positioning divergence has been building for 12 weeks, with dealers unwinding shorts and speculators adding to their short bets. The immediate implication is a market with elevated reversal risk, but the trend remains...

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.

Open interactive charts · Trader category guide · Report formats