CME positioning
Weekly net positions of each trader category in CME bitcoin and ether futures, straight from the CFTC report.
Net positioning over time
Last ten reports
How to read this
- Leveraged funds are the fast money — mostly basis trades and momentum. Their net short is usually a hedge against long spot, not a directional bet.
- Asset managers move slowly and are the closest thing to institutional direction.
- Positions are reported for Tuesday and published on Friday — the data is structurally three days stale. Do not read it as a live signal.
- Contract counts, not dollars: one CME bitcoin future is 5 BTC, one micro is 0.1 BTC.
Snapshot in words — 7 November 2026, 21:10 UTC
BTC CME futures, positions as of the 6 November 2026 report: leveraged funds net short 2,591 contracts (net +1,388 w/w); asset managers net long 2,403 contracts (net −351 w/w); dealers net long 479 contracts (net −777 w/w); non-reportable (retail) net short 107 contracts (net −267 w/w). Open interest 17,527 contracts.
ETH CME futures, positions as of the 6 November 2026 report: leveraged funds net short 3,699 contracts (net +326 w/w); asset managers net short 1,825 contracts (net −641 w/w); dealers net long 7,406 contracts (net +519 w/w); non-reportable (retail) net long 29 contracts (net −159 w/w). Open interest 22,869 contracts.
This paragraph is a static snapshot, written into the page when the site was last built. The charts and the release log above load live and update after each weekly CFTC release. If the two disagree, the live numbers are the current ones.
Data is generated on a schedule from public market sources and shown as-is. Research product, not investment advice. 18+