Equity indices · Market page

Nasdaq-100

Long exposure sits in the 78th percentile. The lead participant net position changed +26.3K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionPositioning reversalChanged this release
3Y historical percentile78th+0.68σ from the rolling mean
Net / open interest-5.6%Lead participant exposure
1-week flow+26.3K4-week flow +82.6K
Positioning historyNasdaq-100 exposure is measured against its own history.Lead participant rolling z-score
2026-09-01+0.68σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers+72.9K
Dealers−69.7K
Leveraged funds−18K
Non-reportables+13.4K
Other reportables+1.5K

CFTC participant categories vary by report family. The primary positioning series uses managed money for physical commodities and leveraged funds for financial futures.

Positioning bucketN4W positive8W positive12W positiveAvg 12W
z ≥ 2.0 (extreme long)2035.0%25.0%35.0%+7.59%
1.5 ≤ z < 2.03636.1%36.1%36.1%+1.09%
1.0 ≤ z < 1.56937.7%31.9%31.9%+1.84%
neutral (−1.0 < z < 1.0)46854.3%59.4%62.2%+4.72%
−1.5 < z ≤ −1.08965.2%73.0%79.3%+4.94%
−2.0 < z ≤ −1.55386.8%82.7%80.4%+4.88%
z ≤ −2.0 (extreme short)5265.4%69.4%75.0%+3.93%

Overlapping historical observations. Periods and sample sizes are shown so the comparison can be read in context.