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Russell 2000

Short exposure sits in the 3rd percentile. The lead participant net position changed −11.8K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionPositioning reversalChanged this release
3Y historical percentile3rd−1.99σ from the rolling mean
Net / open interest-25.8%Lead participant exposure
1-week flow−11.8K4-week flow −24.4K
Positioning historyRussell 2000 exposure is measured against its own history.Lead participant rolling z-score
2026-09-01-1.99σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers+17.5K
Dealers+96.6K
Leveraged funds−109.5K
Non-reportables+3.6K
Other reportables−8.2K

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)1050.0%50.0%10.0%+7.90%
1.5 ≤ z < 2.03727.0%18.9%27.0%+5.03%
1.0 ≤ z < 1.54344.2%51.2%44.2%-0.69%
neutral (−1.0 < z < 1.0)29249.3%49.7%50.3%+2.16%
−1.5 < z ≤ −1.03672.2%79.4%82.4%+6.69%
−2.0 < z ≤ −1.52748.1%59.3%63.0%+2.71%
z ≤ −2.0 (extreme short)2941.4%51.7%51.7%+0.23%

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