TRADEHIVE Powered By: WARDEN CAPITAL PARTNERS WEEKLY INSTITUTIONAL POSITIONING REPORT (WIPR) S&P 500 E-MINI (CFTC Code #13874A) Week Ending June 30, 2026 SUMMARY The June 30 COT report reinforces the view that institutional positioning remains constructive despite continued consolidation in the equity market. Following last week's post-rollover normalization, this week's report reflects genuine institutional repositioning rather than contract migration. Asset Managers modestly reduced exposure while maintaining a substantial net long position. Leveraged Funds significantly reduced gross exposure on both sides of the market, resulting in a meaningful reduction in their net short position. Dealer positioning became more defensive, consistent with increased hedging activity as the S&P 500 remains near the upper end of its recent trading range. Overall, institutional capital continues to favor equities, but positioning still reflects a Compression (Improving) environment rather than a confirmed bullish expansion. Full Report

TRADEHIVE INSTITUTIONAL COT REPORT NASDAQ-100 E-MINI (NQ) Week Ending June 30, 2026 September Contract – Week 2 Open Interest: 278,558 Weekly Change:+13,475 SUMMARY This is the second clean September contract report and provides our first opportunity to evaluate genuine institutional positioning following the completion of rollover. The overall message is mixed but constructive. Dealer positioning improved dramatically for the second consecutive week, transitioning from a heavily defensive posture toward nearly neutral positioning. At the same time, institutional investors modestly increased their net long exposure. The primary concern remains the leveraged funds. Hedge funds aggressively added to short exposure while simultaneously reducing long exposure, pushing their net short position to the most bearish level of the current September contract cycle. Despite hedge fund selling, dealers continue to absorb inventory while institutions remain firmly net long. At this point, the report reflects a market characterized by institutional sponsorship versus speculative pessimism. Full Report

TRADEHIVE INSTITUTIONAL COT REPORT E-MINI S&P 500 (ES) WEEK ENDING: JUNE 9, 2026 ROLLOVER-ADJUSTED READ SUMMARY This week’s ES COT report should not be read as a clean directional positioning signal. Open interest increased by +53,933, but because this is rollover week, the participation increase and spread changes are mechanically distorted. The key adjustment: This report reflects contract migration and repositioning more than pure directional conviction. ROLLOVER-ADJUSTED READ Raw open interest and spreading are temporarily unreliable. The more useful signals are: - Asset managers were nearly flat: longs +5,762, shorts +3,535.  - Leveraged funds covered shorts materially: shorts −40,537, longs +8,609.  - Dealers added shorts aggressively: shorts +69,213.  - Retail reduced both longs and shorts.  Full Report

TRADEHIVE INSTITUTIONAL COT REPORT NASDAQ-100 E-MINI (NQ) CFTC CODE: 209742 WEEK ENDING: JUNE 9, 2026 ROLL PERIOD ANALYSIS (JUNE → SEPTEMBER TRANSITION NEXT WEEK) OPEN INTEREST: 305,568 (-9,404 WoW) 1. IMPORTANT CONTEXT This report must be interpreted differently than a normal weekly COT report. We are currently entering rollover week, with the September contract becoming the lead contract next Tuesday. During rollover: - Open interest frequently contracts  - Positioning shifts between contract months  - Participation metrics become less reliable  - Large players begin transferring exposure into the next contract  As a result, this week's data should be viewed as a transition report rather than a pure directional report. The first September lead-month report next week will provide a much cleaner institutional read. Full Report

Free Report of the week. This is a very important read, dont miss this! Enjoy.