Managed Money net +4,923 contracts in AECO FIN BASIS, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
AECO FIN BASIS - ICE FUTURES ENERGY DIV
CFTC contract code
023396
Contract unit
Contracts Of 2,500 Mmbtu'S
Open interest, contracts
918,098
Change in open interest, contracts
+1,315
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
782,135
201,870
-
+580,265
85.2
22.0
63.2
Swap Dealers
56,219
663,549
25,229
-607,330
6.1
72.3
-66.2
Managed Money
8,579
3,656
9,914
+4,923
0.9
0.4
0.5
Other Reportables
15,899
6,651
1,838
+9,248
1.7
0.7
1.0
Total reportable
899,813
912,707
-
-12,894
98.0
99.4
-1.4
Nonreportable
18,285
5,391
-
+12,894
2.0
0.6
1.4
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+4,923
Week change
+327
4-week change
-626
13-week change
-6,253
Net as % of open interest
0.5%
Percentile, 1 year (52 weeks)
10
Percentile, 3 years (156 weeks)
68
Z-score, 52 weeks
-1.19
COT Index, 3 years
76
52-week high of net
+17,971
52-week low of net
-89
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
33
20
Swap Dealers
5
8
Managed Money
4
-
Total reportable
51
36
Largest 4 traders, gross long
43.8%
Largest 4 traders, gross short
55.0%
Largest 8 traders, gross long
58.5%
Largest 8 traders, gross short
79.3%
Largest 4 traders, net long
39.8%
Largest 4 traders, net short
54.9%
Largest 8 traders, net long
52.3%
Largest 8 traders, net short
74.6%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
782,135
201,870
-
+580,265
85.2
22.0
63.2
Swap Dealers
56,219
663,549
25,229
-607,330
6.1
72.3
-66.2
Managed Money
8,579
3,656
9,914
+4,923
0.9
0.4
0.5
Other Reportables
15,899
6,651
1,838
+9,248
1.7
0.7
1.0
Total reportable
899,813
912,707
-
-12,894
98.0
99.4
-1.4
Nonreportable
18,285
5,391
-
+12,894
2.0
0.6
1.4
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Open interest by maturity split
All contract months, contracts
918,098
Old crop / nearest months, contracts
918,098
Other months, contracts
0
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
918,098
+580,265
-607,330
+4,923
+9,248
-12,894
+12,894
Tue 13 Oct 2026
916,783
+580,184
-607,484
+4,596
+10,359
-12,345
+12,345
Tue 6 Oct 2026
915,827
+576,618
-606,448
+6,796
+11,231
-11,803
+11,803
Tue 29 Sep 2026
963,867
+603,687
-635,700
+5,646
+14,878
-11,489
+11,489
Tue 22 Sep 2026
955,760
+596,831
-629,949
+5,549
+15,121
-12,448
+12,448
Tue 15 Sep 2026
949,948
+586,768
-620,669
+6,661
+15,829
-11,411
+11,411
Tue 8 Sep 2026
949,253
+585,306
-617,328
+6,585
+13,332
-12,105
+12,105
Tue 1 Sep 2026
991,777
+612,800
-647,416
+8,563
+13,086
-12,967
+12,967
Tue 25 Aug 2026
987,743
+617,135
-650,028
+10,919
+9,760
-12,214
+12,214
Tue 18 Aug 2026
984,452
+614,039
-648,768
+11,222
+10,823
-12,684
+12,684
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Disaggregated report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.