ALGONQUIN CITYGATES INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +310 contracts in ALGONQUIN CITYGATES INDEX, positions as of Tue 1 Sep 2026.
Data as of Positions as of Tue 1 Sep 2026; published Fri 4 Sep 2026
Positions as of Tue 1 Sep 2026 - published Fri 4 Sep 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
0233AW
Contract unit
Mmbtu
Open interest, contracts
31,293
Change in open interest, contracts
+3,438
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
15,269
28,064
-
-12,795
48.8
89.7
-40.9
Swap Dealers
12,523
0
0
+12,523
40.0
0.0
40.0
Managed Money
310
0
0
+310
1.0
0.0
1.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
28,102
28,064
-
+38
89.8
89.7
0.1
Nonreportable
3,191
3,229
-
-38
10.2
10.3
-0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+310
Week change
+0
4-week change
+310
13-week change
-215
Net as % of open interest
1.0%
Percentile, 1 year (52 weeks)
63
Percentile, 3 years (156 weeks)
77
Z-score, 52 weeks
0.51
COT Index, 3 years
64
52-week high of net
+1,691
52-week low of net
-4,351
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
11
Swap Dealers
-
0
Managed Money
-
0
Other Reportables
0
0
Total reportable
13
11
Largest 4 traders, gross long
69.5%
Largest 4 traders, gross short
75.5%
Largest 8 traders, gross long
84.1%
Largest 8 traders, gross short
86.9%
Largest 4 traders, net long
62.9%
Largest 4 traders, net short
73.5%
Largest 8 traders, net long
75.2%
Largest 8 traders, net short
78.4%
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
15,269
28,064
-
-12,795
48.8
89.7
-40.9
Swap Dealers
12,523
0
0
+12,523
40.0
0.0
40.0
Managed Money
310
0
0
+310
1.0
0.0
1.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
28,102
28,064
-
+38
89.8
89.7
0.1
Nonreportable
3,191
3,229
-
-38
10.2
10.3
-0.1
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
31,293
Old crop / nearest months, contracts
31,293
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 1 Sep 2026
31,293
-12,795
+12,523
+310
+0
+38
-38
Tue 25 Aug 2026
27,855
-12,855
+12,433
+310
+0
-112
+112
Tue 2 Jun 2026
29,805
-8,553
+9,962
+257
-2,357
-691
+691
Tue 31 Mar 2026
28,304
-6,240
+11,235
+70
-1,096
+3,969
-3,969
Tue 3 Feb 2026
24,613
-2,029
+4,475
+0
-1,894
+552
-552
Tue 27 Jan 2026
24,831
-3,395
+6,009
+0
-2,341
+273
-273
Tue 20 Jan 2026
24,411
-2,835
+5,729
+0
-2,957
-63
+63
Tue 13 Jan 2026
23,403
-2,779
+5,533
+0
-2,761
-7
+7
Tue 6 Jan 2026
22,091
-3,079
+5,477
+0
-2,649
-251
+251
Tue 30 Dec 2025
26,473
-6,449
+6,939
+217
-2,401
-1,694
+1,694
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 1 Sep 2026, published Fri 4 Sep 2026.