Managed Money net +2,455 contracts in CALIF CARBON ALLOWANCE V2024, positions as of Tue 24 Dec 2024.
Data as of Positions as of Tue 24 Dec 2024; published Fri 27 Dec 2024
Positions as of Tue 24 Dec 2024 - published Fri 27 Dec 2024 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV
CFTC contract code
0063E2
Contract unit
1,000 California Carbon Allowances
Open interest, contracts
53,263
Change in open interest, contracts
-9,942
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
24,346
27,693
-
-3,347
45.7
52.0
-6.3
Swap Dealers
11,590
17,191
0
-5,601
21.8
32.3
-10.5
Managed Money
7,000
4,545
209
+2,455
13.1
8.5
4.6
Other Reportables
9,796
3,340
231
+6,456
18.4
6.3
12.1
Total reportable
53,172
53,209
-
-37
99.8
99.9
-0.1
Nonreportable
91
54
-
+37
0.2
0.1
0.1
Managed Money: position against its own history
Weekly net, last 106 reports
Managed Money net, contracts
+2,455
Week change
-4,683
4-week change
-23,656
13-week change
-50,718
Net as % of open interest
4.6%
Percentile, 1 year (52 weeks)
4
Percentile, 3 years (156 weeks)
15
Z-score, 52 weeks
-2.67
COT Index, 3 years
2
52-week high of net
+90,540
52-week low of net
+1,628
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
15
14
Swap Dealers
5
6
Managed Money
11
6
Other Reportables
14
8
Total reportable
46
36
Largest 4 traders, gross long
47.8%
Largest 4 traders, gross short
58.4%
Largest 8 traders, gross long
68.0%
Largest 8 traders, gross short
75.6%
Largest 4 traders, net long
46.1%
Largest 4 traders, net short
58.4%
Largest 8 traders, net long
66.1%
Largest 8 traders, net short
75.6%
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
24,346
27,693
-
-3,347
45.7
52.0
-6.3
Swap Dealers
11,590
17,191
0
-5,601
21.8
32.3
-10.5
Managed Money
7,000
4,545
209
+2,455
13.1
8.5
4.6
Other Reportables
9,796
3,340
231
+6,456
18.4
6.3
12.1
Total reportable
53,172
53,209
-
-37
99.8
99.9
-0.1
Nonreportable
91
54
-
+37
0.2
0.1
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
53,263
Old crop / nearest months, contracts
53,263
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 24 Dec 2024
53,263
-3,347
-5,601
+2,455
+6,456
-37
+37
Tue 17 Dec 2024
63,205
-8,257
-5,677
+7,138
+6,774
-22
+22
Tue 10 Dec 2024
70,769
-11,261
-3,146
+1,628
+12,709
-70
+70
Tue 3 Dec 2024
73,964
-14,154
-6,890
+9,747
+11,268
-29
+29
Tue 26 Nov 2024
90,121
-19,072
-10,016
+26,111
+2,920
-57
+57
Tue 19 Nov 2024
113,388
-6,048
-26,086
+31,286
+727
-121
+121
Tue 12 Nov 2024
112,629
-12,180
-33,392
+37,947
+7,508
-117
+117
Tue 5 Nov 2024
116,699
-17,094
-33,504
+38,552
+11,884
-162
+162
Tue 29 Oct 2024
124,140
-20,385
-35,654
+44,535
+11,386
-118
+118
Tue 22 Oct 2024
135,823
-20,666
-35,274
+44,334
+11,487
-119
+119
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 24 Dec 2024, published Fri 27 Dec 2024.