Managed Money net +5,387 contracts in CALIF CARBON VINTAGE SPEC 2028, positions as of Tue 23 Dec 2025.
Data as of Positions as of Tue 23 Dec 2025; published Fri 26 Dec 2025
Positions as of Tue 23 Dec 2025 - published Fri 26 Dec 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
CALIF CARBON VINTAGE SPEC 2028 - ICE FUTURES ENERGY DIV
CFTC contract code
006WBY
Contract unit
1,000 California Carbon Allowances
Open interest, contracts
13,045
Change in open interest, contracts
+860
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
0
3,985
-
-3,985
0.0
30.5
-30.5
Swap Dealers
4,277
3,058
2,577
+1,219
32.8
23.4
9.3
Managed Money
5,682
295
234
+5,387
43.6
2.3
41.3
Other Reportables
0
2,621
275
-2,621
0.0
20.1
-20.1
Total reportable
13,045
13,045
-
+0
100.0
100.0
0.0
Nonreportable
0
0
-
+0
0.0
0.0
0.0
Managed Money: position against its own history
Weekly net, last 8 reports
Managed Money net, contracts
+5,387
Week change
+200
4-week change
+2,811
13-week change
-
Net as % of open interest
41.3%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+5,387
52-week low of net
+1,190
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
0
6
Other Reportables
0
6
Total reportable
9
19
Largest 4 traders, gross long
87.5%
Largest 4 traders, gross short
59.5%
Largest 8 traders, gross long
100.0%
Largest 8 traders, gross short
80.6%
Largest 4 traders, net long
73.1%
Largest 4 traders, net short
54.3%
Largest 8 traders, net long
76.3%
Largest 8 traders, net short
67.2%
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
0
3,985
-
-3,985
0.0
30.5
-30.5
Swap Dealers
4,277
3,058
2,577
+1,219
32.8
23.4
9.3
Managed Money
5,682
295
234
+5,387
43.6
2.3
41.3
Other Reportables
0
2,621
275
-2,621
0.0
20.1
-20.1
Total reportable
13,045
13,045
-
+0
100.0
100.0
0.0
Nonreportable
0
0
-
+0
0.0
0.0
0.0
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
13,045
Old crop / nearest months, contracts
13,045
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 23 Dec 2025
13,045
-3,985
+1,219
+5,387
-2,621
+0
+0
Tue 16 Dec 2025
12,185
-3,785
+1,219
+5,187
-2,621
+0
+0
Tue 9 Dec 2025
12,185
-3,785
+1,219
+5,187
-2,621
+0
+0
Tue 2 Dec 2025
12,135
-3,785
+1,219
+5,187
-2,621
+0
+0
Tue 25 Mar 2025
5,790
-3,071
+885
+2,576
-390
+0
+0
Tue 18 Mar 2025
5,744
-3,071
+885
+2,576
-390
+0
+0
Tue 11 Mar 2025
5,744
-3,071
+885
+1,290
-390
-1,286
+1,286
Tue 4 Mar 2025
4,458
-1,785
+885
+1,190
-390
-100
+100
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 23 Dec 2025, published Fri 26 Dec 2025.