Managed Money net +3,790 contracts in CALIF CARBON VINTAGE SPEC 2029, positions as of Tue 22 Sep 2026.
Data as of Positions as of Tue 22 Sep 2026; published Fri 25 Sep 2026
Positions as of Tue 22 Sep 2026 - published Fri 25 Sep 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
CALIF CARBON VINTAGE SPEC 2029 - ICE FUTURES ENERGY DIV
CFTC contract code
006WCA
Contract unit
1,000 California Carbon Allowances
Open interest, contracts
7,585
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
0
2,785
-
-2,785
0.0
36.7
-36.7
Swap Dealers
1,771
1,544
1,281
+227
23.3
20.4
3.0
Managed Money
4,222
432
51
+3,790
55.7
5.7
50.0
Other Reportables
260
1,492
0
-1,232
3.4
19.7
-16.2
Total reportable
7,585
7,585
-
+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 4 reports
Managed Money net, contracts
+3,790
Week change
+0
4-week change
-
13-week change
-
Net as % of open interest
50.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+3,790
52-week low of net
+3,730
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
0
6
Other Reportables
-
5
Total reportable
7
17
Largest 4 traders, gross long
81.2%
Largest 4 traders, gross short
64.5%
Largest 8 traders, gross long
100.0%
Largest 8 traders, gross short
82.4%
Largest 4 traders, net long
77.2%
Largest 4 traders, net short
53.4%
Largest 8 traders, net long
82.4%
Largest 8 traders, net short
68.8%
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
2,785
-
-2,785
0.0
36.7
-36.7
Swap Dealers
1,771
1,544
1,281
+227
23.3
20.4
3.0
Managed Money
4,222
432
51
+3,790
55.7
5.7
50.0
Other Reportables
260
1,492
0
-1,232
3.4
19.7
-16.2
Total reportable
7,585
7,585
-
+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
7,585
Old crop / nearest months, contracts
7,585
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 22 Sep 2026
7,585
-2,785
+227
+3,790
-1,232
+0
+0
Tue 15 Sep 2026
7,585
-2,785
+227
+3,790
-1,232
+0
+0
Tue 8 Sep 2026
7,585
-2,785
+227
+3,790
-1,232
+0
+0
Tue 1 Sep 2026
7,585
-2,785
+287
+3,730
-1,232
+0
+0
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 22 Sep 2026, published Fri 25 Sep 2026.