CG-MAINLINE FINANCIAL INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -5,567 contracts in CG-MAINLINE FINANCIAL INDEX, 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
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
02339P
Contract unit
Contracts Of 2,500 Mmbtu'S
Open interest, contracts
35,122
Change in open interest, contracts
+5,943
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
28,755
26,964
-
+1,791
81.9
76.8
5.1
Swap Dealers
2,666
620
0
+2,046
7.6
1.8
5.8
Managed Money
310
5,877
248
-5,567
0.9
16.7
-15.9
Other Reportables
1,828
0
0
+1,828
5.2
0.0
5.2
Total reportable
33,807
33,709
-
+98
96.3
96.0
0.3
Nonreportable
1,315
1,413
-
-98
3.7
4.0
-0.3
Managed Money: position against its own history
Weekly net, last 125 reports
Managed Money net, contracts
-5,567
Week change
-755
4-week change
+171
13-week change
+3,522
Net as % of open interest
-15.9%
Percentile, 1 year (52 weeks)
33
Percentile, 3 years (156 weeks)
14
Z-score, 52 weeks
-0.31
COT Index, 3 years
44
52-week high of net
+1,943
52-week low of net
-12,990
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
13
Managed Money
-
4
Other Reportables
-
0
Total reportable
15
18
Largest 4 traders, gross long
70.2%
Largest 4 traders, gross short
47.0%
Largest 8 traders, gross long
86.3%
Largest 8 traders, gross short
76.6%
Largest 4 traders, net long
70.2%
Largest 4 traders, net short
46.9%
Largest 8 traders, net long
85.4%
Largest 8 traders, net short
74.5%
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
28,755
26,964
-
+1,791
81.9
76.8
5.1
Swap Dealers
2,666
620
0
+2,046
7.6
1.8
5.8
Managed Money
310
5,877
248
-5,567
0.9
16.7
-15.9
Other Reportables
1,828
0
0
+1,828
5.2
0.0
5.2
Total reportable
33,807
33,709
-
+98
96.3
96.0
0.3
Nonreportable
1,315
1,413
-
-98
3.7
4.0
-0.3
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
35,122
Old crop / nearest months, contracts
35,122
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
35,122
+1,791
+2,046
-5,567
+1,828
+98
-98
Tue 13 Oct 2026
29,179
+2,026
+1,116
-4,812
+1,828
+158
-158
Tue 6 Oct 2026
29,179
+2,026
+1,116
-4,812
+1,828
+158
-158
Tue 29 Sep 2026
43,669
+2,390
+1,356
-5,457
+1,828
+117
-117
Tue 22 Sep 2026
40,042
+3,128
+1,170
-5,738
+1,828
+388
-388
Tue 15 Sep 2026
32,943
+1,087
+1,635
-4,098
+1,580
+204
-204
Tue 8 Sep 2026
29,290
+696
+1,759
-3,484
+1,208
+179
-179
Tue 1 Sep 2026
42,155
+3,654
+2,906
-6,628
+1,208
+1,140
-1,140
Tue 25 Aug 2026
40,863
+4,260
+2,846
-6,748
+1,208
+1,566
-1,566
Tue 18 Aug 2026
34,453
+4,584
+4,256
-7,760
+0
+1,080
-1,080
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.