Kilambi News
Wednesday, October 28, 2026

CHICAGO CITYGATE (INDEX) COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -7,907 contracts in CHICAGO CITYGATE (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 familyDisaggregated
BasisFutures only
MarketCHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV
CFTC contract code02339Q
Contract unitContracts Of 2,500 Mmbtu'S
Open interest, contracts107,082
Change in open interest, contracts+8,782

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User58,61592,717--34,10254.786.6-31.8
Swap Dealers43,8182,9971,283+40,82140.92.838.1
Managed Money07,907217-7,9070.07.4-7.4
Other Reportables1,73690270+1,6461.60.11.5
Total reportable105,939105,481-+45898.998.50.4
Nonreportable1,1431,601--4581.11.5-0.4

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-7,907
Week change-390
4-week change-3,809
13-week change-4,437
Net as % of open interest-7.4%
Percentile, 1 year (52 weeks)42
Percentile, 3 years (156 weeks)29
Z-score, 52 weeks-0.12
COT Index, 3 years41
52-week high of net-1,013
52-week low of net-16,590

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1920
Swap Dealers7-
Managed Money04
Total reportable3026
Largest 4 traders, gross long50.4%
Largest 4 traders, gross short60.4%
Largest 8 traders, gross long71.1%
Largest 8 traders, gross short79.1%
Largest 4 traders, net long50.4%
Largest 4 traders, net short53.7%
Largest 8 traders, net long70.9%
Largest 8 traders, net short70.4%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User58,61592,717--34,10254.786.6-31.8
Swap Dealers43,8182,9971,283+40,82140.92.838.1
Managed Money07,907217-7,9070.07.4-7.4
Other Reportables1,73690270+1,6461.60.11.5
Total reportable105,939105,481-+45898.998.50.4
Nonreportable1,1431,601--4581.11.5-0.4

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, contracts107,082
Old crop / nearest months, contracts107,082
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026107,082-34,102+40,821-7,907+1,646+458-458
Tue 13 Oct 202698,300-29,334+37,390-7,517+310+849-849
Tue 6 Oct 202694,017-27,997+36,053-7,517+310+849-849
Tue 29 Sep 2026108,870-30,902+37,793-6,135+310+1,066-1,066
Tue 22 Sep 2026101,234-28,801+32,531-4,098-279-647+647
Tue 15 Sep 202690,581-30,492+31,586-1,013+310+391-391
Tue 8 Sep 202686,423-23,386+24,759-1,416+310+267-267
Tue 1 Sep 2026102,729-26,589+27,735-1,013+310+443-443
Tue 25 Aug 202698,194-25,674+27,434-1,498-300-38+38
Tue 18 Aug 202692,726-24,984+27,344-2,248-300-188+188

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.