Managed Money net -84,067 contracts in CIG ROCKIES BASIS, 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
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV
CFTC contract code
02339U
Contract unit
2500 Mmbtu
Open interest, contracts
450,924
Change in open interest, contracts
+3,344
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
404,344
134,622
-
+269,722
89.7
29.9
59.8
Swap Dealers
206
193,648
12,741
-193,442
0.0
42.9
-42.9
Managed Money
10,140
94,207
2,313
-84,067
2.2
20.9
-18.6
Other Reportables
6,954
2,037
2,072
+4,917
1.5
0.5
1.1
Total reportable
438,770
441,640
-
-2,870
97.3
97.9
-0.6
Nonreportable
12,154
9,284
-
+2,870
2.7
2.1
0.6
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-84,067
Week change
-1,927
4-week change
-5,088
13-week change
-1,819
Net as % of open interest
-18.6%
Percentile, 1 year (52 weeks)
79
Percentile, 3 years (156 weeks)
51
Z-score, 52 weeks
0.65
COT Index, 3 years
52
52-week high of net
-38,035
52-week low of net
-154,461
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
32
17
Swap Dealers
-
11
Managed Money
-
7
Other Reportables
4
-
Total reportable
48
39
Largest 4 traders, gross long
46.2%
Largest 4 traders, gross short
61.3%
Largest 8 traders, gross long
64.3%
Largest 8 traders, gross short
78.0%
Largest 4 traders, net long
35.2%
Largest 4 traders, net short
53.7%
Largest 8 traders, net long
49.4%
Largest 8 traders, net short
61.3%
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
404,344
134,622
-
+269,722
89.7
29.9
59.8
Swap Dealers
206
193,648
12,741
-193,442
0.0
42.9
-42.9
Managed Money
10,140
94,207
2,313
-84,067
2.2
20.9
-18.6
Other Reportables
6,954
2,037
2,072
+4,917
1.5
0.5
1.1
Total reportable
438,770
441,640
-
-2,870
97.3
97.9
-0.6
Nonreportable
12,154
9,284
-
+2,870
2.7
2.1
0.6
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
450,924
Old crop / nearest months, contracts
450,924
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
450,924
+269,722
-193,442
-84,067
+4,917
-2,870
+2,870
Tue 13 Oct 2026
447,580
+266,895
-194,635
-82,140
+7,692
-2,188
+2,188
Tue 6 Oct 2026
446,788
+281,306
-205,543
-86,645
+6,870
-4,012
+4,012
Tue 29 Sep 2026
486,590
+299,505
-214,549
-91,571
+3,563
-3,052
+3,052
Tue 22 Sep 2026
467,994
+281,233
-206,464
-78,979
+4,034
-176
+176
Tue 15 Sep 2026
452,478
+270,666
-199,092
-75,808
+3,960
-274
+274
Tue 8 Sep 2026
435,147
+261,739
-200,153
-62,457
+13
-858
+858
Tue 1 Sep 2026
437,793
+249,685
-207,311
-40,724
-2,414
-764
+764
Tue 25 Aug 2026
430,458
+244,256
-203,180
-41,388
-1,214
-1,526
+1,526
Tue 18 Aug 2026
421,180
+231,778
-194,793
-38,919
-1,493
-3,427
+3,427
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.