CIG ROCKIES FINANCIAL INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -28,236 contracts in CIG ROCKIES 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
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
02339S
Contract unit
Contracts Of 2,500 Mmbtu'S
Open interest, contracts
49,713
Change in open interest, contracts
+5,628
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
42,120
12,974
-
+29,146
84.7
26.1
58.6
Swap Dealers
0
2,713
968
-2,713
0.0
5.5
-5.5
Managed Money
2,353
30,589
1,532
-28,236
4.7
61.5
-56.8
Other Reportables
248
0
0
+248
0.5
0.0
0.5
Total reportable
47,221
48,776
-
-1,555
95.0
98.1
-3.1
Nonreportable
2,492
937
-
+1,555
5.0
1.9
3.1
Managed Money: position against its own history
Weekly net, last 122 reports
Managed Money net, contracts
-28,236
Week change
-86
4-week change
-15,567
13-week change
-10,869
Net as % of open interest
-56.8%
Percentile, 1 year (52 weeks)
2
Percentile, 3 years (156 weeks)
2
Z-score, 52 weeks
-1.97
COT Index, 3 years
4
52-week high of net
-8,336
52-week low of net
-28,236
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
18
11
Swap Dealers
0
-
Other Reportables
-
0
Total reportable
22
17
Largest 4 traders, gross long
52.5%
Largest 4 traders, gross short
79.3%
Largest 8 traders, gross long
70.1%
Largest 8 traders, gross short
88.8%
Largest 4 traders, net long
52.2%
Largest 4 traders, net short
77.4%
Largest 8 traders, net long
69.4%
Largest 8 traders, net short
84.5%
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
42,120
12,974
-
+29,146
84.7
26.1
58.6
Swap Dealers
0
2,713
968
-2,713
0.0
5.5
-5.5
Managed Money
2,353
30,589
1,532
-28,236
4.7
61.5
-56.8
Other Reportables
248
0
0
+248
0.5
0.0
0.5
Total reportable
47,221
48,776
-
-1,555
95.0
98.1
-3.1
Nonreportable
2,492
937
-
+1,555
5.0
1.9
3.1
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
49,713
Old crop / nearest months, contracts
49,713
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
49,713
+29,146
-2,713
-28,236
+248
-1,555
+1,555
Tue 13 Oct 2026
44,085
+28,820
-2,713
-28,150
+248
-1,795
+1,795
Tue 6 Oct 2026
42,641
+27,980
-2,713
-27,308
+248
-1,793
+1,793
Tue 29 Sep 2026
37,696
+14,731
-3,531
-13,188
+458
-1,530
+1,530
Tue 22 Sep 2026
35,992
+15,531
-4,430
-12,669
+458
-1,110
+1,110
Tue 15 Sep 2026
28,276
+13,204
-4,430
-10,149
+396
-979
+979
Tue 8 Sep 2026
25,362
+11,402
-2,818
-9,591
+210
-797
+797
Tue 1 Sep 2026
32,992
+13,800
-586
-13,935
+51
-670
+670
Tue 25 Aug 2026
31,788
+13,054
+220
-13,935
-9
-670
+670
Tue 18 Aug 2026
29,868
+16,654
+190
-16,935
-129
-220
+220
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.