CONDENSATE DIF-TMX C5 1A INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in CONDENSATE DIF-TMX C5 1A 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
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
06743A
Contract unit
1000 Barrels
Open interest, contracts
12,810
Change in open interest, contracts
-1,660
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
12,400
12,705
-
-305
96.8
99.2
-2.4
Swap Dealers
350
30
0
+320
2.7
0.2
2.5
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
12,750
12,735
-
+15
99.5
99.4
0.1
Nonreportable
60
75
-
-15
0.5
0.6
-0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
71
Percentile, 3 years (156 weeks)
63
Z-score, 52 weeks
-0.38
COT Index, 3 years
2
52-week high of net
+420
52-week low of net
-35
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
13
Managed Money
0
0
Other Reportables
0
0
Total reportable
16
14
Largest 4 traders, gross long
76.7%
Largest 4 traders, gross short
88.3%
Largest 8 traders, gross long
91.5%
Largest 8 traders, gross short
96.4%
Largest 4 traders, net long
72.9%
Largest 4 traders, net short
88.3%
Largest 8 traders, net long
85.8%
Largest 8 traders, net short
91.5%
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
12,400
12,705
-
-305
96.8
99.2
-2.4
Swap Dealers
350
30
0
+320
2.7
0.2
2.5
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
12,750
12,735
-
+15
99.5
99.4
0.1
Nonreportable
60
75
-
-15
0.5
0.6
-0.1
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
12,810
Old crop / nearest months, contracts
12,810
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
12,810
-305
+320
+0
+0
+15
-15
Tue 13 Oct 2026
14,470
-515
+635
+0
+0
+120
-120
Tue 6 Oct 2026
13,735
-575
+635
+0
+0
+60
-60
Tue 29 Sep 2026
13,650
-600
+660
+0
+0
+60
-60
Tue 22 Sep 2026
13,300
-660
+720
+0
+0
+60
-60
Tue 15 Sep 2026
16,095
-975
+1,065
+0
+0
+90
-90
Tue 8 Sep 2026
15,005
-1,000
+1,035
+0
+0
+35
-35
Tue 1 Sep 2026
14,675
-1,150
+1,185
+0
+0
+35
-35
Tue 25 Aug 2026
13,590
-1,170
+1,185
+0
+0
+15
-15
Tue 18 Aug 2026
15,085
-1,225
+1,495
+0
-120
+150
-150
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.