CRUDE DIFF-TMX SW 1A INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +220 contracts in CRUDE DIFF-TMX SW 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
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
06742T
Contract unit
1000 Barrels
Open interest, contracts
7,499
Change in open interest, contracts
-2,983
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
7,244
2,277
-
+4,967
96.6
30.4
66.2
Swap Dealers
0
4,792
0
-4,792
0.0
63.9
-63.9
Managed Money
220
0
35
+220
2.9
0.0
2.9
Other Reportables
0
360
0
-360
0.0
4.8
-4.8
Total reportable
7,499
7,464
-
+35
100.0
99.5
0.5
Nonreportable
0
35
-
-35
0.0
0.5
-0.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+220
Week change
+35
4-week change
+390
13-week change
+1,235
Net as % of open interest
2.9%
Percentile, 1 year (52 weeks)
60
Percentile, 3 years (156 weeks)
69
Z-score, 52 weeks
-0.23
COT Index, 3 years
34
52-week high of net
+4,155
52-week low of net
-1,430
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
12
14
Swap Dealers
0
6
Managed Money
-
0
Other Reportables
0
-
Total reportable
13
22
Largest 4 traders, gross long
76.9%
Largest 4 traders, gross short
56.7%
Largest 8 traders, gross long
93.1%
Largest 8 traders, gross short
75.4%
Largest 4 traders, net long
67.0%
Largest 4 traders, net short
56.7%
Largest 8 traders, net long
80.4%
Largest 8 traders, net short
73.2%
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
7,244
2,277
-
+4,967
96.6
30.4
66.2
Swap Dealers
0
4,792
0
-4,792
0.0
63.9
-63.9
Managed Money
220
0
35
+220
2.9
0.0
2.9
Other Reportables
0
360
0
-360
0.0
4.8
-4.8
Total reportable
7,499
7,464
-
+35
100.0
99.5
0.5
Nonreportable
0
35
-
-35
0.0
0.5
-0.5
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
7,499
Old crop / nearest months, contracts
7,499
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
7,499
+4,967
-4,792
+220
-360
+35
-35
Tue 13 Oct 2026
10,482
+6,401
-6,106
+185
-480
+0
+0
Tue 6 Oct 2026
10,816
+6,371
-6,091
+170
-450
+0
+0
Tue 29 Sep 2026
10,276
+6,591
-6,091
-50
-450
+0
+0
Tue 22 Sep 2026
10,216
+6,601
-5,981
-170
-450
+0
+0
Tue 15 Sep 2026
12,971
+8,860
-7,210
-925
-620
+105
-105
Tue 8 Sep 2026
11,940
+7,962
-6,337
-825
-800
+0
+0
Tue 1 Sep 2026
11,520
+7,737
-5,712
-1,245
-780
+0
+0
Tue 25 Aug 2026
10,553
+7,517
-5,612
-1,095
-810
+0
+0
Tue 18 Aug 2026
13,607
+8,811
-7,161
-675
-840
+135
-135
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.