CRUDE DIFF-TMX WCS 1A INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -15,165 contracts in CRUDE DIFF-TMX WCS 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 WCS 1A INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
06742G
Contract unit
1000 Barrels
Open interest, contracts
64,215
Change in open interest, contracts
-13,515
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
61,920
37,717
-
+24,203
96.4
58.7
37.7
Swap Dealers
1,055
9,158
105
-8,103
1.6
14.3
-12.6
Managed Money
0
15,165
525
-15,165
0.0
23.6
-23.6
Other Reportables
600
1,510
0
-910
0.9
2.4
-1.4
Total reportable
64,205
64,180
-
+25
100.0
99.9
0.0
Nonreportable
10
35
-
-25
0.0
0.1
-0.0
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-15,165
Week change
+4,250
4-week change
+4,570
13-week change
-1,109
Net as % of open interest
-23.6%
Percentile, 1 year (52 weeks)
21
Percentile, 3 years (156 weeks)
7
Z-score, 52 weeks
-1.00
COT Index, 3 years
23
52-week high of net
+6,088
52-week low of net
-22,210
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
25
18
Swap Dealers
-
8
Managed Money
0
4
Total reportable
30
33
Largest 4 traders, gross long
68.8%
Largest 4 traders, gross short
53.6%
Largest 8 traders, gross long
82.8%
Largest 8 traders, gross short
70.1%
Largest 4 traders, net long
53.9%
Largest 4 traders, net short
47.6%
Largest 8 traders, net long
62.6%
Largest 8 traders, net short
59.4%
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
61,920
37,717
-
+24,203
96.4
58.7
37.7
Swap Dealers
1,055
9,158
105
-8,103
1.6
14.3
-12.6
Managed Money
0
15,165
525
-15,165
0.0
23.6
-23.6
Other Reportables
600
1,510
0
-910
0.9
2.4
-1.4
Total reportable
64,205
64,180
-
+25
100.0
99.9
0.0
Nonreportable
10
35
-
-25
0.0
0.1
-0.0
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
64,215
Old crop / nearest months, contracts
64,215
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
64,215
+24,203
-8,103
-15,165
-910
+25
-25
Tue 13 Oct 2026
77,730
+31,203
-12,183
-19,415
+395
+0
+0
Tue 6 Oct 2026
72,375
+30,353
-12,233
-18,420
+330
+30
-30
Tue 29 Sep 2026
68,525
+31,423
-14,903
-16,830
+330
+20
-20
Tue 22 Sep 2026
69,279
+34,238
-14,793
-19,735
+290
+0
+0
Tue 15 Sep 2026
78,546
+40,112
-17,969
-22,210
+430
+363
-363
Tue 8 Sep 2026
70,746
+38,687
-17,672
-21,385
+365
-5
+5
Tue 1 Sep 2026
68,581
+37,707
-17,577
-20,615
+405
-80
+80
Tue 25 Aug 2026
64,113
+35,787
-17,292
-18,695
+140
-60
+60
Tue 18 Aug 2026
69,229
+37,682
-21,439
-17,326
+265
-818
+818
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.