Kilambi News
Wednesday, October 28, 2026

CRUDE DIFF-WCS HOUSTON/WTI 1ST COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +14,550 contracts in CRUDE DIFF-WCS HOUSTON/WTI 1ST, 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 familyDisaggregated
BasisFutures only
MarketCRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV
CFTC contract code06739C
Contract unit1000 Barrels
Open interest, contracts68,639
Change in open interest, contracts+4,265

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User45,13966,965--21,82665.897.6-31.8
Swap Dealers4,855040+4,8557.10.07.1
Managed Money14,8252751,155+14,55021.60.421.2
Other Reportables2,43160134+2,3713.50.13.5
Total reportable68,57968,629--5099.9100.0-0.1
Nonreportable6010-+500.10.00.1

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+14,550
Week change+2,630
4-week change+2,252
13-week change+4,911
Net as % of open interest21.2%
Percentile, 1 year (52 weeks)94
Percentile, 3 years (156 weeks)98
Z-score, 52 weeks1.60
COT Index, 3 years95
52-week high of net+15,455
52-week low of net+3,635

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User2722
Swap Dealers-0
Managed Money5-
Total reportable3628
Largest 4 traders, gross long42.3%
Largest 4 traders, gross short71.8%
Largest 8 traders, gross long64.3%
Largest 8 traders, gross short89.3%
Largest 4 traders, net long35.6%
Largest 4 traders, net short63.4%
Largest 8 traders, net long50.9%
Largest 8 traders, net short70.8%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User45,13966,965--21,82665.897.6-31.8
Swap Dealers4,855040+4,8557.10.07.1
Managed Money14,8252751,155+14,55021.60.421.2
Other Reportables2,43160134+2,3713.50.13.5
Total reportable68,57968,629--5099.9100.0-0.1
Nonreportable6010-+500.10.00.1

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, contracts68,639
Old crop / nearest months, contracts68,639
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202668,639-21,826+4,855+14,550+2,371-50+50
Tue 13 Oct 202664,374-17,221+4,675+11,920+636+10-10
Tue 6 Oct 202661,529-16,916+4,380+12,035+511+10-10
Tue 29 Sep 202659,870-17,271+4,470+12,235+576+10-10
Tue 22 Sep 202673,322-17,229+4,720+12,298+226+15-15
Tue 15 Sep 202671,868-15,064+4,400+10,319+360+15-15
Tue 8 Sep 202664,663-14,979+4,400+10,214+360-5+5
Tue 1 Sep 202661,433-14,559+4,310+10,274+0+25-25
Tue 25 Aug 202666,472-17,509+3,795+13,829-120-5+5
Tue 18 Aug 202661,397-18,889+4,150+14,714+40+15-15

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.