Managed Money net -100 contracts in CT RECs CLASS 1, 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
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV
CFTC contract code
0063DK
Contract unit
100 Mwh Of Class 1 Renewable Energy Certificates
Open interest, contracts
12,495
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
6,725
8,941
-
-2,216
53.8
71.6
-17.7
Swap Dealers
2,320
750
0
+1,570
18.6
6.0
12.6
Managed Money
0
100
0
-100
0.0
0.8
-0.8
Other Reportables
2,950
2,204
500
+746
23.6
17.6
6.0
Total reportable
12,495
12,495
-
+0
100.0
100.0
0.0
Nonreportable
0
0
-
+0
0.0
0.0
0.0
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-100
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
-0.8%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
54
Z-score, 52 weeks
-
COT Index, 3 years
97
52-week high of net
-100
52-week low of net
-100
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
7
11
Managed Money
0
-
Total reportable
10
15
Largest 4 traders, gross long
69.4%
Largest 4 traders, gross short
58.1%
Largest 8 traders, gross long
94.4%
Largest 8 traders, gross short
83.2%
Largest 4 traders, net long
63.8%
Largest 4 traders, net short
54.1%
Largest 8 traders, net long
88.6%
Largest 8 traders, net short
77.6%
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
6,725
8,941
-
-2,216
53.8
71.6
-17.7
Swap Dealers
2,320
750
0
+1,570
18.6
6.0
12.6
Managed Money
0
100
0
-100
0.0
0.8
-0.8
Other Reportables
2,950
2,204
500
+746
23.6
17.6
6.0
Total reportable
12,495
12,495
-
+0
100.0
100.0
0.0
Nonreportable
0
0
-
+0
0.0
0.0
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
12,495
Old crop / nearest months, contracts
12,495
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
12,495
-2,216
+1,570
-100
+746
+0
+0
Tue 13 Oct 2026
12,495
-2,216
+1,570
-100
+746
+0
+0
Tue 6 Oct 2026
10,535
-1,206
+610
-100
+696
+0
+0
Tue 29 Sep 2026
9,285
-956
-140
-100
+1,196
+0
+0
Tue 22 Sep 2026
9,285
-956
-140
-100
+1,196
+0
+0
Tue 15 Sep 2026
8,785
-456
-140
-100
+696
+0
+0
Tue 8 Sep 2026
8,785
-456
-140
-100
+696
+0
+0
Tue 1 Sep 2026
8,775
-446
-150
-100
+696
+0
+0
Tue 25 Aug 2026
8,775
-446
-150
-100
+696
+0
+0
Tue 18 Aug 2026
8,775
-446
-150
-100
+696
+0
+0
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.