Kilambi News
Wednesday, October 28, 2026

DOMINION - SOUTH POINT (BASIS) COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -5,262 contracts in DOMINION - SOUTH POINT (BASIS), 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
MarketDOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV
CFTC contract code0233A3
Contract unit2500 Mmbtu
Open interest, contracts734,117
Change in open interest, contracts+4,093

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User601,872187,660-+414,21282.025.656.4
Swap Dealers9,939434,95335,271-425,0141.459.2-57.9
Managed Money25,35230,61424,096-5,2623.54.2-0.7
Other Reportables18,0537,2657,228+10,7882.51.01.5
Total reportable721,811727,087--5,27698.399.0-0.7
Nonreportable12,3067,030-+5,2761.71.00.7

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-5,262
Week change-3,200
4-week change-3,398
13-week change+22,226
Net as % of open interest-0.7%
Percentile, 1 year (52 weeks)88
Percentile, 3 years (156 weeks)47
Z-score, 52 weeks1.65
COT Index, 3 years48
52-week high of net+7,718
52-week low of net-72,186

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User4534
Swap Dealers-19
Managed Money-11
Other Reportables56
Total reportable7275
Largest 4 traders, gross long35.3%
Largest 4 traders, gross short38.9%
Largest 8 traders, gross long50.9%
Largest 8 traders, gross short54.2%
Largest 4 traders, net long34.7%
Largest 4 traders, net short35.2%
Largest 8 traders, net long46.9%
Largest 8 traders, net short49.6%

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/User601,872187,660-+414,21282.025.656.4
Swap Dealers9,939434,95335,271-425,0141.459.2-57.9
Managed Money25,35230,61424,096-5,2623.54.2-0.7
Other Reportables18,0537,2657,228+10,7882.51.01.5
Total reportable721,811727,087--5,27698.399.0-0.7
Nonreportable12,3067,030-+5,2761.71.00.7

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, contracts734,117
Old crop / nearest months, contracts734,117
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026734,117+414,212-425,014-5,262+10,788-5,276+5,276
Tue 13 Oct 2026730,024+408,778-420,094-2,062+9,578-3,800+3,800
Tue 6 Oct 2026710,944+395,352-418,062+7,718+10,771-4,221+4,221
Tue 29 Sep 2026767,255+435,481-438,416-2,197+3,728-1,404+1,404
Tue 22 Sep 2026750,576+426,267-429,569-1,864+4,871-295+295
Tue 15 Sep 2026742,399+420,220-432,193+1,320+8,949-1,704+1,704
Tue 8 Sep 2026736,263+407,690-425,894-2,166+12,560-7,810+7,810
Tue 1 Sep 2026785,235+440,090-445,529-17,697+13,356-9,780+9,780
Tue 25 Aug 2026774,614+438,999-435,611-21,839+7,856-10,595+10,595
Tue 18 Aug 2026771,441+434,997-433,868-20,525+9,147-10,249+10,249

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.