Managed Money net +0 contracts in ETHANOL T2 FOB INCL DUTY, 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
ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
025608
Contract unit
100 Cubic Meters
Open interest, contracts
3,550
Change in open interest, contracts
+31
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
3,094
3,240
-
-146
87.2
91.3
-4.1
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
149
0
10
+149
4.2
0.0
4.2
Total reportable
3,253
3,250
-
+3
91.6
91.5
0.1
Nonreportable
297
300
-
-3
8.4
8.5
-0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
-
COT Index, 3 years
100
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
16
15
Swap Dealers
0
0
Managed Money
0
0
Other Reportables
-
0
Total reportable
17
16
Largest 4 traders, gross long
53.9%
Largest 4 traders, gross short
62.8%
Largest 8 traders, gross long
78.8%
Largest 8 traders, gross short
79.6%
Largest 4 traders, net long
40.1%
Largest 4 traders, net short
55.5%
Largest 8 traders, net long
59.4%
Largest 8 traders, net short
62.5%
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
3,094
3,240
-
-146
87.2
91.3
-4.1
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
149
0
10
+149
4.2
0.0
4.2
Total reportable
3,253
3,250
-
+3
91.6
91.5
0.1
Nonreportable
297
300
-
-3
8.4
8.5
-0.1
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, contracts
3,550
Old crop / nearest months, contracts
3,550
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
3,550
-146
+0
+0
+149
+3
-3
Tue 13 Oct 2026
3,519
-290
+0
+0
+149
-141
+141
Tue 6 Oct 2026
3,477
-255
+0
+0
+149
-106
+106
Tue 29 Sep 2026
3,826
-205
+0
+0
+100
-105
+105
Tue 22 Sep 2026
3,766
-158
+0
+0
+100
-58
+58
Tue 15 Sep 2026
3,452
-163
+0
+0
+100
-63
+63
Tue 8 Sep 2026
3,337
-228
+0
+0
+100
-128
+128
Tue 1 Sep 2026
3,875
-112
+0
+0
-15
-127
+127
Tue 25 Aug 2026
3,475
+8
+0
+0
-135
-127
+127
Tue 18 Aug 2026
3,292
-22
+0
+0
-135
-157
+157
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.