EUROPEAN PROPANE CIF ARA COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in EUROPEAN PROPANE CIF ARA, positions as of Tue 30 Sep 2025.
Data as of Positions as of Tue 30 Sep 2025; published Fri 3 Oct 2025
Positions as of Tue 30 Sep 2025 - published Fri 3 Oct 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
EUROPEAN PROPANE CIF ARA - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
066652
Contract unit
Contracts Of 1,000 Metric Tons
Open interest, contracts
1,936
Change in open interest, contracts
-745
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,217
1,179
-
+38
62.9
60.9
2.0
Swap Dealers
99
0
210
+99
5.1
0.0
5.1
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
137
128
-137
0.0
7.1
-7.1
Total reportable
1,654
1,654
-
+0
85.4
85.4
0.0
Nonreportable
282
282
-
+0
14.6
14.6
0.0
Managed Money: position against its own history
Weekly net, last 28 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)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
13
15
Swap Dealers
-
0
Managed Money
0
0
Other Reportables
0
-
Total reportable
18
20
Largest 4 traders, gross long
53.2%
Largest 4 traders, gross short
40.7%
Largest 8 traders, gross long
69.9%
Largest 8 traders, gross short
58.2%
Largest 4 traders, net long
42.5%
Largest 4 traders, net short
25.9%
Largest 8 traders, net long
43.7%
Largest 8 traders, net short
38.2%
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
1,217
1,179
-
+38
62.9
60.9
2.0
Swap Dealers
99
0
210
+99
5.1
0.0
5.1
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
137
128
-137
0.0
7.1
-7.1
Total reportable
1,654
1,654
-
+0
85.4
85.4
0.0
Nonreportable
282
282
-
+0
14.6
14.6
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
1,936
Old crop / nearest months, contracts
1,936
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 30 Sep 2025
1,936
+38
+99
+0
-137
+0
+0
Tue 19 Dec 2023
2,681
-306
+222
+0
+77
-7
+7
Tue 28 Nov 2023
2,820
-227
+379
+0
-157
-5
+5
Tue 31 Oct 2023
2,955
-416
+459
+0
-110
-67
+67
Tue 17 Oct 2023
2,504
-690
+423
+0
+169
-98
+98
Tue 5 Sep 2023
2,717
-579
+364
+0
+164
-51
+51
Tue 1 Aug 2023
2,878
-507
+360
+0
+85
-62
+62
Tue 25 Jul 2023
2,803
-509
+351
+0
+83
-75
+75
Tue 18 Jul 2023
2,796
-523
+407
+0
+77
-39
+39
Tue 11 Jul 2023
2,717
-546
+389
+0
+95
-62
+62
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 30 Sep 2025, published Fri 3 Oct 2025.