Managed Money net +10,910 contracts in FEEDER CATTLE, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
061641
Contract unit
Contracts Of 50,000 Pounds
Open interest, contracts
62,145
Change in open interest, contracts
-705
CIT supplement
Published for this market
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
6,676
10,396
-
-3,720
10.7
16.7
-6.0
Swap Dealers
7,490
484
1,272
+7,006
12.1
0.8
11.3
Managed Money
20,055
9,145
9,014
+10,910
32.3
14.7
17.6
Other Reportables
2,793
14,190
5,232
-11,397
4.5
22.8
-18.3
Total reportable
52,532
49,733
-
+2,799
84.5
80.0
4.5
Nonreportable
9,613
12,412
-
-2,799
15.5
20.0
-4.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+10,910
Week change
+1,571
4-week change
+2,905
13-week change
+1,565
Net as % of open interest
17.6%
Percentile, 1 year (52 weeks)
27
Percentile, 3 years (156 weeks)
44
Z-score, 52 weeks
-0.92
COT Index, 3 years
38
52-week high of net
+22,384
52-week low of net
+7,211
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
40
52
Swap Dealers
13
4
Managed Money
47
27
Other Reportables
23
31
Total reportable
168
160
Largest 4 traders, gross long
13.9%
Largest 4 traders, gross short
20.3%
Largest 8 traders, gross long
23.8%
Largest 8 traders, gross short
29.6%
Largest 4 traders, net long
12.8%
Largest 4 traders, net short
16.4%
Largest 8 traders, net long
21.4%
Largest 8 traders, net short
24.6%
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
8,838
16,332
-
-7,494
9.5
17.6
-8.1
Swap Dealers
6,942
564
2,034
+6,378
7.5
0.6
6.9
Managed Money
19,929
9,485
11,685
+10,444
21.5
10.2
11.3
Other Reportables
2,741
6,874
29,632
-4,133
3.0
7.4
-4.5
Total reportable
81,802
76,607
-
+5,195
88.2
82.6
5.6
Nonreportable
10,972
16,168
-
-5,196
11.8
17.4
-5.6
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.
Index traders (CIT supplement)
Index trader net, contracts
+10,016
Index trader long, contracts
10,673
Index trader short, contracts
657
Supplement position date
Tue 20 Oct 2026
The CIT supplement reports index traders carved out of the legacy categories, on the combined basis.
Open interest by maturity split
All contract months, contracts
62,145
Old crop / nearest months, contracts
62,145
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
62,145
-3,720
+7,006
+10,910
-11,397
+2,799
-2,799
Tue 13 Oct 2026
62,850
-3,536
+7,067
+9,339
-10,556
+2,314
-2,314
Tue 6 Oct 2026
63,656
-4,074
+7,144
+9,386
-10,321
+2,135
-2,135
Tue 29 Sep 2026
62,168
-2,909
+6,960
+8,166
-10,247
+1,970
-1,970
Tue 22 Sep 2026
61,983
-1,827
+6,053
+8,005
-12,464
-233
+233
Tue 15 Sep 2026
59,633
-1,766
+7,535
+7,211
-11,064
+1,916
-1,916
Tue 8 Sep 2026
62,097
-2,020
+7,346
+7,448
-10,842
+1,932
-1,932
Tue 1 Sep 2026
64,359
-2,207
+6,428
+8,436
-11,165
+1,492
-1,492
Tue 25 Aug 2026
69,166
-1,341
+7,799
+8,886
-14,391
+953
-953
Tue 18 Aug 2026
65,267
-2,722
+6,984
+10,261
-14,392
+131
-131
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.