Kilambi News
Wednesday, October 28, 2026

FRZN CONCENTRATED ORANGE JUICE COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -1,035 contracts in FRZN CONCENTRATED ORANGE JUICE, 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
MarketFRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
CFTC contract code040701
Contract unitContracts Of 15,000 Pounds
Open interest, contracts9,438
Change in open interest, contracts-459

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User1,4712,702--1,23115.628.6-13.0
Swap Dealers9339039+8439.91.08.9
Managed Money2,2583,293168-1,03523.934.9-11.0
Other Reportables1,877605367+1,27219.96.413.5
Total reportable7,1137,264--15175.477.0-1.6
Nonreportable2,3252,174-+15124.623.01.6

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-1,035
Week change+138
4-week change+326
13-week change+280
Net as % of open interest-11.0%
Percentile, 1 year (52 weeks)52
Percentile, 3 years (156 weeks)18
Z-score, 52 weeks-0.08
COT Index, 3 years32
52-week high of net+1,658
52-week low of net-4,338

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User84
Managed Money714
Other Reportables184
Total reportable4028
Largest 4 traders, gross long24.1%
Largest 4 traders, gross short37.3%
Largest 8 traders, gross long38.6%
Largest 8 traders, gross short52.1%
Largest 4 traders, net long23.0%
Largest 4 traders, net short35.7%
Largest 8 traders, net long35.3%
Largest 8 traders, net short49.5%

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/User1,9722,830--85819.127.4-8.3
Swap Dealers93310661+8279.01.08.0
Managed Money2,2583,293168-1,03521.831.9-10.0
Other Reportables1,5176241,025+89314.76.08.6
Total reportable7,9348,108--17476.778.4-1.7
Nonreportable2,4042,230-+17423.321.61.7

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, contracts9,438
Old crop / nearest months, contracts2,542
Other months, contracts6,896

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 20269,438-1,231+843-1,035+1,272-151+151
Tue 13 Oct 20269,897-1,200+703-1,173+1,645-25+25
Tue 6 Oct 20269,955-1,253+678-1,241+1,680-136+136
Tue 29 Sep 20269,471-1,411+541-1,277+1,907-240+240
Tue 22 Sep 20269,571-1,575+705-1,361+2,061-170+170
Tue 15 Sep 20269,475-1,847+661-1,133+2,081-238+238
Tue 8 Sep 20269,558-1,757+667-1,209+2,181-118+118
Tue 1 Sep 202610,204-1,646+666-1,485+2,105-360+360
Tue 25 Aug 20269,586-1,863+720-1,307+2,038-412+412
Tue 18 Aug 20269,834-1,583+841-1,670+2,015-397+397

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.