Managed Money net +0 contracts in FUEL OIL USGC HSFO PLATTS BALM, positions as of Tue 29 Apr 2025.
Data as of Positions as of Tue 29 Apr 2025; published Fri 2 May 2025
Positions as of Tue 29 Apr 2025 - published Fri 2 May 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV
CFTC contract code
021391
Contract unit
1000 Barrels
Open interest, contracts
2,371
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
2,145
2,290
-
-145
90.5
96.6
-6.1
Swap Dealers
46
0
0
+46
1.9
0.0
1.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
58
4
70
+54
2.4
0.2
2.3
Total reportable
2,319
2,364
-
-45
97.8
99.7
-1.9
Nonreportable
52
7
-
+45
2.2
0.3
1.9
Managed Money: position against its own history
Weekly net, last 10 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
-
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
16
12
Swap Dealers
-
0
Managed Money
0
0
Total reportable
20
14
Largest 4 traders, gross long
46.8%
Largest 4 traders, gross short
66.4%
Largest 8 traders, gross long
71.4%
Largest 8 traders, gross short
88.4%
Largest 4 traders, net long
40.4%
Largest 4 traders, net short
45.2%
Largest 8 traders, net long
52.0%
Largest 8 traders, net short
55.8%
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
2,145
2,290
-
-145
90.5
96.6
-6.1
Swap Dealers
46
0
0
+46
1.9
0.0
1.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
58
4
70
+54
2.4
0.2
2.3
Total reportable
2,319
2,364
-
-45
97.8
99.7
-1.9
Nonreportable
52
7
-
+45
2.2
0.3
1.9
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
2,371
Old crop / nearest months, contracts
2,371
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 29 Apr 2025
2,371
-145
+46
+0
+54
-45
+45
Tue 22 Apr 2025
2,371
-145
+46
+0
+54
-45
+45
Tue 15 Apr 2025
2,141
-122
+46
+0
+46
-30
+30
Tue 28 May 2024
3,618
+303
+0
+0
-325
-22
+22
Tue 21 May 2024
3,593
+303
+0
+0
-325
-22
+22
Tue 14 May 2024
3,443
+303
+0
+0
-325
-22
+22
Tue 30 Jan 2024
3,287
-580
+248
+0
+332
+0
+0
Tue 23 Jan 2024
3,287
-580
+248
+0
+332
+0
+0
Tue 16 Jan 2024
2,892
-580
+248
+0
+332
+0
+0
Tue 9 Jan 2024
2,201
-532
+248
+0
+284
+0
+0
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 29 Apr 2025, published Fri 2 May 2025.