Managed Money net +0 contracts in GULF # 6 FUEL 3.0% SULFUR, positions as of Tue 28 Apr 2026.
Data as of Positions as of Tue 28 Apr 2026; published Fri 1 May 2026
Positions as of Tue 28 Apr 2026 - published Fri 1 May 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
02165A
Contract unit
Contracts Of 1,000 Barrels
Open interest, contracts
2,167
Change in open interest, contracts
+96
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,719
900
-
+819
79.3
41.5
37.8
Swap Dealers
322
0
0
+322
14.9
0.0
14.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
74
1,216
40
-1,142
3.4
56.1
-52.7
Total reportable
2,155
2,156
-
-1
99.4
99.5
-0.0
Nonreportable
12
11
-
+1
0.6
0.5
0.0
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)
70
Z-score, 52 weeks
0.39
COT Index, 3 years
50
52-week high of net
+0
52-week low of net
-40
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
11
8
Swap Dealers
-
0
Managed Money
0
0
Other Reportables
-
4
Total reportable
16
13
Largest 4 traders, gross long
64.4%
Largest 4 traders, gross short
77.4%
Largest 8 traders, gross long
85.8%
Largest 8 traders, gross short
91.4%
Largest 4 traders, net long
59.6%
Largest 4 traders, net short
70.5%
Largest 8 traders, net long
69.8%
Largest 8 traders, net short
77.2%
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
1,719
900
-
+819
79.3
41.5
37.8
Swap Dealers
322
0
0
+322
14.9
0.0
14.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
74
1,216
40
-1,142
3.4
56.1
-52.7
Total reportable
2,155
2,156
-
-1
99.4
99.5
-0.0
Nonreportable
12
11
-
+1
0.6
0.5
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
2,167
Old crop / nearest months, contracts
2,167
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 28 Apr 2026
2,167
+819
+322
+0
-1,142
-1
+1
Tue 21 Apr 2026
2,071
+1,032
+187
+0
-1,246
-27
+27
Tue 14 Apr 2026
2,091
+1,098
+187
+0
-1,358
-73
+73
Tue 31 Mar 2026
2,377
+1,393
-73
+0
-1,335
-15
+15
Tue 27 Jan 2026
3,824
-752
+125
+0
+647
+20
-20
Tue 20 Jan 2026
4,019
-932
+125
+0
+827
+20
-20
Tue 13 Jan 2026
4,394
-932
+125
+0
+827
+20
-20
Tue 30 Dec 2025
3,455
-1,053
+212
+0
+827
-14
+14
Tue 29 Jul 2025
4,827
-632
-178
+0
+810
+0
+0
Tue 22 Jul 2025
4,604
-268
-53
+0
+321
+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 28 Apr 2026, published Fri 1 May 2026.