Managed Money net -360 contracts in GULF # 6 FUEL OIL CRACK, 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
GULF # 6 FUEL OIL CRACK - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
86565A
Contract unit
Contracts Of 1,000 Barrels
Open interest, contracts
10,435
Change in open interest, contracts
+840
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
4,215
7,369
-
-3,154
40.4
70.6
-30.2
Swap Dealers
2,480
0
230
+2,480
23.8
0.0
23.8
Managed Money
0
360
780
-360
0.0
3.4
-3.4
Other Reportables
1,735
691
995
+1,044
16.6
6.6
10.0
Total reportable
10,435
10,425
-
+10
100.0
99.9
0.1
Nonreportable
0
10
-
-10
0.0
0.1
-0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-360
Week change
-570
4-week change
-570
13-week change
-1,415
Net as % of open interest
-3.4%
Percentile, 1 year (52 weeks)
37
Percentile, 3 years (156 weeks)
29
Z-score, 52 weeks
-0.18
COT Index, 3 years
56
52-week high of net
+1,388
52-week low of net
-2,556
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
13
14
Swap Dealers
4
0
Managed Money
0
-
Other Reportables
-
4
Total reportable
22
23
Largest 4 traders, gross long
60.0%
Largest 4 traders, gross short
50.5%
Largest 8 traders, gross long
83.8%
Largest 8 traders, gross short
73.1%
Largest 4 traders, net long
50.3%
Largest 4 traders, net short
44.3%
Largest 8 traders, net long
62.5%
Largest 8 traders, net short
59.1%
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
4,215
7,369
-
-3,154
40.4
70.6
-30.2
Swap Dealers
2,480
0
230
+2,480
23.8
0.0
23.8
Managed Money
0
360
780
-360
0.0
3.4
-3.4
Other Reportables
1,735
691
995
+1,044
16.6
6.6
10.0
Total reportable
10,435
10,425
-
+10
100.0
99.9
0.1
Nonreportable
0
10
-
-10
0.0
0.1
-0.1
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
10,435
Old crop / nearest months, contracts
10,435
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
10,435
-3,154
+2,480
-360
+1,044
+10
-10
Tue 13 Oct 2026
9,595
-3,514
+2,210
+210
+1,104
+10
-10
Tue 6 Oct 2026
9,265
-3,534
+2,285
+120
+1,129
+0
+0
Tue 29 Sep 2026
10,785
-3,629
+1,870
+285
+1,474
+0
+0
Tue 22 Sep 2026
10,658
-2,843
+1,870
+210
+763
+0
+0
Tue 15 Sep 2026
10,113
-2,908
+2,095
+210
+603
+0
+0
Tue 8 Sep 2026
9,598
-2,068
+1,965
+210
-107
+0
+0
Tue 1 Sep 2026
10,870
-1,476
+1,780
+275
-579
+0
+0
Tue 25 Aug 2026
9,970
-1,551
+1,235
+745
-429
+0
+0
Tue 18 Aug 2026
9,805
-1,641
+1,115
+865
-339
+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 20 Oct 2026, published Fri 23 Oct 2026.