Managed Money net +0 contracts in JET UP-DOWN BALMO, positions as of Tue 31 Mar 2026.
Data as of Positions as of Tue 31 Mar 2026; published Fri 3 Apr 2026
Positions as of Tue 31 Mar 2026 - published Fri 3 Apr 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
JET UP-DOWN BALMO - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
86465K
Contract unit
Contracts Of 42,000 Gallons
Open interest, contracts
2,563
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
2,388
2,438
-
-50
93.2
95.1
-2.0
Swap Dealers
175
75
0
+100
6.8
2.9
3.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
2,563
2,513
-
+50
100.0
98.0
2.0
Nonreportable
0
50
-
-50
0.0
2.0
-2.0
Managed Money: position against its own history
Weekly net, last 21 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+505
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
-505
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
13
12
Managed Money
0
0
Other Reportables
0
0
Total reportable
15
14
Largest 4 traders, gross long
52.3%
Largest 4 traders, gross short
76.1%
Largest 8 traders, gross long
79.8%
Largest 8 traders, gross short
89.1%
Largest 4 traders, net long
44.5%
Largest 4 traders, net short
61.9%
Largest 8 traders, net long
66.7%
Largest 8 traders, net short
71.2%
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
2,388
2,438
-
-50
93.2
95.1
-2.0
Swap Dealers
175
75
0
+100
6.8
2.9
3.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
2,563
2,513
-
+50
100.0
98.0
2.0
Nonreportable
0
50
-
-50
0.0
2.0
-2.0
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
2,563
Old crop / nearest months, contracts
2,563
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 31 Mar 2026
2,563
-50
+100
+0
+0
+50
-50
Tue 24 Mar 2026
2,563
-50
+100
+0
+0
+50
-50
Tue 17 Mar 2026
2,563
-50
+100
+0
+0
+50
-50
Tue 10 Mar 2026
2,463
-50
+100
+0
+0
+50
-50
Tue 3 Feb 2026
2,430
-225
+225
+0
+0
+0
+0
Tue 27 Jan 2026
2,430
-225
+225
+0
+0
+0
+0
Tue 20 Jan 2026
2,275
-210
+210
+0
+0
+0
+0
Tue 13 Jan 2026
1,795
-180
+180
+0
+0
+0
+0
Tue 28 Jan 2025
1,940
-80
+180
+0
-100
+0
+0
Tue 21 Jan 2025
1,890
-80
+180
+0
-100
+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 31 Mar 2026, published Fri 3 Apr 2026.