Managed Money net +51,102 contracts in LIVE CATTLE, 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
057642
Contract unit
Contracts Of 40,000 Pounds
Open interest, contracts
289,575
Change in open interest, contracts
-3,852
CIT supplement
Published for this market
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
41,092
136,371
-
-95,279
14.2
47.1
-32.9
Swap Dealers
75,097
2,813
1,609
+72,284
25.9
1.0
25.0
Managed Money
74,450
23,348
46,681
+51,102
25.7
8.1
17.6
Other Reportables
11,233
31,605
15,397
-20,372
3.9
10.9
-7.0
Total reportable
265,559
257,824
-
+7,735
91.7
89.0
2.7
Nonreportable
24,016
31,751
-
-7,735
8.3
11.0
-2.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+51,102
Week change
+2,884
4-week change
+2,012
13-week change
-24,579
Net as % of open interest
17.6%
Percentile, 1 year (52 weeks)
13
Percentile, 3 years (156 weeks)
22
Z-score, 52 weeks
-1.65
COT Index, 3 years
26
52-week high of net
+138,018
52-week low of net
+47,696
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
88
133
Swap Dealers
19
5
Managed Money
74
35
Other Reportables
39
43
Total reportable
289
290
Largest 4 traders, gross long
13.8%
Largest 4 traders, gross short
16.1%
Largest 8 traders, gross long
22.1%
Largest 8 traders, gross short
26.5%
Largest 4 traders, net long
13.8%
Largest 4 traders, net short
15.9%
Largest 8 traders, net long
21.9%
Largest 8 traders, net short
25.0%
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
62,467
173,827
-
-111,360
16.0
44.6
-28.6
Swap Dealers
73,357
2,575
5,112
+70,782
18.8
0.7
18.1
Managed Money
71,396
20,253
58,668
+51,143
18.3
5.2
13.1
Other Reportables
13,261
11,189
78,440
+2,072
3.4
2.9
0.5
Total reportable
362,701
350,064
-
+12,637
93.0
89.8
3.2
Nonreportable
27,301
39,938
-
-12,637
7.0
10.2
-3.2
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.
Index traders (CIT supplement)
Index trader net, contracts
+64,539
Index trader long, contracts
70,805
Index trader short, contracts
6,266
Supplement position date
Tue 20 Oct 2026
The CIT supplement reports index traders carved out of the legacy categories, on the combined basis.
Open interest by maturity split
All contract months, contracts
289,575
Old crop / nearest months, contracts
289,575
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
289,575
-95,279
+72,284
+51,102
-20,372
+7,735
-7,735
Tue 13 Oct 2026
293,427
-91,927
+72,362
+48,218
-21,892
+6,761
-6,761
Tue 6 Oct 2026
293,647
-90,608
+67,707
+50,695
-21,303
+6,491
-6,491
Tue 29 Sep 2026
293,639
-95,274
+65,281
+53,193
-18,025
+5,175
-5,175
Tue 22 Sep 2026
284,889
-87,543
+64,316
+49,090
-20,778
+5,085
-5,085
Tue 15 Sep 2026
282,118
-86,328
+65,224
+47,696
-18,928
+7,664
-7,664
Tue 8 Sep 2026
294,350
-86,862
+65,233
+48,905
-19,882
+7,394
-7,394
Tue 1 Sep 2026
300,731
-88,111
+68,818
+48,851
-21,471
+8,087
-8,087
Tue 25 Aug 2026
288,743
-94,332
+65,757
+59,729
-23,883
+7,271
-7,271
Tue 18 Aug 2026
280,826
-94,662
+64,260
+62,967
-23,383
+9,182
-9,182
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.