Managed Money net +0 contracts in MARINE .5% FOB USGC/BRENT 1st, positions as of Tue 28 Jul 2026.
Data as of Positions as of Tue 28 Jul 2026; published Fri 31 Jul 2026
Positions as of Tue 28 Jul 2026 - published Fri 31 Jul 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV
CFTC contract code
865392
Contract unit
1,000 Barrels
Open interest, contracts
1,403
Change in open interest, contracts
+217
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
944
1,212
-
-268
67.3
86.4
-19.1
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
282
25
88
+257
20.1
1.8
18.3
Total reportable
1,314
1,325
-
-11
93.7
94.4
-0.8
Nonreportable
89
78
-
+11
6.3
5.6
0.8
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)
100
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
14
13
Swap Dealers
0
0
Managed Money
0
0
Total reportable
17
15
Largest 4 traders, gross long
46.5%
Largest 4 traders, gross short
51.5%
Largest 8 traders, gross long
70.6%
Largest 8 traders, gross short
77.0%
Largest 4 traders, net long
41.1%
Largest 4 traders, net short
37.1%
Largest 8 traders, net long
55.2%
Largest 8 traders, net short
55.5%
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
944
1,212
-
-268
67.3
86.4
-19.1
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
282
25
88
+257
20.1
1.8
18.3
Total reportable
1,314
1,325
-
-11
93.7
94.4
-0.8
Nonreportable
89
78
-
+11
6.3
5.6
0.8
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
1,403
Old crop / nearest months, contracts
1,403
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 Jul 2026
1,403
-268
+0
+0
+257
-11
+11
Tue 14 Jul 2026
1,186
-290
+0
+0
+257
-33
+33
Tue 30 Jun 2026
1,718
-509
+45
+0
+435
-29
+29
Tue 23 Jun 2026
1,512
-383
+45
+0
+315
-23
+23
Tue 16 Jun 2026
1,257
-428
+45
+0
+360
-23
+23
Tue 9 Jun 2026
1,220
-458
+45
+0
+390
-23
+23
Tue 2 Jun 2026
1,213
-458
+45
+0
+390
-23
+23
Tue 26 May 2026
1,913
-523
+23
+0
+500
+0
+0
Tue 19 May 2026
1,673
-283
+23
+0
+260
+0
+0
Tue 12 May 2026
1,497
-213
+23
+0
+185
-5
+5
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 Jul 2026, published Fri 31 Jul 2026.