Managed Money net +0 contracts in MARINE FUEL OIL 0.5% FOB USGC, positions as of Tue 26 May 2026.
Data as of Positions as of Tue 26 May 2026; published Fri 29 May 2026
Positions as of Tue 26 May 2026 - published Fri 29 May 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV
CFTC contract code
021397
Contract unit
1000 Barrels
Open interest, contracts
1,724
Change in open interest, contracts
-16
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,374
1,455
-
-81
79.7
84.4
-4.7
Swap Dealers
0
125
40
-125
0.0
7.3
-7.3
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
190
42
47
+148
11.0
2.4
8.6
Total reportable
1,651
1,709
-
-58
95.8
99.1
-3.4
Nonreportable
73
15
-
+58
4.2
0.9
3.4
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
14
Swap Dealers
0
-
Managed Money
0
0
Total reportable
16
18
Largest 4 traders, gross long
45.0%
Largest 4 traders, gross short
56.3%
Largest 8 traders, gross long
73.4%
Largest 8 traders, gross short
77.3%
Largest 4 traders, net long
26.0%
Largest 4 traders, net short
34.1%
Largest 8 traders, net long
37.3%
Largest 8 traders, net short
41.9%
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
1,374
1,455
-
-81
79.7
84.4
-4.7
Swap Dealers
0
125
40
-125
0.0
7.3
-7.3
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
190
42
47
+148
11.0
2.4
8.6
Total reportable
1,651
1,709
-
-58
95.8
99.1
-3.4
Nonreportable
73
15
-
+58
4.2
0.9
3.4
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
1,724
Old crop / nearest months, contracts
1,724
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 26 May 2026
1,724
-81
-125
+0
+148
-58
+58
Tue 19 May 2026
1,740
-154
-62
+0
+148
-68
+68
Tue 18 Nov 2025
3,100
+234
-452
+0
+232
+14
-14
Tue 30 Sep 2025
2,967
+134
-257
+0
+122
-1
+1
Tue 26 Aug 2025
2,395
-25
-56
+0
+81
+0
+0
Tue 19 Aug 2025
2,366
-50
-65
+0
+81
-34
+34
Tue 28 Jan 2025
3,702
-79
+90
+0
+30
+41
-41
Tue 31 Dec 2024
4,512
-229
+0
+0
+237
+8
-8
Tue 24 Dec 2024
4,551
-229
+0
+0
+237
+8
-8
Tue 17 Dec 2024
4,302
-229
+0
+0
+237
+8
-8
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 26 May 2026, published Fri 29 May 2026.