Managed Money net +0 contracts in MT BELVIEU LDH PROPANE BALMO, positions as of Tue 27 May 2025.
Data as of Positions as of Tue 27 May 2025; published Fri 30 May 2025
Positions as of Tue 27 May 2025 - published Fri 30 May 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
06665W
Contract unit
Contracts Of 42,000 Gallons
Open interest, contracts
1,080
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
876
892
-
-16
81.1
82.6
-1.5
Swap Dealers
150
0
0
+150
13.9
0.0
13.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
148
40
-148
0.0
13.7
-13.7
Total reportable
1,066
1,080
-
-14
98.7
100.0
-1.3
Nonreportable
14
0
-
+14
1.3
0.0
1.3
Managed Money: position against its own history
Weekly net, last 148 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+50
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
97
Z-score, 52 weeks
0.01
COT Index, 3 years
26
52-week high of net
+140
52-week low of net
-50
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
7
Swap Dealers
-
0
Managed Money
0
0
Other Reportables
0
-
Total reportable
12
10
Largest 4 traders, gross long
57.4%
Largest 4 traders, gross short
68.6%
Largest 8 traders, gross long
86.2%
Largest 8 traders, gross short
92.4%
Largest 4 traders, net long
57.4%
Largest 4 traders, net short
68.6%
Largest 8 traders, net long
86.2%
Largest 8 traders, net short
90.1%
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
876
892
-
-16
81.1
82.6
-1.5
Swap Dealers
150
0
0
+150
13.9
0.0
13.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
148
40
-148
0.0
13.7
-13.7
Total reportable
1,066
1,080
-
-14
98.7
100.0
-1.3
Nonreportable
14
0
-
+14
1.3
0.0
1.3
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
1,080
Old crop / nearest months, contracts
1,080
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 27 May 2025
1,080
-16
+150
+0
-148
-14
+14
Tue 20 May 2025
1,080
-16
+150
+0
-148
-14
+14
Tue 29 Apr 2025
1,446
+15
+34
-50
+13
+12
-12
Tue 22 Apr 2025
1,436
+25
+34
-50
+13
+22
-22
Tue 15 Apr 2025
1,426
+25
+34
-50
+3
+12
-12
Tue 25 Mar 2025
1,700
+82
+140
+0
-240
-18
+18
Tue 18 Mar 2025
1,555
+92
+140
+0
-240
-8
+8
Tue 11 Mar 2025
1,175
+127
+65
+0
-250
-58
+58
Tue 25 Feb 2025
701
-194
+19
+140
+50
+15
-15
Tue 28 Jan 2025
1,306
+5
-195
+0
+230
+40
-40
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 27 May 2025, published Fri 30 May 2025.