Kilambi News
Wednesday, October 28, 2026

NAT GAS TETCO-WLA INDEX COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -15,680 contracts in NAT GAS TETCO-WLA INDEX, positions as of Tue 29 Sep 2026.

Data as of Positions as of Tue 29 Sep 2026; published Fri 2 Oct 2026

Positions as of Tue 29 Sep 2026 - published Fri 2 Oct 2026 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketNAT GAS TETCO-WLA INDEX - ICE FUTURES ENERGY DIV
CFTC contract code0233EP
Contract unit2500 Mmbtus
Open interest, contracts21,282
Change in open interest, contracts-527

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User18,6894,725-+13,96487.822.265.6
Swap Dealers1,56400+1,5647.30.07.3
Managed Money015,6800-15,6800.073.7-73.7
Other Reportables39000+3901.80.01.8
Total reportable20,64320,405-+23897.095.91.1
Nonreportable639877--2383.04.1-1.1

Managed Money: position against its own history

Weekly net, last 15 reports

Managed Money net, contracts-15,680
Week change+868
4-week change-4,285
13-week change-494
Net as % of open interest-73.7%
Percentile, 1 year (52 weeks)-
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-
COT Index, 3 years-
52-week high of net-2,139
52-week low of net-19,392

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User126
Swap Dealers-0
Managed Money0-
Other Reportables-0
Total reportable159
Largest 4 traders, gross long56.8%
Largest 4 traders, gross short84.8%
Largest 8 traders, gross long78.4%
Largest 8 traders, gross short94.8%
Largest 4 traders, net long55.1%
Largest 4 traders, net short82.0%
Largest 8 traders, net long74.6%
Largest 8 traders, net short90.2%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User18,6894,725-+13,96487.822.265.6
Swap Dealers1,56400+1,5647.30.07.3
Managed Money015,6800-15,6800.073.7-73.7
Other Reportables39000+3901.80.01.8
Total reportable20,64320,405-+23897.095.91.1
Nonreportable639877--2383.04.1-1.1

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, contracts21,282
Old crop / nearest months, contracts21,282
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 29 Sep 202621,282+13,964+1,564-15,680+390+238-238
Tue 22 Sep 202621,809+14,290+1,564-16,548+390-304+304
Tue 15 Sep 202619,407+13,174+882-14,750+390-304+304
Tue 8 Sep 202617,919+12,182+634-13,510+390-304+304
Tue 1 Sep 202621,767+11,437-79-11,395+390+353-353
Tue 25 Aug 202621,437+11,407+41-11,485+390+353-353
Tue 28 Jul 202627,521+11,741+120-11,861+0+0+0
Tue 2 Jun 202636,562+10,437+1,375-13,161+0-1,349+1,349
Tue 26 May 202636,562+10,437+1,375-13,221+0-1,409+1,409
Tue 19 May 202631,871+16,598+891-18,669+0-1,180+1,180

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 29 Sep 2026, published Fri 2 Oct 2026.