Kilambi News
Wednesday, October 28, 2026

NGPL MIDCONT BASIS COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +0 contracts in NGPL MIDCONT BASIS, 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 familyDisaggregated
BasisFutures only
MarketNGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV
CFTC contract code0233AY
Contract unit2500 Mmbtu
Open interest, contracts93,714
Change in open interest, contracts+775

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User78,20065,280-+12,92083.469.713.8
Swap Dealers47312,3192,888-11,8460.513.1-12.6
Managed Money000+00.00.00.0
Other Reportables000+00.00.00.0
Total reportable81,56180,487-+1,07487.085.91.1
Nonreportable12,15313,227--1,07413.014.1-1.1

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+0
Week change+0
4-week change+930
13-week change+2,664
Net as % of open interest0.0%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)82
Z-score, 52 weeks0.97
COT Index, 3 years65
52-week high of net+0
52-week low of net-6,195

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1211
Managed Money00
Other Reportables00
Total reportable1515
Largest 4 traders, gross long67.1%
Largest 4 traders, gross short48.2%
Largest 8 traders, gross long81.6%
Largest 8 traders, gross short72.8%
Largest 4 traders, net long65.5%
Largest 4 traders, net short46.5%
Largest 8 traders, net long72.4%
Largest 8 traders, net short65.4%

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/User78,20065,280-+12,92083.469.713.8
Swap Dealers47312,3192,888-11,8460.513.1-12.6
Managed Money000+00.00.00.0
Other Reportables000+00.00.00.0
Total reportable81,56180,487-+1,07487.085.91.1
Nonreportable12,15313,227--1,07413.014.1-1.1

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, contracts93,714
Old crop / nearest months, contracts93,714
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202693,714+12,920-11,846+0+0+1,074-1,074
Tue 13 Oct 202692,939+13,498-11,970+0+0+1,528-1,528
Tue 6 Oct 202692,704+13,226-11,970+0+0+1,256-1,256
Tue 29 Sep 202697,486+18,900-12,308-930+368+6,030-6,030
Tue 22 Sep 202696,659+18,811-12,432-930+0+5,449-5,449
Tue 15 Sep 202694,738+18,473-12,036-288+0+6,149-6,149
Tue 8 Sep 202694,266+17,839-12,400-288+0+5,151-5,151
Tue 1 Sep 202699,402+19,523-12,724-1,552+0+5,247-5,247
Tue 25 Aug 202699,344+19,523-12,724-1,552+0+5,247-5,247
Tue 18 Aug 202698,827+20,004-12,940-1,552+0+5,512-5,512

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.