NNG VENTURA FINANCIAL INDEX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in NNG VENTURA FINANCIAL INDEX, positions as of Tue 27 Jan 2026.
Data as of Positions as of Tue 27 Jan 2026; published Fri 30 Jan 2026
Positions as of Tue 27 Jan 2026 - published Fri 30 Jan 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
NNG VENTURA FINANCIAL INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
0233B7
Contract unit
Mmbtu
Open interest, contracts
10,481
Change in open interest, contracts
-2,986
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
6,209
10,481
-
-4,272
59.2
100.0
-40.8
Swap Dealers
3,340
0
0
+3,340
31.9
0.0
31.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
370
0
0
+370
3.5
0.0
3.5
Total reportable
9,919
10,481
-
-562
94.6
100.0
-5.4
Nonreportable
562
0
-
+562
5.4
0.0
5.4
Managed Money: position against its own history
Weekly net, last 6 reports
Managed Money net, contracts
+0
Week change
-992
4-week change
-992
13-week change
-
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+992
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
10
Swap Dealers
4
0
Managed Money
0
0
Other Reportables
-
0
Total reportable
15
10
Largest 4 traders, gross long
51.9%
Largest 4 traders, gross short
74.6%
Largest 8 traders, gross long
77.5%
Largest 8 traders, gross short
94.6%
Largest 4 traders, net long
51.9%
Largest 4 traders, net short
67.5%
Largest 8 traders, net long
71.1%
Largest 8 traders, net short
85.8%
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
6,209
10,481
-
-4,272
59.2
100.0
-40.8
Swap Dealers
3,340
0
0
+3,340
31.9
0.0
31.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
370
0
0
+370
3.5
0.0
3.5
Total reportable
9,919
10,481
-
-562
94.6
100.0
-5.4
Nonreportable
562
0
-
+562
5.4
0.0
5.4
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
10,481
Old crop / nearest months, contracts
10,481
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 Jan 2026
10,481
-4,272
+3,340
+0
+370
-562
+562
Tue 30 Dec 2025
13,467
-4,400
+3,188
+992
+0
-220
+220
Tue 23 Dec 2025
13,405
-4,400
+3,188
+992
+0
-220
+220
Tue 2 Dec 2025
14,856
-4,494
+2,822
+992
+0
-680
+680
Tue 25 Nov 2025
14,856
-4,254
+2,822
+992
+0
-440
+440
Tue 29 Oct 2019
15,223
-1,944
+144
+310
+0
-1,490
+1,490
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 Jan 2026, published Fri 30 Jan 2026.