Kilambi News
Wednesday, October 28, 2026

NWP Rockies Index COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -1,612 contracts in NWP Rockies Index, 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
MarketNWP Rockies Index - ICE FUTURES ENERGY DIV
CFTC contract code0233BD
Contract unit2500 Mmbtu
Open interest, contracts25,918
Change in open interest, contracts+90

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User22,30819,910-+2,39886.176.89.3
Swap Dealers895558810+3373.52.21.3
Managed Money01,6120-1,6120.06.2-6.2
Other Reportables40300+4031.60.01.6
Total reportable24,41622,890-+1,52694.288.35.9
Nonreportable1,5023,028--1,5265.811.7-5.9

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-1,612
Week change+0
4-week change-1,333
13-week change-6,275
Net as % of open interest-6.2%
Percentile, 1 year (52 weeks)23
Percentile, 3 years (156 weeks)33
Z-score, 52 weeks-0.75
COT Index, 3 years50
52-week high of net+6,485
52-week low of net-4,650

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1711
Managed Money0-
Other Reportables-0
Total reportable1917
Largest 4 traders, gross long58.3%
Largest 4 traders, gross short64.2%
Largest 8 traders, gross long79.8%
Largest 8 traders, gross short77.8%
Largest 4 traders, net long58.3%
Largest 4 traders, net short62.8%
Largest 8 traders, net long76.7%
Largest 8 traders, net short74.9%

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/User22,30819,910-+2,39886.176.89.3
Swap Dealers895558810+3373.52.21.3
Managed Money01,6120-1,6120.06.2-6.2
Other Reportables40300+4031.60.01.6
Total reportable24,41622,890-+1,52694.288.35.9
Nonreportable1,5023,028--1,5265.811.7-5.9

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, contracts25,918
Old crop / nearest months, contracts25,918
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202625,918+2,398+337-1,612+403+1,526-1,526
Tue 13 Oct 202625,828+2,552+397-1,612+403+1,740-1,740
Tue 6 Oct 202623,454+1,982+1,147-1,612+403+1,920-1,920
Tue 29 Sep 202631,494+968+607-744+135+966-966
Tue 22 Sep 202630,347+1,154+204-279-299+780-780
Tue 15 Sep 202627,960+964-319+558-299+904-904
Tue 8 Sep 202626,751+1,274-1,342+1,612-330+1,214-1,214
Tue 1 Sep 202636,144+1,209-505+1,612-1,105+1,211-1,211
Tue 25 Aug 202634,543+1,269-505+1,612-1,135+1,241-1,241
Tue 18 Aug 202628,611+986-565+1,372-895+898-898

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.