Kilambi News
Wednesday, October 28, 2026

NY HARBOR ULSD COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +13,313 contracts in NY HARBOR ULSD, 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
MarketNY HARBOR ULSD - NEW YORK MERCANTILE EXCHANGE
CFTC contract code022651
Contract unitContracts Of 42,000 U.S. Gallons
Open interest, contracts269,131
Change in open interest, contracts+656

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User61,826144,522--82,69623.053.7-30.7
Swap Dealers59,7737,4748,826+52,29922.22.819.4
Managed Money32,83419,52125,458+13,31312.27.34.9
Other Reportables8,8979,18222,543-2853.33.4-0.1
Total reportable220,157237,526--17,36981.888.3-6.5
Nonreportable48,97431,605-+17,36918.211.76.5

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+13,313
Week change+1,239
4-week change+3,876
13-week change-68
Net as % of open interest4.9%
Percentile, 1 year (52 weeks)54
Percentile, 3 years (156 weeks)59
Z-score, 52 weeks-0.16
COT Index, 3 years68
52-week high of net+38,673
52-week low of net-5,460

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User5265
Swap Dealers177
Managed Money3415
Other Reportables1319
Total reportable152144
Largest 4 traders, gross long13.7%
Largest 4 traders, gross short17.9%
Largest 8 traders, gross long21.2%
Largest 8 traders, gross short27.7%
Largest 4 traders, net long12.0%
Largest 4 traders, net short13.9%
Largest 8 traders, net long16.9%
Largest 8 traders, net short20.4%

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/User61,923144,588--82,66522.251.9-29.7
Swap Dealers59,4067,39612,010+52,01021.32.718.7
Managed Money32,73919,41826,580+13,32111.87.04.8
Other Reportables8,1968,54127,575-3452.93.1-0.1
Total reportable228,427246,108--17,68182.088.4-6.4
Nonreportable49,98232,301-+17,68118.011.66.4

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, contracts269,131
Old crop / nearest months, contracts269,131
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026269,131-82,696+52,299+13,313-285-17,369+17,369
Tue 13 Oct 2026268,475-85,275+51,995+12,074+2,679-18,527+18,527
Tue 6 Oct 2026242,852-80,843+51,087+11,427-432-18,761+18,761
Tue 29 Sep 2026238,533-81,189+50,886+12,945-854-18,212+18,212
Tue 22 Sep 2026274,811-83,131+51,374+9,437+1,194-21,126+21,126
Tue 15 Sep 2026277,030-84,085+49,826+12,700-3,747-25,306+25,306
Tue 8 Sep 2026265,080-82,189+48,762+15,359-3,651-21,719+21,719
Tue 1 Sep 2026265,540-86,551+48,821+20,344-6,265-23,651+23,651
Tue 25 Aug 2026271,269-84,187+50,091+16,641-4,161-21,616+21,616
Tue 18 Aug 2026271,139-83,877+48,824+15,883-2,004-21,174+21,174

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.