Managed Money net +0 contracts in PROPANE,OPIS MT B, NONTET BALM, positions as of Tue 30 Jun 2026.
Data as of Positions as of Tue 30 Jun 2026; published Fri 3 Jul 2026
Positions as of Tue 30 Jun 2026 - published Fri 3 Jul 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PROPANE,OPIS MT B, NONTET BALM - ICE FUTURES ENERGY DIV
CFTC contract code
06639E
Contract unit
42000 Gallons(1000 Barrels
Open interest, contracts
1,818
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,038
1,087
-
-49
57.1
59.8
-2.7
Swap Dealers
57
192
104
-135
3.1
10.6
-7.4
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
228
54
381
+174
12.5
3.0
9.6
Total reportable
1,808
1,818
-
-10
99.4
100.0
-0.6
Nonreportable
10
0
-
+10
0.6
0.0
0.6
Managed Money: position against its own history
Weekly net, last 2 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
-
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
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
6
7
Managed Money
0
0
Total reportable
12
14
Largest 4 traders, gross long
62.1%
Largest 4 traders, gross short
54.2%
Largest 8 traders, gross long
89.7%
Largest 8 traders, gross short
81.6%
Largest 4 traders, net long
50.2%
Largest 4 traders, net short
49.9%
Largest 8 traders, net long
66.4%
Largest 8 traders, net short
64.9%
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
1,038
1,087
-
-49
57.1
59.8
-2.7
Swap Dealers
57
192
104
-135
3.1
10.6
-7.4
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
228
54
381
+174
12.5
3.0
9.6
Total reportable
1,808
1,818
-
-10
99.4
100.0
-0.6
Nonreportable
10
0
-
+10
0.6
0.0
0.6
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
1,818
Old crop / nearest months, contracts
1,818
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 30 Jun 2026
1,818
-49
-135
+0
+174
-10
+10
Tue 23 Jun 2026
1,818
-49
-135
+0
+174
-10
+10
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 30 Jun 2026, published Fri 3 Jul 2026.