Managed Money net +0 contracts in PROPANE,OPIS MT BELV TET BALMO, positions as of Tue 29 Sep 2026.
Data as of Positions as of Tue 29 Sep 2026; published Fri 2 Oct 2026
Positions as of Tue 29 Sep 2026 - published Fri 2 Oct 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV
CFTC contract code
06639Z
Contract unit
42000 Gallons(1000 Barrels
Open interest, contracts
2,469
Change in open interest, contracts
+150
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,127
601
-
+526
45.6
24.3
21.3
Swap Dealers
149
4
108
+145
6.0
0.2
5.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
118
809
911
-691
4.8
32.8
-28.0
Total reportable
2,413
2,433
-
-20
97.7
98.5
-0.8
Nonreportable
56
36
-
+20
2.3
1.5
0.8
Managed Money: position against its own history
Weekly net, last 88 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+2,444
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
94
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.29
COT Index, 3 years
-
52-week high of net
+160
52-week low of net
-2,444
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
11
5
Managed Money
0
0
Other Reportables
-
4
Total reportable
18
10
Largest 4 traders, gross long
49.3%
Largest 4 traders, gross short
73.4%
Largest 8 traders, gross long
72.6%
Largest 8 traders, gross short
96.9%
Largest 4 traders, net long
31.3%
Largest 4 traders, net short
46.3%
Largest 8 traders, net long
44.1%
Largest 8 traders, net short
51.9%
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
1,127
601
-
+526
45.6
24.3
21.3
Swap Dealers
149
4
108
+145
6.0
0.2
5.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
118
809
911
-691
4.8
32.8
-28.0
Total reportable
2,413
2,433
-
-20
97.7
98.5
-0.8
Nonreportable
56
36
-
+20
2.3
1.5
0.8
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
2,469
Old crop / nearest months, contracts
2,469
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 29 Sep 2026
2,469
+526
+145
+0
-691
-20
+20
Tue 22 Sep 2026
2,319
+551
+145
+0
-716
-20
+20
Tue 28 Jul 2026
3,310
-1,371
+90
+0
+1,241
-40
+40
Tue 21 Jul 2026
3,310
-1,371
+90
+0
+1,241
-40
+40
Tue 30 Jun 2026
1,813
-572
+13
+0
+529
-30
+30
Tue 23 Jun 2026
1,813
-572
+13
+0
+529
-30
+30
Tue 16 Jun 2026
1,406
-381
+13
+0
+311
-57
+57
Tue 9 Jun 2026
1,282
-418
+13
+0
+348
-57
+57
Tue 26 May 2026
1,745
+129
+43
+0
-196
-24
+24
Tue 19 May 2026
1,745
+129
+43
+0
-196
-24
+24
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 29 Sep 2026, published Fri 2 Oct 2026.