Managed Money net +0 contracts in RBOB CALENDAR, positions as of Tue 30 Sep 2025.
Data as of Positions as of Tue 30 Sep 2025; published Fri 3 Oct 2025
Positions as of Tue 30 Sep 2025 - published Fri 3 Oct 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
11165K
Contract unit
Contracts Of 42,000 U.S. Gallons
Open interest, contracts
11,057
Change in open interest, contracts
-8,638
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
3,751
4,697
-
-946
33.9
42.5
-8.6
Swap Dealers
557
2,288
599
-1,731
5.0
20.7
-15.7
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
5,373
2,655
157
+2,718
48.6
24.0
24.6
Total reportable
10,437
10,396
-
+41
94.4
94.0
0.4
Nonreportable
620
661
-
-41
5.6
6.0
-0.4
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
90
Percentile, 3 years (156 weeks)
81
Z-score, 52 weeks
0.61
COT Index, 3 years
54
52-week high of net
+249
52-week low of net
-1,072
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
6
6
Managed Money
0
0
Other Reportables
4
-
Total reportable
15
12
Largest 4 traders, gross long
64.1%
Largest 4 traders, gross short
60.4%
Largest 8 traders, gross long
80.4%
Largest 8 traders, gross short
87.3%
Largest 4 traders, net long
63.7%
Largest 4 traders, net short
59.5%
Largest 8 traders, net long
78.7%
Largest 8 traders, net short
81.2%
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
3,751
4,697
-
-946
33.9
42.5
-8.6
Swap Dealers
557
2,288
599
-1,731
5.0
20.7
-15.7
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
5,373
2,655
157
+2,718
48.6
24.0
24.6
Total reportable
10,437
10,396
-
+41
94.4
94.0
0.4
Nonreportable
620
661
-
-41
5.6
6.0
-0.4
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
11,057
Old crop / nearest months, contracts
11,057
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 Sep 2025
11,057
-946
-1,731
+0
+2,718
+41
-41
Tue 29 Apr 2025
19,695
+14,950
-9,257
+0
-6,074
-381
+381
Tue 22 Apr 2025
17,303
+12,637
-7,802
+0
-5,261
-426
+426
Tue 15 Apr 2025
17,078
+12,637
-7,802
+0
-5,261
-426
+426
Tue 8 Apr 2025
16,464
+12,207
-7,802
+0
-4,881
-476
+476
Tue 1 Apr 2025
16,595
+12,162
-7,639
+0
-4,913
-390
+390
Tue 27 Aug 2024
14,437
+1,313
-2,093
+75
+1,345
+640
-640
Tue 30 Jul 2024
15,247
+2,450
-1,532
-33
-595
+290
-290
Tue 25 Jun 2024
19,433
+771
+1,034
-505
-1,018
+282
-282
Tue 18 Jun 2024
17,718
+1,178
+1,034
-505
-1,566
+141
-141
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 Sep 2025, published Fri 3 Oct 2025.