Kilambi News
Wednesday, October 28, 2026

RGGI AUCTION CLEARING PRICE COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +1,949 contracts in RGGI AUCTION CLEARING PRICE, positions as of Tue 8 Sep 2026.

Data as of Positions as of Tue 8 Sep 2026; published Fri 11 Sep 2026

Positions as of Tue 8 Sep 2026 - published Fri 11 Sep 2026 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketRGGI AUCTION CLEARING PRICE - ICE FUTURES ENERGY DIV
CFTC contract code0063DD
Contract unit1,000 Rggi Co2 Allowances Of 1 Eligible Contract
Open interest, contracts5,270
Change in open interest, contracts+525

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User1,4712,010--53927.938.1-10.2
Swap Dealers02350-2350.04.5-4.5
Managed Money2,4495000+1,94946.59.537.0
Other Reportables1,3302,2600-93025.242.9-17.6
Total reportable5,2505,005-+24599.695.04.6
Nonreportable20265--2450.45.0-4.6

Managed Money: position against its own history

Weekly net, last 2 reports

Managed Money net, contracts+1,949
Week change-245
4-week change-
13-week change-
Net as % of open interest37.0%
Percentile, 1 year (52 weeks)-
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-
COT Index, 3 years-
52-week high of net+2,194
52-week low of net+1,949

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User5-
Swap Dealers0-
Managed Money7-
Other Reportables5-
Total reportable176
Largest 4 traders, gross long43.1%
Largest 4 traders, gross short88.8%
Largest 8 traders, gross long70.5%
Largest 8 traders, gross short95.0%
Largest 4 traders, net long43.1%
Largest 4 traders, net short88.8%
Largest 8 traders, net long70.5%
Largest 8 traders, net short95.0%

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/User1,4712,010--53927.938.1-10.2
Swap Dealers02350-2350.04.5-4.5
Managed Money2,4495000+1,94946.59.537.0
Other Reportables1,3302,2600-93025.242.9-17.6
Total reportable5,2505,005-+24599.695.04.6
Nonreportable20265--2450.45.0-4.6

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, contracts5,270
Old crop / nearest months, contracts5,270
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 8 Sep 20265,270-539-235+1,949-930+245-245
Tue 1 Sep 20264,745-1,014+0+2,194-1,200-20+20

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 8 Sep 2026, published Fri 11 Sep 2026.