Managed Money net +71,518 contracts in SOYBEAN OIL, 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 family
Disaggregated
Basis
Futures only
Market
SOYBEAN OIL - CHICAGO BOARD OF TRADE
CFTC contract code
007601
Contract unit
Contracts Of 60,000 Pounds
Open interest, contracts
570,462
Change in open interest, contracts
+4,584
CIT supplement
Published for this market
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
131,862
317,608
-
-185,746
23.1
55.7
-32.6
Swap Dealers
97,172
4,819
30,020
+92,353
17.0
0.8
16.2
Managed Money
104,484
32,966
94,222
+71,518
18.3
5.8
12.5
Other Reportables
28,864
18,755
50,229
+10,109
5.1
3.3
1.8
Total reportable
536,853
548,619
-
-11,766
94.1
96.2
-2.1
Nonreportable
33,609
21,843
-
+11,766
5.9
3.8
2.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+71,518
Week change
-16,454
4-week change
-20,619
13-week change
-48,728
Net as % of open interest
12.5%
Percentile, 1 year (52 weeks)
38
Percentile, 3 years (156 weeks)
79
Z-score, 52 weeks
0.03
COT Index, 3 years
65
52-week high of net
+167,943
52-week low of net
-66,972
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
76
82
Swap Dealers
22
6
Managed Money
69
35
Other Reportables
47
23
Total reportable
257
234
Largest 4 traders, gross long
12.6%
Largest 4 traders, gross short
26.5%
Largest 8 traders, gross long
20.4%
Largest 8 traders, gross short
36.7%
Largest 4 traders, net long
8.2%
Largest 4 traders, net short
24.1%
Largest 8 traders, net long
13.6%
Largest 8 traders, net short
30.9%
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
148,015
332,116
-
-184,101
23.1
51.7
-28.7
Swap Dealers
96,463
4,837
38,403
+91,626
15.0
0.8
14.3
Managed Money
104,190
34,332
102,031
+69,858
16.2
5.3
10.9
Other Reportables
30,599
20,599
86,594
+10,000
4.8
3.2
1.6
Total reportable
606,294
618,912
-
-12,618
94.4
96.4
-2.0
Nonreportable
35,631
23,014
-
+12,617
5.6
3.6
2.0
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.
Index traders (CIT supplement)
Index trader net, contracts
+107,832
Index trader long, contracts
137,633
Index trader short, contracts
29,801
Supplement position date
Tue 20 Oct 2026
The CIT supplement reports index traders carved out of the legacy categories, on the combined basis.
Open interest by maturity split
All contract months, contracts
570,462
Old crop / nearest months, contracts
554,896
Other months, contracts
15,566
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
570,462
-185,746
+92,353
+71,518
+10,109
-11,766
+11,766
Tue 13 Oct 2026
565,878
-212,565
+88,398
+87,972
+21,351
-14,844
+14,844
Tue 6 Oct 2026
549,657
-213,814
+88,626
+93,518
+17,761
-13,909
+13,909
Tue 29 Sep 2026
549,820
-205,297
+90,383
+83,564
+18,302
-13,048
+13,048
Tue 22 Sep 2026
605,458
-210,576
+87,990
+92,137
+18,063
-12,386
+12,386
Tue 15 Sep 2026
605,960
-222,969
+84,540
+101,480
+23,298
-13,651
+13,651
Tue 8 Sep 2026
601,961
-213,790
+84,337
+91,711
+25,271
-12,471
+12,471
Tue 1 Sep 2026
609,008
-224,427
+84,399
+99,823
+26,726
-13,479
+13,479
Tue 25 Aug 2026
597,071
-199,392
+85,918
+85,116
+19,490
-8,868
+8,868
Tue 18 Aug 2026
624,433
-200,805
+84,593
+91,233
+13,009
-11,970
+11,970
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.