Managed Money net +221,325 contracts in SOYBEANS, 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
SOYBEANS - CHICAGO BOARD OF TRADE
CFTC contract code
005602
Contract unit
Contracts Of 5,000 Bushels
Open interest, contracts
1,093,612
Change in open interest, contracts
+21,377
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
329,927
617,362
-
-287,435
30.2
56.5
-26.3
Swap Dealers
124,730
58,933
30,118
+65,797
11.4
5.4
6.0
Managed Money
259,970
38,645
139,960
+221,325
23.8
3.5
20.2
Other Reportables
70,558
45,287
89,346
+25,271
6.5
4.1
2.3
Total reportable
1,044,609
1,019,651
-
+24,958
95.5
93.2
2.3
Nonreportable
49,003
73,961
-
-24,958
4.5
6.8
-2.3
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+221,325
Week change
-28,482
4-week change
-43,834
13-week change
+90,820
Net as % of open interest
20.2%
Percentile, 1 year (52 weeks)
81
Percentile, 3 years (156 weeks)
94
Z-score, 52 weeks
0.89
COT Index, 3 years
90
52-week high of net
+265,159
52-week low of net
+14,624
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
170
267
Swap Dealers
24
17
Managed Money
103
36
Other Reportables
76
71
Total reportable
471
513
Largest 4 traders, gross long
10.7%
Largest 4 traders, gross short
15.9%
Largest 8 traders, gross long
18.9%
Largest 8 traders, gross short
24.1%
Largest 4 traders, net long
8.0%
Largest 4 traders, net short
12.9%
Largest 8 traders, net long
14.2%
Largest 8 traders, net short
19.3%
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
407,389
657,817
-
-250,428
29.8
48.1
-18.3
Swap Dealers
132,581
70,898
46,154
+61,683
9.7
5.2
4.5
Managed Money
245,689
38,753
191,296
+206,936
18.0
2.8
15.1
Other Reportables
49,257
38,801
239,327
+10,456
3.6
2.8
0.8
Total reportable
1,311,693
1,283,045
-
+28,648
95.9
93.8
2.1
Nonreportable
55,611
84,258
-
-28,647
4.1
6.2
-2.1
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
+152,822
Index trader long, contracts
216,937
Index trader short, contracts
64,115
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
1,093,612
Old crop / nearest months, contracts
1,009,522
Other months, contracts
84,090
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
1,093,612
-287,435
+65,797
+221,325
+25,271
+24,958
-24,958
Tue 13 Oct 2026
1,072,235
-302,978
+57,239
+249,807
+21,292
+25,360
-25,360
Tue 6 Oct 2026
1,121,298
-311,767
+61,770
+258,066
+15,830
+23,899
-23,899
Tue 29 Sep 2026
1,090,227
-291,145
+58,170
+246,558
+10,314
+23,897
-23,897
Tue 22 Sep 2026
1,114,328
-322,240
+64,696
+265,159
+16,422
+24,037
-24,037
Tue 15 Sep 2026
1,104,880
-312,329
+73,754
+241,501
+19,682
+22,608
-22,608
Tue 8 Sep 2026
1,070,401
-342,895
+91,345
+257,258
+16,166
+21,874
-21,874
Tue 1 Sep 2026
1,027,541
-337,308
+108,566
+234,920
+13,067
+19,245
-19,245
Tue 25 Aug 2026
972,531
-304,396
+104,460
+200,679
+20,748
+21,491
-21,491
Tue 18 Aug 2026
989,729
-273,666
+104,029
+151,782
+39,179
+21,324
-21,324
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.