Managed Money net +461 contracts in TETCO ELA BASIS, positions as of Tue 1 Sep 2026.
Data as of Positions as of Tue 1 Sep 2026; published Fri 4 Sep 2026
Positions as of Tue 1 Sep 2026 - published Fri 4 Sep 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
TETCO ELA BASIS - ICE FUTURES ENERGY DIV
CFTC contract code
0233CF
Contract unit
Mmbtu
Open interest, contracts
76,024
Change in open interest, contracts
+302
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
49,004
65,063
-
-16,059
64.5
85.6
-21.1
Swap Dealers
20,441
1,708
3,305
+18,733
26.9
2.2
24.6
Managed Money
1,541
1,080
0
+461
2.0
1.4
0.6
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
74,291
71,156
-
+3,135
97.7
93.6
4.1
Nonreportable
1,733
4,868
-
-3,135
2.3
6.4
-4.1
Managed Money: position against its own history
Weekly net, last 3 reports
Managed Money net, contracts
+461
Week change
+0
4-week change
-
13-week change
-
Net as % of open interest
0.6%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+461
52-week low of net
+341
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
6
10
Swap Dealers
5
-
Other Reportables
0
0
Total reportable
12
16
Largest 4 traders, gross long
68.3%
Largest 4 traders, gross short
69.3%
Largest 8 traders, gross long
90.9%
Largest 8 traders, gross short
85.5%
Largest 4 traders, net long
64.5%
Largest 4 traders, net short
63.6%
Largest 8 traders, net long
81.3%
Largest 8 traders, net short
78.1%
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
49,004
65,063
-
-16,059
64.5
85.6
-21.1
Swap Dealers
20,441
1,708
3,305
+18,733
26.9
2.2
24.6
Managed Money
1,541
1,080
0
+461
2.0
1.4
0.6
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
74,291
71,156
-
+3,135
97.7
93.6
4.1
Nonreportable
1,733
4,868
-
-3,135
2.3
6.4
-4.1
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.
Open interest by maturity split
All contract months, contracts
76,024
Old crop / nearest months, contracts
76,024
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 1 Sep 2026
76,024
-16,059
+18,733
+461
+0
+3,135
-3,135
Tue 25 Aug 2026
75,722
-16,059
+18,733
+461
+0
+3,135
-3,135
Tue 18 Aug 2026
75,722
-15,999
+18,793
+341
+0
+3,135
-3,135
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 1 Sep 2026, published Fri 4 Sep 2026.