TETCO M2 Index (Receipts) COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +1,364 contracts in TETCO M2 Index (Receipts), 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
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV
CFTC contract code
0233DW
Contract unit
2500 Mm Btus
Open interest, contracts
30,002
Change in open interest, contracts
+900
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
21,560
24,253
-
-2,693
71.9
80.8
-9.0
Swap Dealers
4,280
3,236
0
+1,044
14.3
10.8
3.5
Managed Money
1,364
0
0
+1,364
4.5
0.0
4.5
Other Reportables
1,239
1,390
0
-151
4.1
4.6
-0.5
Total reportable
28,443
28,879
-
-436
94.8
96.3
-1.5
Nonreportable
1,559
1,123
-
+436
5.2
3.7
1.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+1,364
Week change
+0
4-week change
+120
13-week change
+1,984
Net as % of open interest
4.5%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
86
Z-score, 52 weeks
2.52
COT Index, 3 years
64
52-week high of net
+1,364
52-week low of net
-736
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
14
Managed Money
-
0
Total reportable
14
17
Largest 4 traders, gross long
58.7%
Largest 4 traders, gross short
47.3%
Largest 8 traders, gross long
82.8%
Largest 8 traders, gross short
79.2%
Largest 4 traders, net long
58.7%
Largest 4 traders, net short
44.8%
Largest 8 traders, net long
78.7%
Largest 8 traders, net short
71.7%
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
21,560
24,253
-
-2,693
71.9
80.8
-9.0
Swap Dealers
4,280
3,236
0
+1,044
14.3
10.8
3.5
Managed Money
1,364
0
0
+1,364
4.5
0.0
4.5
Other Reportables
1,239
1,390
0
-151
4.1
4.6
-0.5
Total reportable
28,443
28,879
-
-436
94.8
96.3
-1.5
Nonreportable
1,559
1,123
-
+436
5.2
3.7
1.5
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
30,002
Old crop / nearest months, contracts
30,002
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 20 Oct 2026
30,002
-2,693
+1,044
+1,364
-151
-436
+436
Tue 13 Oct 2026
29,102
-2,933
+1,464
+1,364
-271
-376
+376
Tue 6 Oct 2026
26,686
-2,995
+1,464
+1,364
-271
-438
+438
Tue 29 Sep 2026
35,326
-1,222
+294
+1,244
-271
+45
-45
Tue 22 Sep 2026
35,202
-412
+325
+1,244
-612
+545
-545
Tue 15 Sep 2026
33,404
-23
+418
+0
-178
+217
-217
Tue 8 Sep 2026
32,459
+8
+542
+0
-302
+248
-248
Tue 1 Sep 2026
42,658
+1,727
+77
+0
-302
+1,502
-1,502
Tue 25 Aug 2026
42,357
+1,907
+107
+0
-302
+1,712
-1,712
Tue 18 Aug 2026
39,625
+2,899
-1,125
+0
-302
+1,472
-1,472
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.