Managed Money net -980 contracts in TETCO M3 INDEX, 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 M3 INDEX - ICE FUTURES ENERGY DIV
CFTC contract code
0233CG
Contract unit
2500 Mmbtu
Open interest, contracts
61,414
Change in open interest, contracts
+2,682
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
31,855
50,936
-
-19,081
51.9
82.9
-31.1
Swap Dealers
21,210
0
5,312
+21,210
34.5
0.0
34.5
Managed Money
868
1,848
0
-980
1.4
3.0
-1.6
Other Reportables
945
2,188
0
-1,243
1.5
3.6
-2.0
Total reportable
60,190
60,284
-
-94
98.0
98.2
-0.2
Nonreportable
1,224
1,130
-
+94
2.0
1.8
0.2
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-980
Week change
-360
4-week change
-950
13-week change
-2,406
Net as % of open interest
-1.6%
Percentile, 1 year (52 weeks)
2
Percentile, 3 years (156 weeks)
15
Z-score, 52 weeks
-1.89
COT Index, 3 years
25
52-week high of net
+3,095
52-week low of net
-980
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
12
Swap Dealers
5
0
Total reportable
18
16
Largest 4 traders, gross long
61.6%
Largest 4 traders, gross short
61.1%
Largest 8 traders, gross long
87.2%
Largest 8 traders, gross short
80.3%
Largest 4 traders, net long
61.6%
Largest 4 traders, net short
51.5%
Largest 8 traders, net long
73.4%
Largest 8 traders, net short
68.7%
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
31,855
50,936
-
-19,081
51.9
82.9
-31.1
Swap Dealers
21,210
0
5,312
+21,210
34.5
0.0
34.5
Managed Money
868
1,848
0
-980
1.4
3.0
-1.6
Other Reportables
945
2,188
0
-1,243
1.5
3.6
-2.0
Total reportable
60,190
60,284
-
-94
98.0
98.2
-0.2
Nonreportable
1,224
1,130
-
+94
2.0
1.8
0.2
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
61,414
Old crop / nearest months, contracts
61,414
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
61,414
-19,081
+21,210
-980
-1,243
-94
+94
Tue 13 Oct 2026
58,732
-17,929
+20,940
-620
-1,723
+668
-668
Tue 6 Oct 2026
58,792
-18,289
+21,300
-620
-1,723
+668
-668
Tue 29 Sep 2026
67,839
-20,233
+23,600
-650
-1,723
+994
-994
Tue 22 Sep 2026
65,607
-20,610
+23,021
-30
-1,785
+596
-596
Tue 15 Sep 2026
64,677
-20,438
+22,477
+435
-1,816
+658
-658
Tue 8 Sep 2026
60,588
-19,251
+21,463
-210
-2,308
-306
+306
Tue 1 Sep 2026
67,147
-21,051
+23,203
+193
+430
+2,775
-2,775
Tue 25 Aug 2026
64,917
-20,507
+22,843
+193
+430
+2,959
-2,959
Tue 18 Aug 2026
59,195
-21,463
+23,289
+403
+310
+2,539
-2,539
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.