Managed Money net -20,442 contracts in TETCO WLA BASIS, 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 WLA BASIS - ICE FUTURES ENERGY DIV
CFTC contract code
0233CC
Contract unit
Mmbtu
Open interest, contracts
108,060
Change in open interest, contracts
+2,427
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
89,871
69,068
-
+20,803
83.2
63.9
19.3
Swap Dealers
13,589
13,959
1,644
-370
12.6
12.9
-0.3
Managed Money
0
20,442
0
-20,442
0.0
18.9
-18.9
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
105,104
105,113
-
-9
97.3
97.3
-0.0
Nonreportable
2,956
2,947
-
+9
2.7
2.7
0.0
Managed Money: position against its own history
Weekly net, last 67 reports
Managed Money net, contracts
-20,442
Week change
+0
4-week change
+8,470
13-week change
+14,063
Net as % of open interest
-18.9%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
1.50
COT Index, 3 years
-
52-week high of net
-20,320
52-week low of net
-74,652
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
17
11
Swap Dealers
4
-
Managed Money
0
-
Other Reportables
0
0
Total reportable
22
18
Largest 4 traders, gross long
51.7%
Largest 4 traders, gross short
61.6%
Largest 8 traders, gross long
72.1%
Largest 8 traders, gross short
81.3%
Largest 4 traders, net long
51.7%
Largest 4 traders, net short
59.3%
Largest 8 traders, net long
71.2%
Largest 8 traders, net short
78.8%
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
89,871
69,068
-
+20,803
83.2
63.9
19.3
Swap Dealers
13,589
13,959
1,644
-370
12.6
12.9
-0.3
Managed Money
0
20,442
0
-20,442
0.0
18.9
-18.9
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
105,104
105,113
-
-9
97.3
97.3
-0.0
Nonreportable
2,956
2,947
-
+9
2.7
2.7
0.0
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.
Open interest by maturity split
All contract months, contracts
108,060
Old crop / nearest months, contracts
108,060
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
108,060
+20,803
-370
-20,442
+0
-9
+9
Tue 13 Oct 2026
105,633
+21,043
-580
-20,442
+0
+21
-21
Tue 6 Oct 2026
105,482
+20,468
-127
-20,320
+0
+21
-21
Tue 29 Sep 2026
119,445
+23,209
+4,200
-27,841
+0
-432
+432
Tue 22 Sep 2026
119,286
+23,959
+4,521
-28,912
+0
-432
+432
Tue 15 Sep 2026
119,133
+23,866
+4,828
-29,126
+0
-432
+432
Tue 8 Sep 2026
118,395
+23,323
+4,678
-30,350
+0
-2,349
+2,349
Tue 1 Sep 2026
131,347
+20,929
+7,185
-30,595
+0
-2,481
+2,481
Tue 25 Aug 2026
131,347
+20,929
+7,185
-30,626
+0
-2,512
+2,512
Tue 18 Aug 2026
129,770
+20,927
+7,373
-30,692
+0
-2,392
+2,392
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.