Kilambi News
Wednesday, October 28, 2026

TRANSCO LEIDY BASIS COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +9,101 contracts in TRANSCO LEIDY 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 familyDisaggregated
BasisFutures only
MarketTRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV
CFTC contract code0233DT
Contract unitContracts Of 2,500 Mmbtu'S
Open interest, contracts130,733
Change in open interest, contracts+2,474

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User82,40365,804-+16,59963.050.312.7
Swap Dealers17,68047,65011,428-29,97013.536.4-22.9
Managed Money9,10100+9,1017.00.07.0
Other Reportables5,564958490+4,6064.30.73.5
Total reportable126,666126,330-+33696.996.60.3
Nonreportable4,0674,403--3363.13.4-0.3

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+9,101
Week change+0
4-week change-464
13-week change+1,561
Net as % of open interest7.0%
Percentile, 1 year (52 weeks)88
Percentile, 3 years (156 weeks)96
Z-score, 52 weeks1.52
COT Index, 3 years96
52-week high of net+9,834
52-week low of net+3,485

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1710
Swap Dealers-10
Managed Money-0
Total reportable3024
Largest 4 traders, gross long42.1%
Largest 4 traders, gross short40.4%
Largest 8 traders, gross long60.4%
Largest 8 traders, gross short65.5%
Largest 4 traders, net long42.0%
Largest 4 traders, net short39.2%
Largest 8 traders, net long60.0%
Largest 8 traders, net short62.6%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User82,40365,804-+16,59963.050.312.7
Swap Dealers17,68047,65011,428-29,97013.536.4-22.9
Managed Money9,10100+9,1017.00.07.0
Other Reportables5,564958490+4,6064.30.73.5
Total reportable126,666126,330-+33696.996.60.3
Nonreportable4,0674,403--3363.13.4-0.3

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, contracts130,733
Old crop / nearest months, contracts130,733
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026130,733+16,599-29,970+9,101+4,606+336-336
Tue 13 Oct 2026128,259+14,287-29,173+9,101+4,606-1,179+1,179
Tue 6 Oct 2026128,048+14,287-28,925+9,161+3,899-1,578+1,578
Tue 29 Sep 2026135,014+20,224-34,381+9,475+3,011-1,671+1,671
Tue 22 Sep 2026134,138+20,637-34,320+9,565+2,447-1,671+1,671
Tue 15 Sep 2026132,980+20,788-33,765+9,504+2,458-1,015+1,015
Tue 8 Sep 2026126,375+19,628-32,465+9,504+2,409-924+924
Tue 1 Sep 2026134,738+26,053-38,156+9,834+1,054-1,215+1,215
Tue 25 Aug 2026125,114+19,626-34,726+8,865+4,226-2,009+2,009
Tue 18 Aug 2026122,261+16,865-31,926+8,134+4,286-2,641+2,641

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.