Kilambi News
Wednesday, October 28, 2026

TRANSCO LEIDY INDEX COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +682 contracts in TRANSCO LEIDY INDEX, positions as of Tue 31 Mar 2026.

Data as of Positions as of Tue 31 Mar 2026; published Fri 3 Apr 2026

Positions as of Tue 31 Mar 2026 - published Fri 3 Apr 2026 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketTRANSCO LEIDY INDEX - ICE FUTURES ENERGY DIV
CFTC contract code0233E5
Contract unit2500 Mmbtus
Open interest, contracts23,330
Change in open interest, contracts-60

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User11,61519,016--7,40149.881.5-31.7
Swap Dealers8,7882,743589+6,04537.711.825.9
Managed Money68200+6822.90.02.9
Other Reportables000+00.00.00.0
Total reportable21,67422,348--67492.995.8-2.9
Nonreportable1,656982-+6747.14.22.9

Managed Money: position against its own history

Weekly net, last 16 reports

Managed Money net, contracts+682
Week change+0
4-week change-392
13-week change+186
Net as % of open interest2.9%
Percentile, 1 year (52 weeks)-
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-
COT Index, 3 years-
52-week high of net+4,482
52-week low of net+496

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User612
Managed Money-0
Other Reportables00
Total reportable1014
Largest 4 traders, gross long67.6%
Largest 4 traders, gross short55.7%
Largest 8 traders, gross long88.3%
Largest 8 traders, gross short81.1%
Largest 4 traders, net long57.1%
Largest 4 traders, net short55.7%
Largest 8 traders, net long75.1%
Largest 8 traders, net short73.6%

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/User11,61519,016--7,40149.881.5-31.7
Swap Dealers8,7882,743589+6,04537.711.825.9
Managed Money68200+6822.90.02.9
Other Reportables000+00.00.00.0
Total reportable21,67422,348--67492.995.8-2.9
Nonreportable1,656982-+6747.14.22.9

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, contracts23,330
Old crop / nearest months, contracts23,330
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 31 Mar 202623,330-7,401+6,045+682+0-674+674
Tue 24 Mar 202623,390-7,521+6,165+682+0-674+674
Tue 17 Mar 202622,070-8,271+6,915+682+0-674+674
Tue 10 Mar 202620,854-8,391+7,275+682+0-434+434
Tue 3 Mar 202622,998-12,364+9,739+1,074+485-1,066+1,066
Tue 24 Feb 202622,998-12,364+9,739+1,074+485-1,066+1,066
Tue 17 Feb 202623,029-13,601+10,520+1,074+764-1,243+1,243
Tue 30 Dec 202533,536-15,565+10,399+1,750+1,986-1,430+1,430
Tue 23 Dec 202533,164-15,720+10,616+1,750+1,986-1,368+1,368
Tue 16 Dec 202532,079-16,681+10,647+2,556+2,110-1,368+1,368

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 31 Mar 2026, published Fri 3 Apr 2026.