Kilambi News
Wednesday, October 28, 2026

TRANSCO ZONE 6 MONTHLY INDEX COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -1,845 contracts in TRANSCO ZONE 6 MONTHLY 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 familyDisaggregated
BasisFutures only
MarketTRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV
CFTC contract code0233CV
Contract unitMmbtu
Open interest, contracts129,439
Change in open interest, contracts+10,796

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User45,854112,926--67,07235.487.2-51.8
Swap Dealers74,3914683,385+73,92357.50.457.1
Managed Money5742,4190-1,8450.41.9-1.4
Other Reportables4653,7000-3,2350.42.9-2.5
Total reportable124,669122,898-+1,77196.394.91.4
Nonreportable4,7706,541--1,7713.75.1-1.4

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-1,845
Week change+574
4-week change-825
13-week change-791
Net as % of open interest-1.4%
Percentile, 1 year (52 weeks)8
Percentile, 3 years (156 weeks)3
Z-score, 52 weeks-1.26
COT Index, 3 years6
52-week high of net+4,330
52-week low of net-2,419

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User716
Swap Dealers5-
Total reportable1521
Largest 4 traders, gross long74.9%
Largest 4 traders, gross short68.4%
Largest 8 traders, gross long90.3%
Largest 8 traders, gross short85.1%
Largest 4 traders, net long74.2%
Largest 4 traders, net short68.4%
Largest 8 traders, net long89.4%
Largest 8 traders, net short84.2%

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/User45,854112,926--67,07235.487.2-51.8
Swap Dealers74,3914683,385+73,92357.50.457.1
Managed Money5742,4190-1,8450.41.9-1.4
Other Reportables4653,7000-3,2350.42.9-2.5
Total reportable124,669122,898-+1,77196.394.91.4
Nonreportable4,7706,541--1,7713.75.1-1.4

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, contracts129,439
Old crop / nearest months, contracts129,439
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026129,439-67,072+73,923-1,845-3,235+1,771-1,771
Tue 13 Oct 2026118,643-67,568+74,223-2,419-3,235+1,001-1,001
Tue 6 Oct 2026118,643-67,568+74,223-2,419-3,235+1,001-1,001
Tue 29 Sep 2026123,502-70,270+76,379-1,299-3,235+1,575-1,575
Tue 22 Sep 2026120,754-68,447+74,594-1,020-3,700+1,427-1,427
Tue 15 Sep 2026120,940-68,323+74,594-1,020-3,700+1,551-1,551
Tue 8 Sep 2026120,909-67,790+74,067-1,020-3,700+1,557-1,557
Tue 1 Sep 2026135,853-70,375+78,407-1,857-6,744-569+569
Tue 25 Aug 2026131,809-68,624+76,625-1,797-6,744-540+540
Tue 18 Aug 2026110,477-63,184+69,801-744-6,804-931+931

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.