TX REC CRS V31 BACK HALF COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in TX REC CRS V31 BACK HALF, 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
TX REC CRS V31 BACK HALF - NODAL EXCHANGE
CFTC contract code
006NKH
Contract unit
1000 Texas Recs
Open interest, contracts
2,247
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
1,666
913
-
+753
74.1
40.6
33.5
Swap Dealers
262
50
0
+212
11.7
2.2
9.4
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
219
1,169
0
-950
9.7
52.0
-42.3
Total reportable
2,147
2,132
-
+15
95.5
94.9
0.7
Nonreportable
100
115
-
-15
4.5
5.1
-0.7
Managed Money: position against its own history
Weekly net, last 38 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
7
Managed Money
0
0
Total reportable
12
11
Largest 4 traders, gross long
61.7%
Largest 4 traders, gross short
78.3%
Largest 8 traders, gross long
85.8%
Largest 8 traders, gross short
91.4%
Largest 4 traders, net long
59.9%
Largest 4 traders, net short
78.3%
Largest 8 traders, net long
83.4%
Largest 8 traders, net short
91.4%
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
1,666
979
-
+687
72.0
42.3
29.7
Swap Dealers
262
50
0
+212
11.3
2.2
9.2
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
258
1,143
26
-885
11.2
49.4
-38.3
Total reportable
2,213
2,198
-
+15
95.7
95.0
0.6
Nonreportable
100
115
-
-15
4.3
5.0
-0.6
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
2,247
Old crop / nearest months, contracts
2,247
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
2,247
+753
+212
+0
-950
+15
-15
Tue 13 Oct 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 6 Oct 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 29 Sep 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 22 Sep 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 15 Sep 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 8 Sep 2026
2,247
+758
+212
+0
-955
+15
-15
Tue 1 Sep 2026
2,247
+803
+212
+0
-1,000
+15
-15
Tue 25 Aug 2026
2,247
+803
+212
+0
-1,000
+15
-15
Tue 18 Aug 2026
2,247
+858
+212
+0
-1,070
+0
+0
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.