Kilambi News
Wednesday, October 28, 2026

TX REC CRS V31 FRONT HALF COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +0 contracts in TX REC CRS V31 FRONT 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 familyDisaggregated
BasisFutures only
MarketTX REC CRS V31 FRONT HALF - NODAL EXCHANGE
CFTC contract code006NKJ
Contract unit1000 Texas Recs
Open interest, contracts2,291
Change in open interest, contracts+0

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User1,441822-+61962.935.927.0
Swap Dealers20022263-228.79.7-1.0
Managed Money000+00.00.00.0
Other Reportables4681,0890-62120.447.5-27.1
Total reportable2,1722,196--2494.895.9-1.0
Nonreportable11995-+245.24.11.0

Managed Money: position against its own history

Weekly net, last 25 reports

Managed Money net, contracts+0
Week change+0
4-week change+0
13-week change+0
Net as % of open interest0.0%
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

CategoryTraders longTraders short
Producer/Merchant/Processor/User85
Managed Money00
Total reportable139
Largest 4 traders, gross long57.9%
Largest 4 traders, gross short78.3%
Largest 8 traders, gross long81.9%
Largest 8 traders, gross short94.7%
Largest 4 traders, net long56.7%
Largest 4 traders, net short78.3%
Largest 8 traders, net long80.7%
Largest 8 traders, net short91.9%

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/User1,441822-+61962.935.927.0
Swap Dealers20022263-228.79.7-1.0
Managed Money000+00.00.00.0
Other Reportables4681,0890-62120.447.5-27.1
Total reportable2,1722,196--2494.895.9-1.0
Nonreportable11995-+245.24.11.0

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, contracts2,291
Old crop / nearest months, contracts2,291
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 20262,291+619-22+0-621-24+24
Tue 13 Oct 20262,291+619-22+0-621-24+24
Tue 6 Oct 20262,291+619-22+0-621-24+24
Tue 29 Sep 20262,296+619-22+0-621-24+24
Tue 22 Sep 20262,296+619-22+0-621-24+24
Tue 15 Sep 20262,296+619-22+0-621-24+24
Tue 8 Sep 20262,296+619-22+0-621-24+24
Tue 1 Sep 20262,296+664-22+0-666-24+24
Tue 25 Aug 20262,296+664-22+0-666-24+24
Tue 18 Aug 20262,166+719-22+0-702-5+5

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.