UREA (GRANULAR) FOB US GULF COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +25 contracts in UREA (GRANULAR) FOB US GULF, positions as of Tue 6 Oct 2026.
Data as of Positions as of Tue 6 Oct 2026; published Fri 9 Oct 2026
Positions as of Tue 6 Oct 2026 - published Fri 9 Oct 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE
CFTC contract code
251607
Contract unit
Contracts Of 100 Metric Tons
Open interest, contracts
1,613
Change in open interest, contracts
-368
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
948
845
-
+103
58.8
52.4
6.4
Swap Dealers
120
196
15
-76
7.4
12.2
-4.7
Managed Money
25
0
0
+25
1.5
0.0
1.5
Other Reportables
130
209
248
-79
8.1
13.0
-4.9
Total reportable
1,486
1,513
-
-27
92.1
93.8
-1.7
Nonreportable
127
100
-
+27
7.9
6.2
1.7
Managed Money: position against its own history
Weekly net, last 47 reports
Managed Money net, contracts
+25
Week change
+25
4-week change
+25
13-week change
+25
Net as % of open interest
1.5%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
6.78
COT Index, 3 years
-
52-week high of net
+25
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
5
Managed Money
-
0
Other Reportables
-
4
Total reportable
17
13
Largest 4 traders, gross long
56.7%
Largest 4 traders, gross short
62.6%
Largest 8 traders, gross long
75.4%
Largest 8 traders, gross short
82.8%
Largest 4 traders, net long
52.1%
Largest 4 traders, net short
50.2%
Largest 8 traders, net long
62.0%
Largest 8 traders, net short
64.1%
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
948
845
-
+103
58.8
52.4
6.4
Swap Dealers
120
196
15
-76
7.4
12.2
-4.7
Managed Money
25
0
0
+25
1.5
0.0
1.5
Other Reportables
130
209
248
-79
8.1
13.0
-4.9
Total reportable
1,486
1,513
-
-27
92.1
93.8
-1.7
Nonreportable
127
100
-
+27
7.9
6.2
1.7
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
1,613
Old crop / nearest months, contracts
1,613
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 6 Oct 2026
1,613
+103
-76
+25
-79
-27
+27
Tue 29 Sep 2026
1,981
+155
-66
+0
-143
-54
+54
Tue 31 Mar 2026
1,590
-435
-80
+0
+490
-25
+25
Tue 15 Mar 2022
2,240
-825
+140
+0
+705
+20
-20
Tue 1 Mar 2022
2,165
-595
+100
+0
+580
+85
-85
Tue 22 Feb 2022
2,445
-965
+145
+0
+880
+60
-60
Tue 15 Feb 2022
2,280
-770
+145
+0
+640
+15
-15
Tue 8 Feb 2022
2,280
-780
+140
+0
+635
-5
+5
Tue 1 Feb 2022
2,170
-785
+160
+0
+650
+25
-25
Tue 25 Jan 2022
2,690
-1,075
+190
+0
+920
+35
-35
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 6 Oct 2026, published Fri 9 Oct 2026.