Kilambi News
Wednesday, October 28, 2026

WHEAT-HRSpring COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +4,193 contracts in WHEAT-HRSpring, 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
MarketWHEAT-HRSpring - MIAX FUTURES EXCHANGE
CFTC contract code001626
Contract unitContracts Of 5,000 Bushels
Open interest, contracts73,377
Change in open interest, contracts+1,136

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User32,49645,053--12,55744.361.4-17.1
Swap Dealers9,1301,211259+7,91912.41.710.8
Managed Money15,56711,3741,394+4,19321.215.55.7
Other Reportables1,8389383,370+9002.51.31.2
Total reportable64,05463,599-+45587.386.70.6
Nonreportable9,3239,778--45512.713.3-0.6

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+4,193
Week change-5,344
4-week change-17,204
13-week change+1,741
Net as % of open interest5.7%
Percentile, 1 year (52 weeks)48
Percentile, 3 years (156 weeks)81
Z-score, 52 weeks0.15
COT Index, 3 years61
52-week high of net+29,071
52-week low of net-32,330

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User5542
Swap Dealers7-
Managed Money1315
Other Reportables76
Total reportable9175
Largest 4 traders, gross long25.9%
Largest 4 traders, gross short25.2%
Largest 8 traders, gross long40.0%
Largest 8 traders, gross short37.6%
Largest 4 traders, net long25.9%
Largest 4 traders, net short23.9%
Largest 8 traders, net long39.5%
Largest 8 traders, net short36.1%

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/User33,15145,481--12,33044.260.7-16.4
Swap Dealers8,6891,211838+7,47811.61.610.0
Managed Money15,56711,3741,394+4,19320.815.25.6
Other Reportables1,7948364,040+9582.41.11.3
Total reportable65,47265,173-+29987.386.90.4
Nonreportable9,5159,813--29812.713.1-0.4

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, contracts73,377
Old crop / nearest months, contracts71,034
Other months, contracts2,343

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202673,377-12,557+7,919+4,193+900+455-455
Tue 13 Oct 202672,241-19,792+7,467+9,537+381-2,407+2,407
Tue 6 Oct 202674,989-21,594+7,197+11,669+678-2,050+2,050
Tue 29 Sep 202680,509-25,502+7,234+16,206+418-1,644+1,644
Tue 22 Sep 202680,560-31,963+6,974+21,397+447-3,145+3,145
Tue 15 Sep 202678,973-30,814+6,477+22,220+532-1,585+1,585
Tue 8 Sep 202679,371-32,108+6,742+22,325+342-2,699+2,699
Tue 1 Sep 202677,320-30,651+6,579+20,873+321-2,878+2,878
Tue 25 Aug 202674,071-21,832+6,729+13,685+210-1,208+1,208
Tue 18 Aug 202678,674-19,463+7,674+11,663+175+49-49

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.