WTI 1st Line-Brent 1st Line COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in WTI 1st Line-Brent 1st Line, positions as of Tue 24 Jun 2025.
Data as of Positions as of Tue 24 Jun 2025; published Fri 27 Jun 2025
Positions as of Tue 24 Jun 2025 - published Fri 27 Jun 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV
CFTC contract code
06741R
Contract unit
1000 Barrels
Open interest, contracts
120,672
Change in open interest, contracts
-139,732
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
110,144
1,350
-
+108,794
91.3
1.1
90.2
Swap Dealers
1,325
1,810
210
-485
1.1
1.5
-0.4
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
15
112,441
2,671
-112,426
0.0
93.2
-93.2
Total reportable
114,365
118,482
-
-4,117
94.8
98.2
-3.4
Nonreportable
6,307
2,190
-
+4,117
5.2
1.8
3.4
Managed Money: position against its own history
Weekly net, last 17 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+1,454
13-week change
+2,044
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
-2,174
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
-
Managed Money
0
0
Other Reportables
-
5
Total reportable
18
10
Largest 4 traders, gross long
75.2%
Largest 4 traders, gross short
94.2%
Largest 8 traders, gross long
89.9%
Largest 8 traders, gross short
97.7%
Largest 4 traders, net long
74.9%
Largest 4 traders, net short
92.9%
Largest 8 traders, net long
89.7%
Largest 8 traders, net short
95.5%
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
110,144
1,350
-
+108,794
91.3
1.1
90.2
Swap Dealers
1,325
1,810
210
-485
1.1
1.5
-0.4
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
15
112,441
2,671
-112,426
0.0
93.2
-93.2
Total reportable
114,365
118,482
-
-4,117
94.8
98.2
-3.4
Nonreportable
6,307
2,190
-
+4,117
5.2
1.8
3.4
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, contracts
120,672
Old crop / nearest months, contracts
120,672
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 24 Jun 2025
120,672
+108,794
-485
+0
-112,426
-4,117
+4,117
Tue 31 Mar 2020
260,404
+249,346
-32,499
+0
-203,635
+13,212
-13,212
Tue 7 Jan 2020
259,303
+246,564
-29,615
-1,189
-196,095
+19,665
-19,665
Tue 31 Dec 2019
274,280
+259,729
-28,150
-1,454
-209,921
+20,204
-20,204
Tue 24 Dec 2019
271,730
+256,819
-14,090
-1,454
-209,266
+32,009
-32,009
Tue 17 Dec 2019
270,650
+256,619
-14,090
-1,454
-209,416
+31,659
-31,659
Tue 10 Dec 2019
264,019
+249,989
-14,090
-1,454
-202,351
+32,094
-32,094
Tue 3 Dec 2019
260,879
+247,049
-14,090
-1,454
-199,511
+31,994
-31,994
Tue 26 Nov 2019
273,545
+256,353
-13,835
-1,769
-209,163
+31,586
-31,586
Tue 19 Nov 2019
264,435
+247,558
-13,335
-1,859
-201,733
+30,631
-30,631
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 24 Jun 2025, published Fri 27 Jun 2025.