Managed Money net -540 contracts in WTI HOUSTON ARGUS/WTI BALMO, 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
WTI HOUSTON ARGUS/WTI BALMO - NEW YORK MERCANTILE EXCHANGE
CFTC contract code
0676A6
Contract unit
Contracts Of 1,000 Barrels
Open interest, contracts
34,896
Change in open interest, contracts
+5,544
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
28,401
28,051
-
+350
81.4
80.4
1.0
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
540
1,450
-540
0.0
1.5
-1.5
Other Reportables
280
1,760
2,090
-1,480
0.8
5.0
-4.2
Total reportable
32,221
33,891
-
-1,670
92.3
97.1
-4.8
Nonreportable
2,675
1,005
-
+1,670
7.7
2.9
4.8
Managed Money: position against its own history
Weekly net, last 18 reports
Managed Money net, contracts
-540
Week change
-540
4-week change
-540
13-week change
-540
Net as % of open interest
-1.5%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+100
52-week low of net
-540
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
15
15
Swap Dealers
0
0
Managed Money
0
-
Total reportable
19
19
Largest 4 traders, gross long
44.2%
Largest 4 traders, gross short
41.3%
Largest 8 traders, gross long
65.5%
Largest 8 traders, gross short
68.1%
Largest 4 traders, net long
28.6%
Largest 4 traders, net short
29.4%
Largest 8 traders, net long
41.6%
Largest 8 traders, net short
43.8%
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
28,401
28,051
-
+350
81.4
80.4
1.0
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
540
1,450
-540
0.0
1.5
-1.5
Other Reportables
280
1,760
2,090
-1,480
0.8
5.0
-4.2
Total reportable
32,221
33,891
-
-1,670
92.3
97.1
-4.8
Nonreportable
2,675
1,005
-
+1,670
7.7
2.9
4.8
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
34,896
Old crop / nearest months, contracts
34,896
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
34,896
+350
+0
-540
-1,480
-1,670
+1,670
Tue 22 Sep 2026
29,352
+340
+0
+0
+2,170
+2,510
-2,510
Tue 15 Sep 2026
27,521
+140
+0
+0
+2,170
+2,310
-2,310
Tue 28 Jul 2026
28,430
+1,915
+0
+0
-1,730
+185
-185
Tue 28 Apr 2026
34,630
-1,099
+0
+0
-184
-1,283
+1,283
Tue 21 Apr 2026
33,530
-1,295
+0
+0
+41
-1,254
+1,254
Tue 14 Apr 2026
28,675
-1,085
+0
+0
-259
-1,344
+1,344
Tue 7 Apr 2026
21,858
-978
+0
+0
+676
-302
+302
Tue 24 Mar 2026
43,897
-4,451
+0
+0
+4,097
-354
+354
Tue 17 Mar 2026
40,552
-4,351
+0
+0
+4,097
-254
+254
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.