XOOMAR

3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES

Weekly CFTC positioning for 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES on ICE FUTURES ENERGY DIV: the disaggregated report (managed money, producers, swap dealers), futures only.

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In the 2026-09-08 report, managed money was net short 2,760 contracts in 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES while swap dealers were net long 2,951, so the two camps are positioned against each other. The COT Index sits at 0%, near the bottom of its one-year range, which historically marks washed-out positioning.

-2,760

Managed Money Net net

contracts

2,951

Swap Dealers Net net

contracts

16,230

Open interest

contracts

0%

COT index, 1 year

bottom of range

As of 2026-09-08. Positions as of the Tuesday report date; published by the CFTC on Friday.

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Recent Reports

DateOIManaged Money NetSwap Dealers Net
2026-09-0816,230-2,7602,951
2026-09-0120,561-2,7603,238
2026-08-2520,891-2,7603,188
2026-08-1819,799-2,7603,220
2026-08-1117,861-2,7603,347
2026-08-0415,596-2,7603,707
2026-07-2817,359-2,7603,953
2026-07-2115,573-2,7603,913
2026-07-1415,044-2,7603,838
2026-07-0713,974-2,7603,763
2026-06-2315,476-2,4604,429
2026-06-1615,258-2,6104,482

What the latest data says

As of 8 September 2026, managed money net position in 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES is net short 2,760 contracts, unchanged over the last four weeks. Over the last 52 readings it ranged from -2,760 contracts (7 July 2026) to 625 contracts (3 March 2026). The latest reading sits at the bottom of that range.

What this data is

CFTC positioning (COT) for 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES

Every Friday at 3:30 pm Eastern the CFTC publishes who held what in US futures markets as of the previous Tuesday. Large traders are grouped by what they do, not who they are, and the report shows each group's long, short and spread positions. That's the Commitments of Traders report, and it's the only public window into institutional positioning across currencies, rates, equity indices, energy, metals and agriculture.

Financial futures use the Traders in Financial Futures format: dealers and intermediaries, asset managers and institutional investors, leveraged funds, and other reportables. Commodities use the disaggregated format: producers, merchants, processors and users; swap dealers; managed money; and other reportables. Positions too small to report are shown as nonreportable in both.

This page follows 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES only. The full list, the method notes and the cross-market view live on the CFTC positioning (COT) hub.

Source and method

Source
CFTC weekly COT files (TFF futures-only and disaggregated futures-only)
Updates
Weekly. Positions as of Tuesday, published Friday 3:30 pm ET; loaded Friday 21:00 UTC with a Saturday retry. Last update 2026-09-08.
History
January 2010.
This series
446 weekly reports on file, 2018-02-20 to 2026-09-08.Disaggregated format, futures only, ICE FUTURES ENERGY DIV.
Get the data
JSON API and CSV download30 requests a minute without a key, 120 a minute with a key from a free account.

Data checks. Every dataset is checked against its source once a day. This dataset passed the last run, 12 Sep 05:40 UTC.

How to read it

  • Look at the net position of the speculative category (leveraged funds or managed money) relative to its own history, not its absolute size. Extremes are where reversals start.
  • When speculators and the structural side (asset managers or producers) sit at opposite extremes, the market is stretched. The structural side is usually right over months, the speculative side over days.
  • Open interest is the denominator. A net long that grew while open interest shrank is a crowd getting smaller, not more confident.

Analysis of what the data shows, not advice. XOOMAR does not recommend buying, selling or holding anything.

Related

Frequently Asked Questions

When does this data update?
The CFTC releases every Friday at 3:30 pm ET with positions as of the preceding Tuesday. It is loaded the same evening, with a Saturday retry when the CFTC publishes late.
What does a negative net position mean?
More short contracts than long among that trader category. It describes positioning, not a price prediction.
Which categories does the 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES report use?
The disaggregated format: producers, merchants, processors and users; swap dealers; managed money; other reportables; and nonreportable positions.
What is the COT Index?
The current net position of the speculative category mapped onto its one-year range: 100% is the most stretched reading in a year, 0% the most washed out.

Data on this page is provided for informational purposes only and is not financial advice. See our editorial policy.