XOOMAR

CANOLA

ICE FUTURES U.S. · DISAGG report · Latest: 2026-09-01

In the 2026-09-01 report, leveraged funds were net short 2,113 contracts in CANOLA while asset managers were net long 20,925, so the two institutional camps are positioned against each other. The COT Index sits at 8%, near the bottom of its one-year range, which historically marks washed-out positioning. Week over week, leveraged funds cut 6,097 contracts.

Lev. Funds Net

-2,113

Asset Mgr Net

20,925

Open Interest

345,274

COT Index (1Y)

8%

CANOLA | Net Positioning

Recent Reports

DateOILev NetAM Net
2026-09-01345,274-2,11320,925
2026-08-25336,8983,98421,740
2026-08-18339,1818,67719,202
2026-08-11308,47218,46020,925
2026-08-04298,25611,34822,083
2026-07-28301,2398,34223,172
2026-07-21294,77325,16820,895
2026-07-14282,07134,50119,552
2026-07-07264,33644,90117,815
2026-06-23282,29933,96016,028
2026-06-16310,95929,82516,367
2026-06-09326,02020,64815,185

Get this data via our free API → | GET /api/markets/cot/canola

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Understanding

Reading CANOLA positioning

Every Friday the CFTC publishes how each trader class is positioned in CANOLA futures as of the preceding Tuesday. Leveraged funds are hedge funds and CTAs, the fast money; asset managers are pension funds and institutions, the slow money. Watching how each side moves week to week tells you who is driving price.

The COT Index above maps the current net position onto its one-year range: near 100% means the most stretched positioning in a year, near 0% the most washed out. Extremes are not timing signals on their own, but they tell you which side of the boat is crowded, and crowded trades unwind violently.

A useful habit: compare the two camps. When leveraged funds and asset managers agree, trends tend to persist. When they position against each other, volatility usually follows. The weekly table below the chart shows exactly that history.

Common Questions

When does this data update?

The CFTC releases every Friday at 3:30pm ET with data as of Tuesday. We parse it within hours, with a Saturday retry for late publications.

What does a negative net position mean?

More short contracts than long among that trader class. It is positioning, not a price prediction.

Why does this market sometimes miss a week?

The CFTC occasionally delays releases around US holidays; the gap fills with the next report.