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Gulf # 6 Fuel Oil Crack Swap

Weekly CFTC positioning for Gulf # 6 Fuel Oil Crack Swap on New York Mercantile Exchange: the disaggregated report (managed money, producers, swap dealers), futures only.

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As of 27 October 2026, managed money was net short 360 contracts in Gulf # 6 Fuel Oil Crack Swap while swap dealers were net long 2,480 contracts, so the two groups are positioned against each other. Managed money left its net position unchanged over one week, flipped from net long to net short over four weeks and added 340 net contracts over 52 weeks. The COT Index sits at 56%, the middle of its one-year range. Open interest is 10,360 contracts, the 132nd largest of 147 energy markets by open interest. Weekly reports since January 2010.

-360

Managed money, net

contracts

2,480

Swap dealers, net

contracts

10,360

Open interest

contracts

56%

COT index, 1 year

mid range

As of 2026-10-27. Positions as of the Tuesday report date; published by the CFTC on Friday.

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Recent Reports

DateOIManaged money, netSwap dealers, net
2026-10-2710,360-3602,480
2026-10-2010,435-3602,480
2026-10-139,5952102,210
2026-10-069,2651202,285
2026-09-2910,7852851,870
2026-09-2210,6582101,870
2026-09-1510,1132102,095
2026-09-089,5982101,965
2026-09-0110,8702751,780
2026-08-259,9707451,235
2026-08-189,8058651,115
2026-08-1110,1021,0151,115
2026-08-0411,2571,055915
2026-07-2811,2571,205915
2026-07-219,6071,055795
2026-07-148,6371,205870
2026-07-078,4121,205645
2026-06-2310,7371,388465
2026-06-169,637788240
2026-06-098,500813345
2026-06-028,415366355
2026-05-268,850291355
2026-05-198,40066430
2026-05-128,440-159325
2026-05-057,870-999715
2026-04-289,978-846985
2026-04-219,668-546955
2026-04-148,803-7711,255
2026-04-078,803-1,7911,825
2026-03-3111,347-1,7462,245
2026-03-2411,698-2,5562,335
2026-03-1710,612-2,1062,335
2026-03-1010,573-2,1512,240
2026-03-0312,020-1,6112,810
2026-02-2413,802-1,3562,240
2026-02-1713,412-9362,210
2026-02-1012,511752,110
2026-02-0312,6683751,960
2026-01-2715,8433002,703
2026-01-2015,3485252,648
2026-01-1314,4593003,073
2026-01-0615,751-1,3653,073
2025-12-3016,986-1,9053,368
2025-12-2316,986-1,9053,518
2025-12-1615,781-1,8303,230
2025-12-0912,166-752,805
2025-12-0215,2362852,805
2025-11-2515,1282102,745
2025-11-1815,1682102,745
2025-11-1013,1782102,795
2025-11-0413,448-5253,050
2025-10-2815,033-7002,745

What the latest data says

As of 27 October 2026, managed money net position in Gulf # 6 Fuel Oil Crack Swap is net short 360 contracts, down 645 contracts over the last four weeks. Over the last 52 readings it ranged from -2,556 contracts (24 March 2026) to 1,388 contracts (23 June 2026).

What this data is

CFTC positioning (COT) for Gulf # 6 Fuel Oil Crack Swap

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, published weekly for futures on 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 Gulf # 6 Fuel Oil Crack Swap only. The full list and the cross-market view live on the CFTC positioning (COT) hub.

Source and updates

Source
CFTC Commitments of Traders (Traders in Financial Futures and Disaggregated reports)
Credit
CFTC.
Updates
Weekly. Positions as of Tuesday, published by the CFTC on Friday at 3:30 pm Eastern and added here the same evening. Latest report 2026-10-27.
History
5 January 2010.
This series
427 weekly reports on file, 2010-01-05 to 2026-10-27.Disaggregated format, futures only, New York Mercantile Exchange.
Get the data
JSON API and CSV download10 requests a minute without a key, 30 with a free key from a free account.

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.
  • When speculators and the structural side (asset managers or producers) sit at opposite ends of their own ranges, the two groups are positioned against each other.
  • 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.

Frequently Asked Questions

When does this data update?
The CFTC publishes every Friday at 3:30 pm ET with positions as of the Tuesday before. The new week shows here the same evening.
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 Gulf # 6 Fuel Oil Crack Swap report use?
The disaggregated format: producers, merchants, processors and users; swap dealers; managed money; other reportables; and nonreportable positions.
What is the COT Index?
Where the speculative category's current net position sits in its one-year range: 100% is its highest net position of the year, 0% its lowest.

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