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Live CFTC

Condensate Dif-Tmx C5 1A Index - Ice Futures Energy Div

06743A
IndicesDisaggregated

Signal state

Neutral-10

Generated market from CFTC archives.

Signal layer

Score breakdown

How the +100 to -100 conviction score is calculated

Macro Score

+40 pts

Target Exposure

-10%

Market History

Net Positioning History

Historical net positioning (Longs minus Shorts) for the reference trader group.

Compare Markets
Condensate Dif-Tmx C5 1A Index - Ice Futures Energy DivReference Group — 6 Month Positioning Report
Report DateLong PositionsShort PositionsChange in LongsChange in ShortsNet PositionsNet Change% OI Long% OI ShortOpen Interest
Max2,300330+1,260+3302,000+1,26028.2%4.6%11,776
Min00-100-60-35-550.0%0.0%7,215
13 Per. Avg2,101240+88-121,861+10023.1%2.6%9,161
May 26, 20262,145180-30+01,965-3028.0%2.4%7,660
May 19, 20262,175180-30-301,995+028.2%2.3%7,720
May 12, 20262,205210+60+01,995+6022.2%2.1%9,932
May 5, 20262,145210+0+01,935+023.6%2.3%9,102
Apr 28, 20262,145210+0+01,935+024.0%2.4%8,952
Apr 21, 20262,145210-55-301,935-2525.5%2.5%8,412
Apr 14, 20262,200240+0+01,960+021.4%2.3%10,282
Apr 7, 20262,200240+0+01,960+022.9%2.5%9,622
Mar 31, 20262,200240+0+01,960+023.9%2.6%9,212
Mar 24, 20262,200240-100-601,960-4025.1%2.7%8,782
Mar 17, 20262,300300+45-302,000+7521.4%2.8%10,723
Mar 10, 20262,255330+1,260+01,925+1,26022.2%3.3%10,158
Mar 3, 2026995330+0+0665+011.7%3.9%8,538
Feb 24, 2026995330+15+0665+1513.8%4.6%7,215
Feb 17, 2026980330+925+330650+59513.0%4.4%7,535
Feb 10, 2026550+0+055+00.6%0.0%9,722
Feb 3, 2026550+0+055+00.6%0.0%8,897
Jan 27, 2026550+55-3555+900.7%0.0%8,272
Jan 20, 2026035-20+35-35-550.0%0.4%8,532
Jan 13, 2026200+0+020+00.2%0.0%10,609
Jan 6, 2026200+0+020+00.2%0.0%10,524
Dec 30, 2025200+0+020+00.2%0.0%9,504
Dec 23, 2025200-55+020-550.2%0.0%9,114
Dec 16, 2025750+0+075+00.6%0.0%11,776
Dec 9, 2025750+0+075+00.7%0.0%11,386
Dec 2, 2025750+0+075+00.7%0.0%11,316

COT report

Longs vs shorts by trader category — week by week

Browse the official CFTC report week by week to see how each trader group's positioning has shifted. The WoW Δ column shows the net contract change from the prior week.

May 26, 2026(Latest)
Open interest: 7,660 contractsWeek 1 of 26
Trader typeLongShortNetLong % OIShort % OINet % OIWoW Δ Net

Swap Dealers

2,1451801,965+28.0%+2.4%+25.7%-30

Producer Merchant

5,4557,360-1,905+71.2%+96.1%-24.9%+0

Nonreportable

0120-120+0.0%+1.6%-1.6%+0

Other Reportables

60060+0.8%+0.0%+0.8%+30

Interpretation layer

Why the terminal reads this market the way it does

The platform turns the underlying scores into a readable narrative: pressure, confirmation, macro support, and crowding.

Positioning pressure

The market is leaning bearish. This week looks steady versus the recent range.

Trend check

Price trend is flat, so momentum is not adding much confirmation yet.

Macro check

Macro conditions are fighting the current positioning.

Crowding

Traders are heavily crowded short.

Current positioning

The market is leaning bearish. Traders are heavily crowded short. Swap Dealers is currently net long by 1,965 contracts.

Macro regime

Macro signals are modestly supportive for Condensate Dif-Tmx C5 1A Index - Ice Futures Energy Div.

Replay summary

Mixed regime. The market is leaning bearish. Price trend is flat, so momentum is not adding much confirmation yet. Macro conditions are fighting the current positioning.

Risk layer

Veto reasons and caution flags

These are the conditions that reduce conviction even when the raw positioning signal looks strong.

Extreme crowding — squeeze risk elevated.
Price trend does not confirm positioning.
Macro environment is not supportive.