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WHEAT-HRW

WHEAT-HRW · CHICAGO BOARD OF TRADE · CFTC code 001612 · week ending 2026-08-11

Trader category
Range

Managed Money is net long 8.4% of open interest — a crowded long

Managed Money holds a net position of 25,606 contracts, or 8.4% of the 305,725 contracts of open interest, leaving the category net long. That is more than two standard deviations above its three-year average — positioning is stretched, and stretched positioning is fuel for a sharp unwind if the narrative changes (z = +2.05 and sits at 88 on a 0–100 scale of its three-year range). In contracts, the net position moved −5,890 while open interest moved −7,281 — long liquidation, with longs closing out rather than new sellers arriving. That is −1.69pp as a share of open interest.

Net position as a share of open interest

Managed Money · blue above the line is net long, red below is net short

Open interest

The denominator. Positioning shares mean little without knowing whether the market itself is growing or shrinking.

Z-score vs its own 3-year history

Shaded beyond ±2σ. Measures how unusual today's share is for this market.

COT Index (0–100)

Rank within the 3-year range. Shaded below 10 and above 90.

Weekly flow, adjusted for open interest

Change in the net share week over week, in percentage points of open interest.

Who is on the other side

Net share of open interest by trader group. The groups net to zero — every long is someone's short.

Producer / Merchant Swap Dealer Managed Money Other Reportable Non-Reportable
Recent weeks (table view)
Week Open interest Net Net % OI Δ pp Z COT Idx
2026-08-11 305,725 25,606 8.38% -1.69 2.05 88
2026-08-04 313,006 31,496 10.06% -0.28 2.27 93
2026-07-28 303,684 31,411 10.34% 1.26 2.33 93
2026-07-21 294,133 26,710 9.08% 3.93 2.19 90
2026-07-14 267,937 13,789 5.15% 1.89 1.73 80
2026-07-07 268,328 8,729 3.25% 1.35 1.51 75
2026-06-30 260,913 4,962 1.90% 2.18 1.34 72
2026-06-23 269,180 −758 -0.28% -3.17 1.08 66
2026-06-16 289,534 8,363 2.89% 4.26 1.41 74
2026-06-09 290,952 −3,998 -1.37% -5.88 0.95 64
2026-06-02 315,942 14,235 4.51% -4.40 1.58 79
2026-05-26 315,775 28,129 8.91% -1.09 2.06 90