Chicago Citygate (Index) COT Report
CFTC Commitments of Traders · positions as of Tuesday 2026-09-01, released Sep 4, 2026 (the CFTC reports each Tuesday's close three days later) · next release Sep 11, 2026 (regular cycle; see the release schedule for holiday shifts)
Chicago Citygate (Index) positioning leans bearish - commercials selling (26w index 0).
How this read is built
- Commercials (hedgers) are net long and sit near the bottom of their 26-week range (COT index 0) - a bearish tilt in the traditional read.
A description of how traders are positioned versus their own history - the standard Commitments of Traders interpretation, computed identically for every market. It is not a price forecast, a trading signal, or advice. How traders use positioning · how the read is computed.
As of the COT report, large speculators are net short 703 Chicago Citygate (Index) futures contracts (up 1,095 week-over-week), commercials are net long 1,146, and open interest is 102,729 contracts. Managed money was net short 1,013 contracts as of (up 1,235 week-over-week).
Cite this data
FuturesBench, "Chicago Citygate (Index) COT Report," data as of 2026-09-01. https://futuresbench.com/cot/chicago-citygate-index/#net-position Source: CFTC Commitments of Traders (public domain). CSV: https://futuresbench.com/data/cot/chicago-citygate-index.csv
Embed this chart
<iframe src="https://futuresbench.com/embed/cot/chicago-citygate-index/" width="100%" height="560" frameborder="0" loading="lazy" title="Chicago Citygate (Index) COT Report chart - FuturesBench"></iframe>
Reporting gap: the CFTC published no data for this contract code between and (about 29 weeks) - typically an exchange migration or relisting, when the contract traded under a different code. The chart breaks across the gap rather than drawing a line through it, and the series resumes afterward. Why this happens.
Positioning - as of Tuesday 2026-09-01
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Large speculators | -703 | +1,095 | -0.7% | 100.0 | 100.0 | 65.8 |
| Commercials | 1,146 | -614 | 1.1% | 0.0 | 0.0 | 41.4 |
| Small traders | -443 | -481 | -0.4% | 0.0 | 22.1 | 22.1 |
Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.
This week in numbers
- Small traders flipped to net short (-443 contracts) as of 2026-09-01.
- Large speculators net position is at a 52-week high (-703 contracts).
- Commercials net position is at a 52-week low (1,146 contracts).
- Open interest rose 4.6% to 102,729 contracts, a 17-week high.
Every sentence above is computed from the stored series - no commentary, no forecasts.
Disaggregated report - positions as of Tue 2026-09-01
| Trader category | Net position | Weekly change | % of open interest | COT index 26w | COT index 52w | COT index 3y |
|---|---|---|---|---|---|---|
| Producer/merchant | -26,589 | -1,605 | -25.9% | 14.1 | 4.0 | 4.0 |
| Swap dealers | 27,735 | +391 | 27.0% | 62.2 | 93.0 | 93.0 |
| Managed money | -1,013 | +1,235 | -1.0% | 100.0 | 100.0 | 73.9 |
| Other reportables | 310 | +610 | 0.3% | 56.5 | 65.6 | 38.8 |
| Small traders | -443 | -631 | -0.4% | 0.0 | 22.1 | 22.1 |
Full Disaggregated report history: CSV · switch the chart above to this report family for the full series.
Recent history
| Report date | Open interest | Large spec net | Δ | Commercial net | Δ | Small trader net |
|---|---|---|---|---|---|---|
| 2026-09-01 | 102,729 | -703 | +1,095 | 1,146 | -614 | -443 |
| 2026-08-25 | 98,194 | -1,798 | +750 | 1,760 | -600 | 38 |
| 2026-08-18 | 92,726 | -2,548 | +240 | 2,360 | -390 | 188 |
| 2026-08-11 | 86,527 | -2,788 | -62 | 2,750 | +992 | 38 |
| 2026-08-04 | 100,163 | -2,726 | +31 | 1,758 | -930 | 968 |
| 2026-07-28 | 96,441 | -2,757 | -93 | 2,688 | +802 | 69 |
| 2026-07-21 | 89,056 | -2,664 | +124 | 1,886 | -93 | 778 |
| 2026-07-14 | 86,086 | -2,788 | +186 | 1,979 | -217 | 809 |
| 2026-07-07 | 84,126 | -2,974 | -660 | 2,196 | +72 | 778 |
| 2026-06-30 | 97,434 | -2,314 | +31 | 2,124 | -93 | 190 |
| 2026-06-23 | 96,634 | -2,345 | +62 | 2,217 | -62 | 128 |
| 2026-06-16 | 91,395 | -2,407 | +0 | 2,279 | -155 | 128 |
| 2026-06-09 | 87,798 | -2,407 | +245 | 2,434 | +158 | -27 |
| 2026-06-02 | 100,788 | -2,652 | -120 | 2,276 | +60 | 376 |
| 2026-05-26 | 100,758 | -2,532 | +600 | 2,216 | -294 | 316 |
| 2026-05-19 | 96,618 | -3,132 | -587 | 2,510 | +194 | 622 |
| 2026-05-12 | 93,858 | -2,545 | +150 | 2,316 | +555 | 229 |
| 2026-05-05 | 93,318 | -2,695 | +930 | 1,761 | -487 | 934 |
| 2026-04-28 | 104,640 | -3,625 | -682 | 2,248 | +623 | 1,377 |
| 2026-04-21 | 102,005 | -2,943 | +992 | 1,625 | -1,454 | 1,318 |
| 2026-04-14 | 98,687 | -3,935 | +31 | 3,079 | +33 | 856 |
| 2026-04-07 | 80,558 | -3,966 | +4,898 | 3,046 | -5,313 | 920 |
| 2026-03-31 | 96,157 | -8,864 | +39 | 8,359 | +0 | 505 |
| 2026-03-24 | 94,109 | -8,903 | -930 | 8,359 | +2,086 | 544 |
| 2026-03-17 | 86,337 | -7,973 | -720 | 6,273 | +810 | 1,700 |
| 2026-03-10 | 81,721 | -7,253 | +2,337 | 5,463 | -4,208 | 1,790 |
Full history, no login: CSV (2013-05-07 → 2026-09-01) · JSON
Contract facts
FAQ
- Are large speculators long or short Chicago Citygate (Index) futures?
- As of the 2026-09-01 COT report, large speculators (non-commercial traders) are net short 703 contracts in Chicago Citygate (Index) futures.
- How current is this Chicago Citygate (Index) COT data?
- The latest report is dated 2026-09-01 (positions as of that Tuesday's close), published by the CFTC on 2026-09-04. This page updates within minutes of each weekly release.
- Where can I download Chicago Citygate (Index) COT history?
- The full weekly series (2013-05-07 to 2026-09-01) is free at /data/cot/chicago-citygate-index.csv - no login, no cap.
Learn: how to read this report · commercials vs non-commercials · glossary
Related markets
Source: CFTC Commitments of Traders, legacy futures-only report, contract code 02339Q. Dataset coverage 2013-05-07 → 2026-09-01. Methodology.