Softs
Coffee C
ICE Coffee C in $/lb against CFTC Disaggregated managed-money net positioning, with 13- to 156-week rolling z-scores and net as a share of open interest.
ICE US · CFTC code 083731 · CFTC report 2026-08-04 · Price Yahoo Finance · $/lb
Coffee C price — daily closes, $/lb
Source Yahoo Finance, in $/lb, daily closes, as of 2026-08-11.
Coffee C — Managed money (funds and CTAs) positioning versus price, z over a 52w rolling window
History changes what is drawn and never changes a number. The z window changes how many weekly reports enter the mean and standard deviation, and so changes the z-score itself: 52w (1.0y) and 13w (3m) on the same weekly series are two different measurements, and both are correct.
z(52w) = (net 31,441 − mean 31,692) ÷ σ 9,488 = -0.03σ · 52 weekly reports to 2026-08-04 · sample σ (n−1)
Blue area, left axis: Net managed-money position (contracts), long minus short. Dark line, right axis: Coffee C price ($/lb). Gold line below: the z-score of the blue series at 52w (1.0y).
Price source Yahoo Finance in $/lb as of 2026-08-11. daily close on or before the CFTC report date; never a later close.
full-window rolling z on net position in contracts, long minus short; sample standard deviation, dividing by n-1; a window with fewer than its full count of prior reports returns null, never a shorter window relabelled
About this contract
Positioning is the ICE US contract, CFTC code 083731, from the CFTC Commitments of Traders, Disaggregated variant, futures-only: a snapshot of open positions at Tuesday's close published the following Friday at 15:30 Eastern, so the freshest net available is three days behind the screen at best and ten at worst. Each report date is matched to the daily close on or before the CFTC report date; never a later close — the lag in days is in the chart tooltip, and a report date with no close on or before it is drawn as a gap rather than interpolated. The weekly record runs from 2006-06-13, 1052 reports.
Managed money is registered CTAs, pool operators and unregistered funds — not the legacy non-commercial number, which is a wider bucket that also contained today's swap dealers and other reportables; the two are different figures for the same contract on the same date and neither is wrong. The z-score is that book's net measured against a rolling window of its own prior reports, so the window is part of the number: the tile above is fixed at 52w (1.0y), the window every other surface here publishes, while the chart's selector recomputes it from 13w (3m) to 156w (3.0y).
Positioning from the CFTC Commitments of Traders (Disaggregated), futures-only. Price from Yahoo Finance, in $/lb, as of 2026-08-11. Method, the release schedule and the full question list →

