CAISO NP-15 DA OFF-PK FIXED COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -3,699 contracts in CAISO NP-15 DA OFF-PK FIXED, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
0643BR
Contract unit
1 Mw Per Hour For About 386 Hours
Open interest, contracts
41,837
Change in open interest, contracts
+813
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
18,369
30,118
-
-11,749
43.9
72.0
-28.1
Swap Dealers
16,115
400
54
+15,715
38.5
1.0
37.6
Managed Money
395
4,094
688
-3,699
0.9
9.8
-8.8
Other Reportables
5,144
5,715
667
-571
12.3
13.7
-1.4
Total reportable
41,432
41,736
-
-304
99.0
99.8
-0.7
Nonreportable
405
101
-
+304
1.0
0.2
0.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-3,699
Week change
+147
4-week change
+4,120
13-week change
+3,879
Net as % of open interest
-8.8%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
99
Z-score, 52 weeks
3.37
COT Index, 3 years
98
52-week high of net
-3,699
52-week low of net
-9,346
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
14
Swap Dealers
5
-
Other Reportables
4
-
Total reportable
26
22
Largest 4 traders, gross long
54.0%
Largest 4 traders, gross short
81.2%
Largest 8 traders, gross long
76.2%
Largest 8 traders, gross short
93.3%
Largest 4 traders, net long
53.4%
Largest 4 traders, net short
79.9%
Largest 8 traders, net long
72.3%
Largest 8 traders, net short
88.5%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
18,369
30,118
-
-11,749
43.9
72.0
-28.1
Swap Dealers
16,115
400
54
+15,715
38.5
1.0
37.6
Managed Money
395
4,094
688
-3,699
0.9
9.8
-8.8
Other Reportables
5,144
5,715
667
-571
12.3
13.7
-1.4
Total reportable
41,432
41,736
-
-304
99.0
99.8
-0.7
Nonreportable
405
101
-
+304
1.0
0.2
0.7
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Open interest by maturity split
All contract months, contracts
41,837
Old crop / nearest months, contracts
41,837
Other months, contracts
0
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
41,837
-11,749
+15,715
-3,699
-571
-304
+304
Tue 13 Oct 2026
41,024
-11,444
+15,598
-3,846
-614
-306
+306
Tue 6 Oct 2026
42,807
-10,861
+15,337
-6,176
+1,399
-301
+301
Tue 29 Sep 2026
47,046
-10,373
+16,155
-7,700
+1,705
-213
+213
Tue 22 Sep 2026
46,910
-10,253
+16,335
-7,819
+1,554
-183
+183
Tue 15 Sep 2026
47,014
-10,059
+16,342
-7,963
+1,497
-183
+183
Tue 8 Sep 2026
45,797
-10,539
+16,492
-7,250
+1,114
-183
+183
Tue 1 Sep 2026
49,701
-9,853
+17,294
-8,638
+982
-215
+215
Tue 25 Aug 2026
48,246
-10,548
+17,729
-7,408
+27
-200
+200
Tue 18 Aug 2026
48,185
-10,503
+17,579
-6,908
-368
-200
+200
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Disaggregated report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.