CAISO SP-15 DA OFF-PK FIXED COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -4,275 contracts in CAISO SP-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 SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
064396
Contract unit
Contracts Of About 352 Mwh
Open interest, contracts
73,575
Change in open interest, contracts
+815
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
54,466
32,889
-
+21,577
74.0
44.7
29.3
Swap Dealers
2,842
9,976
5,242
-7,134
3.9
13.6
-9.7
Managed Money
0
4,275
5,527
-4,275
0.0
5.8
-5.8
Other Reportables
193
10,576
4,997
-10,383
0.3
14.4
-14.1
Total reportable
73,267
73,482
-
-215
99.6
99.9
-0.3
Nonreportable
308
93
-
+215
0.4
0.1
0.3
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-4,275
Week change
-819
4-week change
-1,431
13-week change
-2,793
Net as % of open interest
-5.8%
Percentile, 1 year (52 weeks)
62
Percentile, 3 years (156 weeks)
87
Z-score, 52 weeks
0.54
COT Index, 3 years
83
52-week high of net
-831
52-week low of net
-10,990
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
20
21
Swap Dealers
5
-
Managed Money
0
-
Other Reportables
-
6
Total reportable
38
36
Largest 4 traders, gross long
46.6%
Largest 4 traders, gross short
53.3%
Largest 8 traders, gross long
70.1%
Largest 8 traders, gross short
76.8%
Largest 4 traders, net long
46.4%
Largest 4 traders, net short
43.2%
Largest 8 traders, net long
59.4%
Largest 8 traders, net short
59.9%
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
54,466
32,889
-
+21,577
74.0
44.7
29.3
Swap Dealers
2,842
9,976
5,242
-7,134
3.9
13.6
-9.7
Managed Money
0
4,275
5,527
-4,275
0.0
5.8
-5.8
Other Reportables
193
10,576
4,997
-10,383
0.3
14.4
-14.1
Total reportable
73,267
73,482
-
-215
99.6
99.9
-0.3
Nonreportable
308
93
-
+215
0.4
0.1
0.3
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
73,575
Old crop / nearest months, contracts
73,575
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
73,575
+21,577
-7,134
-4,275
-10,383
-215
+215
Tue 13 Oct 2026
72,760
+21,007
-6,819
-3,456
-10,923
-191
+191
Tue 6 Oct 2026
72,662
+21,137
-7,360
-2,299
-11,644
-166
+166
Tue 29 Sep 2026
78,306
+20,614
-7,457
-2,261
-10,947
-51
+51
Tue 22 Sep 2026
77,160
+21,069
-7,091
-2,844
-11,234
-100
+100
Tue 15 Sep 2026
76,397
+20,774
-6,976
-2,797
-11,132
-131
+131
Tue 8 Sep 2026
75,395
+20,076
-6,028
-2,282
-11,859
-93
+93
Tue 1 Sep 2026
81,817
+20,621
-6,403
-1,496
-12,791
-69
+69
Tue 25 Aug 2026
82,203
+21,395
-7,720
-3,158
-10,586
-69
+69
Tue 18 Aug 2026
80,376
+19,159
-6,509
-1,227
-11,546
-123
+123
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.