CAISO SP-15 PEAK 0900-1600 HE COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +4,086 contracts in CAISO SP-15 PEAK 0900-1600 HE, 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 PEAK 0900-1600 HE - ICE FUTURES ENERGY DIV
CFTC contract code
0643HS
Contract unit
368 Mwh
Open interest, contracts
20,210
Change in open interest, contracts
-431
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
9,156
19,550
-
-10,394
45.3
96.7
-51.4
Swap Dealers
6,183
0
0
+6,183
30.6
0.0
30.6
Managed Money
4,086
0
210
+4,086
20.2
0.0
20.2
Other Reportables
555
360
0
+195
2.7
1.8
1.0
Total reportable
20,190
20,120
-
+70
99.9
99.6
0.3
Nonreportable
20
90
-
-70
0.1
0.4
-0.3
Managed Money: position against its own history
Weekly net, last 62 reports
Managed Money net, contracts
+4,086
Week change
+474
4-week change
+259
13-week change
+371
Net as % of open interest
20.2%
Percentile, 1 year (52 weeks)
81
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
1.26
COT Index, 3 years
-
52-week high of net
+4,460
52-week low of net
+2,645
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
8
Swap Dealers
-
0
Managed Money
-
0
Total reportable
16
11
Largest 4 traders, gross long
61.9%
Largest 4 traders, gross short
91.2%
Largest 8 traders, gross long
93.3%
Largest 8 traders, gross short
97.8%
Largest 4 traders, net long
61.4%
Largest 4 traders, net short
91.1%
Largest 8 traders, net long
91.7%
Largest 8 traders, net short
95.5%
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
9,156
19,550
-
-10,394
45.3
96.7
-51.4
Swap Dealers
6,183
0
0
+6,183
30.6
0.0
30.6
Managed Money
4,086
0
210
+4,086
20.2
0.0
20.2
Other Reportables
555
360
0
+195
2.7
1.8
1.0
Total reportable
20,190
20,120
-
+70
99.9
99.6
0.3
Nonreportable
20
90
-
-70
0.1
0.4
-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
20,210
Old crop / nearest months, contracts
20,210
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
20,210
-10,394
+6,183
+4,086
+195
+70
-70
Tue 13 Oct 2026
20,641
-10,365
+6,633
+3,612
+190
+70
-70
Tue 6 Oct 2026
20,616
-10,350
+6,633
+3,597
+190
+70
-70
Tue 29 Sep 2026
21,316
-10,515
+7,013
+3,522
+40
+60
-60
Tue 22 Sep 2026
21,106
-10,965
+6,963
+3,827
+255
+80
-80
Tue 30 Jun 2026
12,703
-9,194
+6,644
+3,015
-437
+28
-28
Tue 23 Jun 2026
12,703
-9,194
+6,644
+3,015
-437
+28
-28
Tue 16 Jun 2026
12,853
-9,194
+6,794
+2,865
-437
+28
-28
Tue 9 Jun 2026
12,853
-9,179
+6,809
+2,835
-437
+28
-28
Tue 2 Jun 2026
13,874
-9,828
+7,063
+3,260
-484
+11
-11
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.