Managed Money net +0 contracts in ERCOT.HB_HOUSTON_month_on_rtp, positions as of Tue 16 Jun 2026.
Data as of Positions as of Tue 16 Jun 2026; published Fri 19 Jun 2026
Positions as of Tue 16 Jun 2026 - published Fri 19 Jun 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
ERCOT.HB_HOUSTON_month_on_rtp - NODAL EXCHANGE
CFTC contract code
064FOI
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
44,460
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
32,320
35,835
-
-3,515
72.7
80.6
-7.9
Swap Dealers
8,510
3,045
250
+5,465
19.1
6.8
12.3
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
1,975
900
-1,975
0.0
4.4
-4.4
Total reportable
41,980
42,005
-
-25
94.4
94.5
-0.1
Nonreportable
2,480
2,455
-
+25
5.6
5.5
0.1
Managed Money: position against its own history
Weekly net, last 5 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
-
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
12
6
Managed Money
0
0
Other Reportables
0
-
Total reportable
17
10
Largest 4 traders, gross long
55.2%
Largest 4 traders, gross short
84.7%
Largest 8 traders, gross long
82.3%
Largest 8 traders, gross short
93.4%
Largest 4 traders, net long
55.2%
Largest 4 traders, net short
84.5%
Largest 8 traders, net long
78.7%
Largest 8 traders, net short
85.7%
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
32,320
35,835
-
-3,515
72.7
80.6
-7.9
Swap Dealers
8,510
3,045
250
+5,465
19.1
6.8
12.3
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
0
1,975
900
-1,975
0.0
4.4
-4.4
Total reportable
41,980
42,005
-
-25
94.4
94.5
-0.1
Nonreportable
2,480
2,455
-
+25
5.6
5.5
0.1
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
44,460
Old crop / nearest months, contracts
44,460
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 16 Jun 2026
44,460
-3,515
+5,465
+0
-1,975
-25
+25
Tue 9 Jun 2026
44,460
-3,515
+5,465
+0
-1,975
-25
+25
Tue 2 Jun 2026
46,750
-3,630
+5,610
+0
-2,000
-20
+20
Tue 26 May 2026
46,450
-3,630
+5,610
+0
-2,000
-20
+20
Tue 19 May 2026
46,450
-3,630
+5,610
+0
-2,000
-20
+20
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 16 Jun 2026, published Fri 19 Jun 2026.