ERCOT Houston 345KV RT OFF FIX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +3,750 contracts in ERCOT Houston 345KV RT OFF FIX, 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
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV
CFTC contract code
06439Q
Contract unit
Contracts Of About 352 Mwh
Open interest, contracts
37,920
Change in open interest, contracts
+24
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
20,902
29,733
-
-8,831
55.1
78.4
-23.3
Swap Dealers
1,035
3,647
3,530
-2,612
2.7
9.6
-6.9
Managed Money
3,750
0
150
+3,750
9.9
0.0
9.9
Other Reportables
7,174
0
860
+7,174
18.9
0.0
18.9
Total reportable
37,401
37,920
-
-519
98.6
100.0
-1.4
Nonreportable
519
0
-
+519
1.4
0.0
1.4
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+3,750
Week change
+0
4-week change
-151
13-week change
-1,200
Net as % of open interest
9.9%
Percentile, 1 year (52 weeks)
44
Percentile, 3 years (156 weeks)
81
Z-score, 52 weeks
0.10
COT Index, 3 years
72
52-week high of net
+5,489
52-week low of net
+1,810
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
15
12
Managed Money
-
0
Other Reportables
4
0
Total reportable
25
21
Largest 4 traders, gross long
42.1%
Largest 4 traders, gross short
72.9%
Largest 8 traders, gross long
60.1%
Largest 8 traders, gross short
87.0%
Largest 4 traders, net long
41.3%
Largest 4 traders, net short
72.7%
Largest 8 traders, net long
56.4%
Largest 8 traders, net short
79.5%
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
20,902
29,733
-
-8,831
55.1
78.4
-23.3
Swap Dealers
1,035
3,647
3,530
-2,612
2.7
9.6
-6.9
Managed Money
3,750
0
150
+3,750
9.9
0.0
9.9
Other Reportables
7,174
0
860
+7,174
18.9
0.0
18.9
Total reportable
37,401
37,920
-
-519
98.6
100.0
-1.4
Nonreportable
519
0
-
+519
1.4
0.0
1.4
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
37,920
Old crop / nearest months, contracts
37,920
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
37,920
-8,831
-2,612
+3,750
+7,174
-519
+519
Tue 13 Oct 2026
37,896
-8,507
-2,612
+3,750
+6,850
-519
+519
Tue 6 Oct 2026
39,763
-8,834
-3,014
+3,901
+7,415
-532
+532
Tue 29 Sep 2026
40,483
-9,014
-2,954
+3,901
+7,595
-472
+472
Tue 22 Sep 2026
41,083
-9,014
-2,954
+3,901
+7,595
-472
+472
Tue 15 Sep 2026
40,763
-9,854
-2,044
+3,751
+7,375
-772
+772
Tue 8 Sep 2026
42,190
-9,340
-2,446
+3,901
+7,590
-295
+295
Tue 1 Sep 2026
42,020
-9,830
-2,446
+3,901
+7,590
-785
+785
Tue 25 Aug 2026
42,020
-9,825
-2,446
+3,901
+7,590
-780
+780
Tue 18 Aug 2026
41,830
-11,145
-826
+4,801
+6,691
-479
+479
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.