ERCOT N 345KV REAL T PK DALY M COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -30 contracts in ERCOT N 345KV REAL T PK DALY M, 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 N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV
CFTC contract code
0643IB
Contract unit
240 Mw = 15 Hours X 16 Mwh
Open interest, contracts
11,000
Change in open interest, contracts
-1,377
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
7,140
7,225
-
-85
64.9
65.7
-0.8
Swap Dealers
1,310
385
250
+925
11.9
3.5
8.4
Managed Money
405
435
310
-30
3.7
4.0
-0.3
Other Reportables
770
1,595
100
-825
7.0
14.5
-7.5
Total reportable
10,285
10,300
-
-15
93.5
93.6
-0.1
Nonreportable
715
700
-
+15
6.5
6.4
0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-30
Week change
-360
4-week change
-1,820
13-week change
-4,485
Net as % of open interest
-0.3%
Percentile, 1 year (52 weeks)
42
Percentile, 3 years (156 weeks)
38
Z-score, 52 weeks
-0.37
COT Index, 3 years
23
52-week high of net
+5,335
52-week low of net
-2,735
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
18
14
Managed Money
-
4
Other Reportables
4
8
Total reportable
29
35
Largest 4 traders, gross long
50.0%
Largest 4 traders, gross short
47.3%
Largest 8 traders, gross long
64.5%
Largest 8 traders, gross short
65.5%
Largest 4 traders, net long
47.4%
Largest 4 traders, net short
47.3%
Largest 8 traders, net long
61.9%
Largest 8 traders, net short
61.4%
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
7,140
7,225
-
-85
64.9
65.7
-0.8
Swap Dealers
1,310
385
250
+925
11.9
3.5
8.4
Managed Money
405
435
310
-30
3.7
4.0
-0.3
Other Reportables
770
1,595
100
-825
7.0
14.5
-7.5
Total reportable
10,285
10,300
-
-15
93.5
93.6
-0.1
Nonreportable
715
700
-
+15
6.5
6.4
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
11,000
Old crop / nearest months, contracts
11,000
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
11,000
-85
+925
-30
-825
-15
+15
Tue 13 Oct 2026
12,377
-450
+930
+330
-865
-55
+55
Tue 6 Oct 2026
10,897
-630
+890
+1,200
-1,445
+15
-15
Tue 29 Sep 2026
10,660
-1,110
+1,625
+2,740
-3,395
-140
+140
Tue 22 Sep 2026
11,810
-405
+2,095
+1,790
-3,804
-324
+324
Tue 15 Sep 2026
12,623
-410
+1,285
+2,285
-2,965
+195
-195
Tue 8 Sep 2026
16,460
+620
-630
+1,745
-1,465
+270
-270
Tue 1 Sep 2026
17,965
-965
+290
+2,380
-1,520
+185
-185
Tue 25 Aug 2026
17,601
-1,495
+990
+4,291
-3,720
+66
-66
Tue 18 Aug 2026
16,330
-1,275
+925
+3,985
-3,280
+355
-355
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.