ERCOT NORTH 345KV DA PK DLY FI COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -2,450 contracts in ERCOT NORTH 345KV DA PK DLY FI, 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 NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV
CFTC contract code
0643A5
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
8,080
Change in open interest, contracts
-1,644
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
3,882
2,980
-
+902
48.0
36.9
11.2
Swap Dealers
500
0
0
+500
6.2
0.0
6.2
Managed Money
300
2,750
100
-2,450
3.7
34.0
-30.3
Other Reportables
2,850
1,950
300
+900
35.3
24.1
11.1
Total reportable
7,932
8,080
-
-148
98.2
100.0
-1.8
Nonreportable
148
0
-
+148
1.8
0.0
1.8
Managed Money: position against its own history
Weekly net, last 131 reports
Managed Money net, contracts
-2,450
Week change
+750
4-week change
-2,700
13-week change
+5,100
Net as % of open interest
-30.3%
Percentile, 1 year (52 weeks)
63
Percentile, 3 years (156 weeks)
53
Z-score, 52 weeks
0.33
COT Index, 3 years
75
52-week high of net
+5,350
52-week low of net
-11,800
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
7
6
Swap Dealers
-
0
Other Reportables
-
6
Total reportable
15
17
Largest 4 traders, gross long
72.2%
Largest 4 traders, gross short
72.8%
Largest 8 traders, gross long
90.1%
Largest 8 traders, gross short
88.9%
Largest 4 traders, net long
55.4%
Largest 4 traders, net short
61.9%
Largest 8 traders, net long
68.1%
Largest 8 traders, net short
70.5%
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
3,882
2,980
-
+902
48.0
36.9
11.2
Swap Dealers
500
0
0
+500
6.2
0.0
6.2
Managed Money
300
2,750
100
-2,450
3.7
34.0
-30.3
Other Reportables
2,850
1,950
300
+900
35.3
24.1
11.1
Total reportable
7,932
8,080
-
-148
98.2
100.0
-1.8
Nonreportable
148
0
-
+148
1.8
0.0
1.8
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
8,080
Old crop / nearest months, contracts
8,080
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
8,080
+902
+500
-2,450
+900
-148
+148
Tue 13 Oct 2026
9,724
+1,502
+50
-3,200
+1,700
+52
-52
Tue 6 Oct 2026
15,164
+2,800
+2,450
-4,450
-750
+50
-50
Tue 29 Sep 2026
9,450
+1,550
+3,600
-1,950
-3,250
-50
+50
Tue 22 Sep 2026
6,250
-1,200
+1,600
+250
-650
+0
+0
Tue 8 Sep 2026
9,000
+1,375
+4,600
-5,275
-750
-50
+50
Tue 1 Sep 2026
18,700
+2,625
+5,450
-6,225
-1,400
+450
-450
Tue 25 Aug 2026
24,400
+3,500
+4,850
-6,800
-1,400
+150
-150
Tue 18 Aug 2026
16,000
+0
+4,000
-4,450
+450
+0
+0
Tue 4 Aug 2026
12,940
+1,070
+4,250
-6,500
+1,400
+220
-220
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.