ERCOT NORTH 345KV RT PK FIX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +62,521 contracts in ERCOT NORTH 345KV RT PK 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 NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV
CFTC contract code
06439R
Contract unit
1 Mw Per Peak Hour
Open interest, contracts
253,955
Change in open interest, contracts
+1,831
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
105,781
173,411
-
-67,630
41.7
68.3
-26.6
Swap Dealers
13,558
19,078
15,351
-5,520
5.3
7.5
-2.2
Managed Money
67,181
4,660
19,717
+62,521
26.5
1.8
24.6
Other Reportables
23,087
13,005
8,383
+10,082
9.1
5.1
4.0
Total reportable
253,058
253,605
-
-547
99.6
99.9
-0.2
Nonreportable
897
350
-
+547
0.4
0.1
0.2
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+62,521
Week change
-974
4-week change
-923
13-week change
-6,247
Net as % of open interest
24.6%
Percentile, 1 year (52 weeks)
27
Percentile, 3 years (156 weeks)
53
Z-score, 52 weeks
-0.90
COT Index, 3 years
70
52-week high of net
+79,562
52-week low of net
+58,080
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
41
40
Swap Dealers
4
6
Managed Money
16
13
Other Reportables
11
11
Total reportable
92
94
Largest 4 traders, gross long
34.0%
Largest 4 traders, gross short
38.5%
Largest 8 traders, gross long
52.5%
Largest 8 traders, gross short
55.1%
Largest 4 traders, net long
25.2%
Largest 4 traders, net short
34.0%
Largest 8 traders, net long
38.6%
Largest 8 traders, net short
43.2%
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
107,325
175,130
-
-67,805
41.8
68.2
-26.4
Swap Dealers
13,476
19,118
15,433
-5,642
5.2
7.4
-2.2
Managed Money
67,395
4,551
19,880
+62,844
26.2
1.8
24.5
Other Reportables
22,592
12,537
9,847
+10,055
8.8
4.9
3.9
Total reportable
255,948
256,495
-
-547
99.7
99.9
-0.2
Nonreportable
897
350
-
+547
0.3
0.1
0.2
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
253,955
Old crop / nearest months, contracts
253,955
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
253,955
-67,630
-5,520
+62,521
+10,082
-547
+547
Tue 13 Oct 2026
252,124
-67,852
-5,943
+63,495
+9,750
-550
+550
Tue 6 Oct 2026
265,887
-64,306
-6,873
+62,584
+8,019
-576
+576
Tue 29 Sep 2026
267,856
-62,662
-8,445
+63,471
+6,887
-749
+749
Tue 22 Sep 2026
267,291
-61,326
-9,202
+63,444
+6,314
-770
+770
Tue 15 Sep 2026
262,582
-59,070
-9,356
+60,792
+6,900
-734
+734
Tue 8 Sep 2026
277,217
-62,865
-12,317
+63,165
+6,116
-5,901
+5,901
Tue 1 Sep 2026
275,223
-54,792
-13,373
+60,609
+6,594
-962
+962
Tue 25 Aug 2026
271,035
-54,549
-12,878
+59,830
+7,082
-515
+515
Tue 18 Aug 2026
269,828
-53,895
-13,712
+58,080
+9,059
-468
+468
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.