ERCOT SOUTH 345 KV RT PEAK FIX COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -3,225 contracts in ERCOT SOUTH 345 KV RT PEAK 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 SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV
CFTC contract code
06439S
Contract unit
1 Mw Per Peak Hour
Open interest, contracts
27,147
Change in open interest, contracts
+275
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
21,822
15,221
-
+6,601
80.4
56.1
24.3
Swap Dealers
4,335
7,504
468
-3,169
16.0
27.6
-11.7
Managed Money
0
3,225
0
-3,225
0.0
11.9
-11.9
Other Reportables
25
105
255
-80
0.1
0.4
-0.3
Total reportable
26,905
26,778
-
+127
99.1
98.6
0.5
Nonreportable
242
369
-
-127
0.9
1.4
-0.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-3,225
Week change
+0
4-week change
+75
13-week change
-75
Net as % of open interest
-11.9%
Percentile, 1 year (52 weeks)
73
Percentile, 3 years (156 weeks)
91
Z-score, 52 weeks
0.51
COT Index, 3 years
98
52-week high of net
-3,150
52-week low of net
-3,675
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
9
Managed Money
0
-
Total reportable
20
15
Largest 4 traders, gross long
53.8%
Largest 4 traders, gross short
53.7%
Largest 8 traders, gross long
79.2%
Largest 8 traders, gross short
86.9%
Largest 4 traders, net long
53.8%
Largest 4 traders, net short
53.7%
Largest 8 traders, net long
75.5%
Largest 8 traders, net short
84.4%
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
21,822
15,221
-
+6,601
80.4
56.1
24.3
Swap Dealers
4,335
7,504
468
-3,169
16.0
27.6
-11.7
Managed Money
0
3,225
0
-3,225
0.0
11.9
-11.9
Other Reportables
25
105
255
-80
0.1
0.4
-0.3
Total reportable
26,905
26,778
-
+127
99.1
98.6
0.5
Nonreportable
242
369
-
-127
0.9
1.4
-0.5
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
27,147
Old crop / nearest months, contracts
27,147
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
27,147
+6,601
-3,169
-3,225
-80
+127
-127
Tue 13 Oct 2026
26,872
+6,601
-3,169
-3,225
-80
+127
-127
Tue 6 Oct 2026
28,569
+6,695
-3,727
-3,300
+480
+148
-148
Tue 29 Sep 2026
28,544
+6,720
-3,727
-3,300
+440
+133
-133
Tue 22 Sep 2026
28,279
+6,570
-3,577
-3,300
+440
+133
-133
Tue 15 Sep 2026
28,279
+6,570
-3,577
-3,300
+440
+133
-133
Tue 8 Sep 2026
30,167
+7,130
-3,810
-3,375
+965
+910
-910
Tue 1 Sep 2026
30,167
+6,399
-3,810
-3,375
+965
+179
-179
Tue 25 Aug 2026
30,167
+6,414
-3,810
-3,375
+950
+179
-179
Tue 18 Aug 2026
30,092
+6,339
-3,810
-3,375
+1,025
+179
-179
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.