Kilambi News
Wednesday, October 28, 2026

ISO NE MASS HUB DA OFF-PK FIXD COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -7,152 contracts in ISO NE MASS HUB DA OFF-PK FIXD, 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 familyDisaggregated
BasisFutures only
MarketISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV
CFTC contract code0643BF
Contract unit1 Mw Per Hour For About 368 Hours
Open interest, contracts62,043
Change in open interest, contracts+1,043

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User45,21245,247--3572.972.9-0.1
Swap Dealers5,7444,3762,135+1,3689.37.12.2
Managed Money207,172268-7,1520.011.6-11.5
Other Reportables7,7962,120503+5,67612.63.49.1
Total reportable61,67861,821--14399.499.6-0.2
Nonreportable365222-+1430.60.40.2

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-7,152
Week change-1,093
4-week change-2,778
13-week change-1,437
Net as % of open interest-11.5%
Percentile, 1 year (52 weeks)2
Percentile, 3 years (156 weeks)3
Z-score, 52 weeks-2.58
COT Index, 3 years4
52-week high of net-2,785
52-week low of net-7,152

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1916
Swap Dealers5-
Managed Money-6
Other Reportables55
Total reportable3937
Largest 4 traders, gross long44.9%
Largest 4 traders, gross short65.6%
Largest 8 traders, gross long68.8%
Largest 8 traders, gross short80.0%
Largest 4 traders, net long44.3%
Largest 4 traders, net short65.4%
Largest 8 traders, net long67.6%
Largest 8 traders, net short76.7%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User45,21245,247--3572.972.9-0.1
Swap Dealers5,7444,3762,135+1,3689.37.12.2
Managed Money207,172268-7,1520.011.6-11.5
Other Reportables7,7962,120503+5,67612.63.49.1
Total reportable61,67861,821--14399.499.6-0.2
Nonreportable365222-+1430.60.40.2

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, contracts62,043
Old crop / nearest months, contracts62,043
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202662,043-35+1,368-7,152+5,676-143+143
Tue 13 Oct 202661,000-2,071+1,412-6,059+6,603-115+115
Tue 6 Oct 202660,256-2,847+1,498-5,433+6,604-178+178
Tue 29 Sep 202663,317-2,345+1,624-5,767+6,276-212+212
Tue 22 Sep 202663,258-3,560+889-4,374+6,813-232+232
Tue 15 Sep 202661,667-3,296+979-3,196+5,294-219+219
Tue 8 Sep 202660,663-1,122+668-4,572+4,820-206+206
Tue 1 Sep 202663,656+336+1,129-5,919+4,179-275+275
Tue 25 Aug 202663,184+384+1,075-5,929+4,185-285+285
Tue 18 Aug 202662,449+425+1,162-5,935+4,078-270+270

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.