Kilambi News
Wednesday, October 28, 2026

MARYLAND SOLAR REC COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +4,500 contracts in MARYLAND SOLAR REC, 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
MarketMARYLAND SOLAR REC - ICE FUTURES ENERGY DIV
CFTC contract code0063DN
Contract unit10 Srecs
Open interest, contracts81,431
Change in open interest, contracts+2,000

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User48,43137,300-+11,13159.545.813.7
Swap Dealers17,75040,9810-23,23121.850.3-28.5
Managed Money4,50000+4,5005.50.05.5
Other Reportables10,7503,1500+7,60013.23.99.3
Total reportable81,43181,431-+0100.0100.00.0
Nonreportable00-+00.00.00.0

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+4,500
Week change+2,000
4-week change+4,500
13-week change+4,500
Net as % of open interest5.5%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)100
Z-score, 52 weeks6.23
COT Index, 3 years100
52-week high of net+4,500
52-week low of net+0

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User106
Managed Money-0
Total reportable1611
Largest 4 traders, gross long66.1%
Largest 4 traders, gross short89.0%
Largest 8 traders, gross long87.9%
Largest 8 traders, gross short98.0%
Largest 4 traders, net long52.9%
Largest 4 traders, net short71.3%
Largest 8 traders, net long70.1%
Largest 8 traders, net short78.0%

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/User48,43137,300-+11,13159.545.813.7
Swap Dealers17,75040,9810-23,23121.850.3-28.5
Managed Money4,50000+4,5005.50.05.5
Other Reportables10,7503,1500+7,60013.23.99.3
Total reportable81,43181,431-+0100.0100.00.0
Nonreportable00-+00.00.00.0

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, contracts81,431
Old crop / nearest months, contracts81,431
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202681,431+11,131-23,231+4,500+7,600+0+0
Tue 13 Oct 202679,431+13,131-23,231+2,500+7,600+0+0
Tue 6 Oct 202676,931+15,631-23,231+0+7,600+0+0
Tue 29 Sep 202676,931+15,631-23,231+0+7,600+0+0
Tue 22 Sep 202676,931+15,631-23,231+0+7,600+0+0
Tue 15 Sep 202655,931+15,731-23,331+0+7,600+0+0
Tue 8 Sep 202655,581+16,081-23,681+0+7,600+0+0
Tue 1 Sep 202655,581+16,081-23,681+0+7,600+0+0
Tue 25 Aug 202655,581+16,081-23,681+0+7,600+0+0
Tue 18 Aug 202655,581+16,081-23,681+0+7,600+0+0

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.