Managed Money net -100 contracts in MISO.AMIL.BGS6_month_on_dap, positions as of Tue 31 Dec 2024.
Data as of Positions as of Tue 31 Dec 2024; published Fri 3 Jan 2025
Positions as of Tue 31 Dec 2024 - published Fri 3 Jan 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
MISO.AMIL.BGS6_month_on_dap - NODAL EXCHANGE
CFTC contract code
064ATW
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
10,161
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
9,146
6,678
-
+2,468
90.0
65.7
24.3
Swap Dealers
0
2,170
205
-2,170
0.0
21.4
-21.4
Managed Money
0
100
0
-100
0.0
1.0
-1.0
Other Reportables
0
433
0
-433
0.0
4.3
-4.3
Total reportable
9,351
9,586
-
-235
92.0
94.3
-2.3
Nonreportable
810
575
-
+235
8.0
5.7
2.3
Managed Money: position against its own history
Weekly net, last 27 reports
Managed Money net, contracts
-100
Week change
+0
4-week change
+0
13-week change
+285
Net as % of open interest
-1.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-100
52-week low of net
-935
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
5
Swap Dealers
0
-
Managed Money
0
-
Other Reportables
0
-
Total reportable
15
11
Largest 4 traders, gross long
54.7%
Largest 4 traders, gross short
79.3%
Largest 8 traders, gross long
83.5%
Largest 8 traders, gross short
92.0%
Largest 4 traders, net long
53.8%
Largest 4 traders, net short
63.0%
Largest 8 traders, net long
70.3%
Largest 8 traders, net short
72.7%
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
9,146
6,678
-
+2,468
90.0
65.7
24.3
Swap Dealers
0
2,170
205
-2,170
0.0
21.4
-21.4
Managed Money
0
100
0
-100
0.0
1.0
-1.0
Other Reportables
0
433
0
-433
0.0
4.3
-4.3
Total reportable
9,351
9,586
-
-235
92.0
94.3
-2.3
Nonreportable
810
575
-
+235
8.0
5.7
2.3
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
10,161
Old crop / nearest months, contracts
10,161
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 31 Dec 2024
10,161
+2,468
-2,170
-100
-433
-235
+235
Tue 24 Dec 2024
10,161
+2,468
-2,170
-100
-433
-235
+235
Tue 17 Dec 2024
10,161
+2,468
-2,170
-100
-433
-235
+235
Tue 10 Dec 2024
10,161
+2,468
-2,170
-100
-433
-235
+235
Tue 3 Dec 2024
9,921
+2,588
-2,170
-100
-433
-115
+115
Tue 26 Nov 2024
11,297
+2,889
-2,330
-200
-469
-110
+110
Tue 19 Nov 2024
11,297
+2,889
-2,330
-200
-469
-110
+110
Tue 12 Nov 2024
11,297
+2,889
-2,330
-200
-469
-110
+110
Tue 5 Nov 2024
11,222
+2,889
-2,330
-200
-469
-110
+110
Tue 29 Oct 2024
12,458
+3,210
-2,415
-300
-480
+15
-15
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 31 Dec 2024, published Fri 3 Jan 2025.