Kilambi News
Wednesday, October 28, 2026

MISO IN. DAY-AHEAD PEAK COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -865 contracts in MISO IN. DAY-AHEAD PEAK, 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
MarketMISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV
CFTC contract code0643AZ
Contract unit1 Mw Per Peak Hour
Open interest, contracts23,381
Change in open interest, contracts+255

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User19,96110,225-+9,73685.443.741.6
Swap Dealers1988,0661,878-7,8680.834.5-33.7
Managed Money086510-8650.03.7-3.7
Other Reportables6501,982200-1,3322.88.5-5.7
Total reportable22,89723,226--32997.999.3-1.4
Nonreportable484155-+3292.10.71.4

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-865
Week change-1
4-week change+102
13-week change+35
Net as % of open interest-3.7%
Percentile, 1 year (52 weeks)40
Percentile, 3 years (156 weeks)18
Z-score, 52 weeks-0.26
COT Index, 3 years36
52-week high of net-133
52-week low of net-1,644

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User2213
Swap Dealers-4
Managed Money0-
Total reportable3022
Largest 4 traders, gross long61.8%
Largest 4 traders, gross short71.9%
Largest 8 traders, gross long79.3%
Largest 8 traders, gross short91.4%
Largest 4 traders, net long55.1%
Largest 4 traders, net short63.4%
Largest 8 traders, net long70.2%
Largest 8 traders, net short78.9%

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/User19,96110,225-+9,73685.443.741.6
Swap Dealers1988,0661,878-7,8680.834.5-33.7
Managed Money086510-8650.03.7-3.7
Other Reportables6501,982200-1,3322.88.5-5.7
Total reportable22,89723,226--32997.999.3-1.4
Nonreportable484155-+3292.10.71.4

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, contracts23,381
Old crop / nearest months, contracts23,381
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202623,381+9,736-7,868-865-1,332-329+329
Tue 13 Oct 202623,126+9,520-7,683-864-1,287-314+314
Tue 6 Oct 202624,490+10,141-7,464-1,067-1,925-315+315
Tue 29 Sep 202624,526+10,106-7,424-1,067-1,925-310+310
Tue 22 Sep 202622,879+9,789-7,337-967-1,816-331+331
Tue 15 Sep 202621,762+9,979-7,287-857-2,166-331+331
Tue 8 Sep 202623,313+9,809-7,192-873-2,513-769+769
Tue 1 Sep 202620,205+6,592-3,385-813-2,498-104+104
Tue 25 Aug 202619,868+6,693-3,976-815-2,121-219+219
Tue 18 Aug 202619,591+6,726-4,016-635-2,315-240+240

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.