Kilambi News
Wednesday, October 28, 2026

MISO IN. REAL-TIME OFF-PEAK COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +1,963 contracts in MISO IN. REAL-TIME OFF-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. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV
CFTC contract code06439L
Contract unitContracts Of About 352 Mwh
Open interest, contracts31,800
Change in open interest, contracts+844

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User20,39318,710-+1,68364.158.85.3
Swap Dealers3,7461,9932,645+1,75311.86.35.5
Managed Money3,7191,75680+1,96311.75.56.2
Other Reportables05,156935-5,1560.016.2-16.2
Total reportable31,51831,275-+24399.198.30.8
Nonreportable282525--2430.91.7-0.8

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+1,963
Week change-20
4-week change+392
13-week change+441
Net as % of open interest6.2%
Percentile, 1 year (52 weeks)96
Percentile, 3 years (156 weeks)88
Z-score, 52 weeks1.17
COT Index, 3 years89
52-week high of net+1,990
52-week low of net-360

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1916
Swap Dealers-4
Other Reportables0-
Total reportable2627
Largest 4 traders, gross long58.7%
Largest 4 traders, gross short45.9%
Largest 8 traders, gross long77.1%
Largest 8 traders, gross short70.0%
Largest 4 traders, net long45.9%
Largest 4 traders, net short38.1%
Largest 8 traders, net long60.3%
Largest 8 traders, net short57.4%

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/User20,39318,710-+1,68364.158.85.3
Swap Dealers3,7461,9932,645+1,75311.86.35.5
Managed Money3,7191,75680+1,96311.75.56.2
Other Reportables05,156935-5,1560.016.2-16.2
Total reportable31,51831,275-+24399.198.30.8
Nonreportable282525--2430.91.7-0.8

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, contracts31,800
Old crop / nearest months, contracts31,800
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202631,800+1,683+1,753+1,963-5,156+243-243
Tue 13 Oct 202630,956+1,622+174+1,983-3,536+243-243
Tue 6 Oct 202632,088+1,861+483+1,660-3,783+221-221
Tue 29 Sep 202631,908+1,646+698+1,660-3,783+221-221
Tue 22 Sep 202630,549+2,737-174+1,571-3,933+201-201
Tue 15 Sep 202630,362+2,817-30+1,451-4,033+205-205
Tue 8 Sep 202631,506+2,969+681+1,240-4,251+639-639
Tue 1 Sep 202632,705+6,223-3,269+1,310-4,243+21-21
Tue 25 Aug 202632,610+5,982-2,891+1,368-4,438+21-21
Tue 18 Aug 202629,890+5,142-3,033+1,561-3,644+26-26

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.