Kilambi News
Wednesday, October 28, 2026

MISO.INDIANA.HUB_month_off_dap COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -491 contracts in MISO.INDIANA.HUB_month_off_dap, 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.INDIANA.HUB_month_off_dap - NODAL EXCHANGE
CFTC contract code064BFJ
Contract unitMegawatt Hours (Mwh
Open interest, contracts22,669
Change in open interest, contracts+343

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User14,31913,897-+42263.261.31.9
Swap Dealers1,5112501,494+1,2616.71.15.6
Managed Money75566180-4910.32.5-2.2
Other Reportables01,0001,215-1,0000.04.4-4.4
Total reportable18,79418,602-+19282.982.10.8
Nonreportable3,8754,067--19217.117.9-0.8

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-491
Week change+0
4-week change+96
13-week change+109
Net as % of open interest-2.2%
Percentile, 1 year (52 weeks)96
Percentile, 3 years (156 weeks)60
Z-score, 52 weeks1.32
COT Index, 3 years66
52-week high of net-475
52-week low of net-2,300

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1614
Swap Dealers-4
Other Reportables0-
Total reportable2322
Largest 4 traders, gross long45.9%
Largest 4 traders, gross short53.7%
Largest 8 traders, gross long66.4%
Largest 8 traders, gross short68.8%
Largest 4 traders, net long42.6%
Largest 4 traders, net short45.2%
Largest 8 traders, net long55.5%
Largest 8 traders, net short57.3%

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/User14,31913,897-+42263.261.31.9
Swap Dealers1,5112501,494+1,2616.71.15.6
Managed Money75566180-4910.32.5-2.2
Other Reportables01,0001,215-1,0000.04.4-4.4
Total reportable18,79418,602-+19282.982.10.8
Nonreportable3,8754,067--19217.117.9-0.8

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, contracts22,669
Old crop / nearest months, contracts22,669
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202622,669+422+1,261-491-1,000+192-192
Tue 13 Oct 202622,326+722+1,261-491-1,300+192-192
Tue 6 Oct 202623,567+360+1,206-587-842+137-137
Tue 29 Sep 202622,907-490+1,206-587-292-163+163
Tue 22 Sep 202621,387-1,790+2,926-587-592-43+43
Tue 15 Sep 202620,980-1,530+2,666-587-592-43+43
Tue 8 Sep 202621,583-397+1,711-740-432+142-142
Tue 1 Sep 202621,193-796+1,775-740-157+82-82
Tue 25 Aug 202620,978-796+1,775-775-122+82-82
Tue 18 Aug 202620,253-1,306+1,805-475+178+202-202

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.