Kilambi News
Wednesday, October 28, 2026

MISO.INDIANA.HUB_month_off_rtp COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +730 contracts in MISO.INDIANA.HUB_month_off_rtp, 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_rtp - NODAL EXCHANGE
CFTC contract code064FJZ
Contract unitMegawatt Hours (Mwh
Open interest, contracts25,950
Change in open interest, contracts+10

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User17,74613,085-+4,66168.450.418.0
Swap Dealers8294,1002,991-3,2713.215.8-12.6
Managed Money73000+7302.80.02.8
Other Reportables402,23060-2,1900.28.6-8.4
Total reportable22,39622,466--7086.386.6-0.3
Nonreportable3,5543,484-+7013.713.40.3

Managed Money: position against its own history

Weekly net, last 116 reports

Managed Money net, contracts+730
Week change+0
4-week change-115
13-week change-170
Net as % of open interest2.8%
Percentile, 1 year (52 weeks)4
Percentile, 3 years (156 weeks)27
Z-score, 52 weeks-1.74
COT Index, 3 years51
52-week high of net+1,650
52-week low of net+730

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1214
Managed Money-0
Total reportable2020
Largest 4 traders, gross long60.2%
Largest 4 traders, gross short53.1%
Largest 8 traders, gross long72.5%
Largest 8 traders, gross short68.5%
Largest 4 traders, net long48.3%
Largest 4 traders, net short45.8%
Largest 8 traders, net long54.6%
Largest 8 traders, net short53.9%

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/User17,74613,085-+4,66168.450.418.0
Swap Dealers8294,1002,991-3,2713.215.8-12.6
Managed Money73000+7302.80.02.8
Other Reportables402,23060-2,1900.28.6-8.4
Total reportable22,39622,466--7086.386.6-0.3
Nonreportable3,5543,484-+7013.713.40.3

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, contracts25,950
Old crop / nearest months, contracts25,950
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202625,950+4,661-3,271+730-2,190-70+70
Tue 13 Oct 202625,940+4,661-3,271+730-2,190-70+70
Tue 6 Oct 202627,100+5,944-3,811+845-3,043-65+65
Tue 29 Sep 202627,120+6,524-3,811+845-3,743-185+185
Tue 22 Sep 202627,570+8,914-6,716+845-3,218-175+175
Tue 15 Sep 202627,270+8,614-6,416+845-3,218-175+175
Tue 8 Sep 202628,960+8,764-6,511+1,015-3,448-180+180
Tue 1 Sep 202629,145+9,213-6,685+1,015-3,723-180+180
Tue 25 Aug 202628,825+9,083-6,685+1,050-3,628-180+180
Tue 18 Aug 202627,815+9,513-6,985+750-3,578-300+300

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.