Kilambi News
Wednesday, October 28, 2026

MISO.INDIANA.HUB_month_on_rtp COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +375 contracts in MISO.INDIANA.HUB_month_on_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_on_rtp - NODAL EXCHANGE
CFTC contract code064FJY
Contract unitMegawatt Hours (Mwh
Open interest, contracts27,315
Change in open interest, contracts+245

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User17,07013,475-+3,59562.549.313.2
Swap Dealers6203,6453,490-3,0252.313.3-11.1
Managed Money37500+3751.40.01.4
Other Reportables301,4801,250-1,4500.15.4-5.3
Total reportable22,83523,340--50583.685.4-1.8
Nonreportable4,4803,975-+50516.414.61.8

Managed Money: position against its own history

Weekly net, last 142 reports

Managed Money net, contracts+375
Week change+0
4-week change-125
13-week change-375
Net as % of open interest1.4%
Percentile, 1 year (52 weeks)12
Percentile, 3 years (156 weeks)31
Z-score, 52 weeks-1.11
COT Index, 3 years86
52-week high of net+2,000
52-week low of net+0

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1214
Managed Money-0
Total reportable2020
Largest 4 traders, gross long50.8%
Largest 4 traders, gross short54.1%
Largest 8 traders, gross long66.1%
Largest 8 traders, gross short67.8%
Largest 4 traders, net long38.2%
Largest 4 traders, net short38.6%
Largest 8 traders, net long42.8%
Largest 8 traders, net short44.6%

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/User17,07013,475-+3,59562.549.313.2
Swap Dealers6203,6453,490-3,0252.313.3-11.1
Managed Money37500+3751.40.01.4
Other Reportables301,4801,250-1,4500.15.4-5.3
Total reportable22,83523,340--50583.685.4-1.8
Nonreportable4,4803,975-+50516.414.61.8

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, contracts27,315
Old crop / nearest months, contracts27,315
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202627,315+3,595-3,025+375-1,450-505+505
Tue 13 Oct 202627,070+3,795-3,025+375-1,650-505+505
Tue 6 Oct 202628,745+5,434-3,144+500-3,110-320+320
Tue 29 Sep 202628,430+5,669-2,949+500-3,660-440+440
Tue 22 Sep 202628,615+8,584-6,359+500-3,165-440+440
Tue 15 Sep 202628,340+8,909-6,609+500-3,240-440+440
Tue 8 Sep 202630,080+9,094-6,484+625-3,680-445+445
Tue 1 Sep 202630,110+9,474-6,589+625-3,955-445+445
Tue 25 Aug 202629,810+9,354-6,589+625-3,835-445+445
Tue 18 Aug 202629,050+9,954-6,889+625-4,135-445+445

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.