Kilambi News
Wednesday, October 28, 2026

MISO INDIANA HUB RT PEAK COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +726 contracts in MISO INDIANA HUB RT 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 INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV
CFTC contract code0643B3
Contract unitContracts Of 800 Mwh
Open interest, contracts37,875
Change in open interest, contracts-455

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User21,07521,853--77855.657.7-2.1
Swap Dealers7,7411,7321,799+6,00920.44.615.9
Managed Money3,7503,02449+7269.98.01.9
Other Reportables05,8562,740-5,8560.015.5-15.5
Total reportable37,15437,053-+10198.197.80.3
Nonreportable721822--1011.92.2-0.3

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+726
Week change-4
4-week change+618
13-week change-1,509
Net as % of open interest1.9%
Percentile, 1 year (52 weeks)48
Percentile, 3 years (156 weeks)55
Z-score, 52 weeks-0.36
COT Index, 3 years31
52-week high of net+6,277
52-week low of net-1,342

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1715
Other Reportables0-
Total reportable2525
Largest 4 traders, gross long55.6%
Largest 4 traders, gross short53.3%
Largest 8 traders, gross long78.2%
Largest 8 traders, gross short73.5%
Largest 4 traders, net long48.0%
Largest 4 traders, net short42.8%
Largest 8 traders, net long62.2%
Largest 8 traders, net short59.8%

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/User21,07521,853--77855.657.7-2.1
Swap Dealers7,7411,7321,799+6,00920.44.615.9
Managed Money3,7503,02449+7269.98.01.9
Other Reportables05,8562,740-5,8560.015.5-15.5
Total reportable37,15437,053-+10198.197.80.3
Nonreportable721822--1011.92.2-0.3

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, contracts37,875
Old crop / nearest months, contracts37,875
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202637,875-778+6,009+726-5,856+101-101
Tue 13 Oct 202638,330-958+5,929+730-5,610+91-91
Tue 6 Oct 202640,484-892+6,159+218-5,406+79-79
Tue 29 Sep 202640,442-1,314+6,229+188-5,035+68-68
Tue 22 Sep 202639,116+1,009+3,856+108-4,879+94-94
Tue 15 Sep 202637,853+411+4,189-77-4,469+54-54
Tue 8 Sep 202641,223-967+4,534+1,048-3,963+652-652
Tue 1 Sep 202641,821+1,788+837+1,008-3,939-306+306
Tue 25 Aug 202641,688+1,105+1,793+1,005-4,224-321+321
Tue 18 Aug 202639,295+257+1,618+1,207-3,449-367+367

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.