NEPOOL DUAL RECs CLASS 1 COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +0 contracts in NEPOOL DUAL RECs CLASS 1, 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 family
Disaggregated
Basis
Futures only
Market
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV
CFTC contract code
0063DQ
Contract unit
100 Mwh Of Class 1 Renewable Energy Certificates
Open interest, contracts
12,760
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
9,910
4,234
-
+5,676
77.7
33.2
44.5
Swap Dealers
880
0
0
+880
6.9
0.0
6.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
1,065
7,546
905
-6,481
8.3
59.1
-50.8
Total reportable
12,760
12,685
-
+75
100.0
99.4
0.6
Nonreportable
0
75
-
-75
0.0
0.6
-0.6
Managed Money: position against its own history
Weekly net, last 150 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
+0
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
79
Z-score, 52 weeks
-
COT Index, 3 years
0
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
11
8
Swap Dealers
-
0
Managed Money
0
0
Total reportable
14
12
Largest 4 traders, gross long
51.1%
Largest 4 traders, gross short
67.0%
Largest 8 traders, gross long
79.5%
Largest 8 traders, gross short
92.0%
Largest 4 traders, net long
44.0%
Largest 4 traders, net short
67.0%
Largest 8 traders, net long
70.5%
Largest 8 traders, net short
85.0%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
9,910
4,234
-
+5,676
77.7
33.2
44.5
Swap Dealers
880
0
0
+880
6.9
0.0
6.9
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
1,065
7,546
905
-6,481
8.3
59.1
-50.8
Total reportable
12,760
12,685
-
+75
100.0
99.4
0.6
Nonreportable
0
75
-
-75
0.0
0.6
-0.6
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, contracts
12,760
Old crop / nearest months, contracts
12,760
Other months, contracts
0
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 13 Oct 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 6 Oct 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 29 Sep 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 22 Sep 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 15 Sep 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 8 Sep 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 1 Sep 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 25 Aug 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
Tue 18 Aug 2026
12,760
+5,676
+880
+0
-6,481
+75
-75
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.