Kilambi News
Wednesday, October 28, 2026

NYISO.CENTRL_month_off_dap COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +1,905 contracts in NYISO.CENTRL_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
MarketNYISO.CENTRL_month_off_dap - NODAL EXCHANGE
CFTC contract code064CTR
Contract unitMegawatt Hours (Mwh
Open interest, contracts32,914
Change in open interest, contracts+1,335

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User16,77331,459--14,68651.095.6-44.6
Swap Dealers3,991255630+3,73612.10.811.4
Managed Money1,90500+1,9055.80.05.8
Other Reportables8,04500+8,04524.40.024.4
Total reportable31,34432,344--1,00095.298.3-3.0
Nonreportable1,570570-+1,0004.81.73.0

Managed Money: position against its own history

Weekly net, last 70 reports

Managed Money net, contracts+1,905
Week change+1,900
4-week change+1,875
13-week change+1,755
Net as % of open interest5.8%
Percentile, 1 year (52 weeks)94
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks2.26
COT Index, 3 years-
52-week high of net+2,475
52-week low of net+5

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User125
Managed Money-0
Other Reportables-0
Total reportable2110
Largest 4 traders, gross long63.6%
Largest 4 traders, gross short96.1%
Largest 8 traders, gross long83.3%
Largest 8 traders, gross short98.1%
Largest 4 traders, net long63.0%
Largest 4 traders, net short95.5%
Largest 8 traders, net long82.3%
Largest 8 traders, net short95.5%

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/User16,77331,459--14,68651.095.6-44.6
Swap Dealers3,991255630+3,73612.10.811.4
Managed Money1,90500+1,9055.80.05.8
Other Reportables8,04500+8,04524.40.024.4
Total reportable31,34432,344--1,00095.298.3-3.0
Nonreportable1,570570-+1,0004.81.73.0

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, contracts32,914
Old crop / nearest months, contracts32,914
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202632,914-14,686+3,736+1,905+8,045-1,000+1,000
Tue 13 Oct 202631,579-14,946+4,206+5+9,735-1,000+1,000
Tue 6 Oct 202633,249-16,089+5,124+30+9,875-1,060+1,060
Tue 29 Sep 202632,709-17,134+5,604+30+10,475-1,025+1,025
Tue 22 Sep 202632,434-17,554+6,324+30+10,175-1,025+1,025
Tue 15 Sep 202632,404-17,609+6,444+30+10,240-895+895
Tue 8 Sep 202632,278-17,289+6,444+30+9,925-890+890
Tue 1 Sep 202633,868-18,119+7,029+55+10,085-950+950
Tue 25 Aug 202634,118-18,474+7,339+5+10,280-850+850
Tue 18 Aug 202633,938-18,874+7,519+5+10,400-950+950

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.