Managed Money net -440 contracts in NYISO.HUD VL_month_on_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 family
Disaggregated
Basis
Futures only
Market
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE
CFTC contract code
064CXO
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
40,257
Change in open interest, contracts
+1,591
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
26,707
15,806
-
+10,901
66.3
39.3
27.1
Swap Dealers
2,206
7,545
2,979
-5,339
5.5
18.7
-13.3
Managed Money
705
1,145
1,315
-440
1.8
2.8
-1.1
Other Reportables
300
5,445
115
-5,145
0.7
13.5
-12.8
Total reportable
34,327
34,350
-
-23
85.3
85.3
-0.1
Nonreportable
5,930
5,907
-
+23
14.7
14.7
0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-440
Week change
-120
4-week change
+100
13-week change
+670
Net as % of open interest
-1.1%
Percentile, 1 year (52 weeks)
21
Percentile, 3 years (156 weeks)
43
Z-score, 52 weeks
-0.75
COT Index, 3 years
64
52-week high of net
+895
52-week low of net
-1,815
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
17
12
Swap Dealers
4
-
Total reportable
29
24
Largest 4 traders, gross long
33.9%
Largest 4 traders, gross short
48.4%
Largest 8 traders, gross long
54.0%
Largest 8 traders, gross short
67.9%
Largest 4 traders, net long
32.3%
Largest 4 traders, net short
45.3%
Largest 8 traders, net long
48.4%
Largest 8 traders, net short
58.1%
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
26,707
15,806
-
+10,901
66.3
39.3
27.1
Swap Dealers
2,206
7,545
2,979
-5,339
5.5
18.7
-13.3
Managed Money
705
1,145
1,315
-440
1.8
2.8
-1.1
Other Reportables
300
5,445
115
-5,145
0.7
13.5
-12.8
Total reportable
34,327
34,350
-
-23
85.3
85.3
-0.1
Nonreportable
5,930
5,907
-
+23
14.7
14.7
0.1
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
40,257
Old crop / nearest months, contracts
40,257
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
40,257
+10,901
-5,339
-440
-5,145
-23
+23
Tue 13 Oct 2026
38,666
+11,496
-5,714
-320
-5,485
-23
+23
Tue 6 Oct 2026
40,265
+12,276
-6,947
-180
-5,576
-427
+427
Tue 29 Sep 2026
39,995
+13,203
-8,112
-180
-4,996
-85
+85
Tue 22 Sep 2026
38,779
+13,213
-8,047
-540
-4,711
-85
+85
Tue 15 Sep 2026
37,090
+13,488
-8,442
-540
-4,531
-25
+25
Tue 8 Sep 2026
36,160
+13,803
-8,812
-540
-4,476
-25
+25
Tue 1 Sep 2026
38,085
+14,829
-9,430
-435
-4,946
+18
-18
Tue 25 Aug 2026
36,171
+14,164
-9,255
-615
-4,576
-282
+282
Tue 18 Aug 2026
38,167
+17,184
-9,575
-1,815
-6,076
-282
+282
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.