Kilambi News
Wednesday, October 28, 2026

NYISO ZONE A DA OFF-PK FIX PR COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -12 contracts in NYISO ZONE A DA OFF-PK FIX PR, 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 ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV
CFTC contract code0643BZ
Contract unit1Mw For About 368 Hours
Open interest, contracts32,541
Change in open interest, contracts+436

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User27,02324,674-+2,34983.075.87.2
Swap Dealers1,0693,9111,380-2,8423.312.0-8.7
Managed Money1,0381,050695-123.23.2-0.0
Other Reportables9790443+70.30.30.0
Total reportable31,74532,243--49897.699.1-1.5
Nonreportable796298-+4982.40.91.5

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts-12
Week change-625
4-week change-762
13-week change-158
Net as % of open interest-0.0%
Percentile, 1 year (52 weeks)35
Percentile, 3 years (156 weeks)18
Z-score, 52 weeks-0.73
COT Index, 3 years17
52-week high of net+2,886
52-week low of net-824

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1614
Swap Dealers5-
Total reportable2925
Largest 4 traders, gross long67.6%
Largest 4 traders, gross short67.7%
Largest 8 traders, gross long78.2%
Largest 8 traders, gross short83.2%
Largest 4 traders, net long62.6%
Largest 4 traders, net short65.7%
Largest 8 traders, net long69.7%
Largest 8 traders, net short73.1%

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/User27,02324,674-+2,34983.075.87.2
Swap Dealers1,0693,9111,380-2,8423.312.0-8.7
Managed Money1,0381,050695-123.23.2-0.0
Other Reportables9790443+70.30.30.0
Total reportable31,74532,243--49897.699.1-1.5
Nonreportable796298-+4982.40.91.5

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, contracts32,541
Old crop / nearest months, contracts32,541
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202632,541+2,349-2,842-12+7-498+498
Tue 13 Oct 202632,105+2,189-3,315+613+2-511+511
Tue 6 Oct 202632,159+2,209-3,194+466+2-517+517
Tue 29 Sep 202634,049+2,700-3,754+767-244-531+531
Tue 22 Sep 202633,570+2,850-3,654+750-499-553+553
Tue 15 Sep 202633,537+2,351-3,543+1,449-764-507+507
Tue 8 Sep 202632,614+2,291-3,740+1,644-714-519+519
Tue 1 Sep 202634,232+2,905-4,019+1,519-818-413+413
Tue 25 Aug 202634,167+2,868-3,559+1,317-1,018-392+392
Tue 18 Aug 202634,011+3,306-2,884+819-1,583-342+342

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.