Managed Money net -1,762 contracts in NYISO ZONE A DA 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 family
Disaggregated
Basis
Futures only
Market
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
0643BY
Contract unit
Contracts Of 800Mwh
Open interest, contracts
33,935
Change in open interest, contracts
+661
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
29,493
25,451
-
+4,042
86.9
75.0
11.9
Swap Dealers
756
2,876
1,753
-2,120
2.2
8.5
-6.2
Managed Money
278
2,040
137
-1,762
0.8
6.0
-5.2
Other Reportables
160
747
436
-587
0.5
2.2
-1.7
Total reportable
33,013
33,440
-
-427
97.3
98.5
-1.3
Nonreportable
922
495
-
+427
2.7
1.5
1.3
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-1,762
Week change
-681
4-week change
-616
13-week change
-803
Net as % of open interest
-5.2%
Percentile, 1 year (52 weeks)
27
Percentile, 3 years (156 weeks)
9
Z-score, 52 weeks
-0.82
COT Index, 3 years
12
52-week high of net
+1,301
52-week low of net
-2,534
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
15
14
Swap Dealers
4
4
Managed Money
-
4
Total reportable
28
26
Largest 4 traders, gross long
68.1%
Largest 4 traders, gross short
66.7%
Largest 8 traders, gross long
81.6%
Largest 8 traders, gross short
82.7%
Largest 4 traders, net long
66.7%
Largest 4 traders, net short
60.9%
Largest 8 traders, net long
74.4%
Largest 8 traders, net short
73.7%
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
29,493
25,451
-
+4,042
86.9
75.0
11.9
Swap Dealers
756
2,876
1,753
-2,120
2.2
8.5
-6.2
Managed Money
278
2,040
137
-1,762
0.8
6.0
-5.2
Other Reportables
160
747
436
-587
0.5
2.2
-1.7
Total reportable
33,013
33,440
-
-427
97.3
98.5
-1.3
Nonreportable
922
495
-
+427
2.7
1.5
1.3
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, contracts
33,935
Old crop / nearest months, contracts
33,935
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
33,935
+4,042
-2,120
-1,762
-587
-427
+427
Tue 13 Oct 2026
33,274
+3,796
-2,570
-1,081
-587
-442
+442
Tue 6 Oct 2026
32,909
+3,880
-2,705
-1,022
-581
-428
+428
Tue 29 Sep 2026
34,156
+4,260
-2,996
-896
-753
-385
+385
Tue 22 Sep 2026
33,413
+4,410
-2,366
-1,146
-918
-20
+20
Tue 15 Sep 2026
33,076
+3,699
-2,129
-415
-1,148
+7
-7
Tue 8 Sep 2026
32,251
+3,540
-2,325
-257
-969
-11
+11
Tue 1 Sep 2026
34,170
+4,308
-2,914
-576
-1,102
-284
+284
Tue 25 Aug 2026
33,198
+3,978
-2,744
-116
-1,402
-284
+284
Tue 18 Aug 2026
33,538
+4,696
-2,119
-654
-2,242
-319
+319
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.