NYISO ZONE J DA OFF-PK FIXED COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -2,135 contracts in NYISO ZONE J DA OFF-PK FIXED, 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 J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
0643BX
Contract unit
1 Mw For About 368 Hours
Open interest, contracts
9,185
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
4,459
5,555
-
-1,096
48.5
60.5
-11.9
Swap Dealers
957
958
327
-1
10.4
10.4
-0.0
Managed Money
110
2,245
0
-2,135
1.2
24.4
-23.2
Other Reportables
2,774
0
0
+2,774
30.2
0.0
30.2
Total reportable
8,627
9,085
-
-458
93.9
98.9
-5.0
Nonreportable
558
100
-
+458
6.1
1.1
5.0
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-2,135
Week change
+0
4-week change
+10
13-week change
-1,375
Net as % of open interest
-23.2%
Percentile, 1 year (52 weeks)
10
Percentile, 3 years (156 weeks)
6
Z-score, 52 weeks
-2.19
COT Index, 3 years
21
52-week high of net
+655
52-week low of net
-2,145
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
8
Other Reportables
-
0
Total reportable
17
13
Largest 4 traders, gross long
54.3%
Largest 4 traders, gross short
69.3%
Largest 8 traders, gross long
74.7%
Largest 8 traders, gross short
88.8%
Largest 4 traders, net long
54.3%
Largest 4 traders, net short
66.0%
Largest 8 traders, net long
72.1%
Largest 8 traders, net short
84.0%
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
4,459
5,555
-
-1,096
48.5
60.5
-11.9
Swap Dealers
957
958
327
-1
10.4
10.4
-0.0
Managed Money
110
2,245
0
-2,135
1.2
24.4
-23.2
Other Reportables
2,774
0
0
+2,774
30.2
0.0
30.2
Total reportable
8,627
9,085
-
-458
93.9
98.9
-5.0
Nonreportable
558
100
-
+458
6.1
1.1
5.0
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, contracts
9,185
Old crop / nearest months, contracts
9,185
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
9,185
-1,096
-1
-2,135
+2,774
-458
+458
Tue 13 Oct 2026
9,185
-1,096
-1
-2,135
+2,774
-458
+458
Tue 6 Oct 2026
9,185
-1,096
-1
-2,135
+2,774
-458
+458
Tue 29 Sep 2026
9,636
-1,223
+86
-2,145
+2,860
-422
+422
Tue 22 Sep 2026
9,591
-1,223
+161
-2,145
+2,860
-347
+347
Tue 15 Sep 2026
8,626
-1,813
+161
-1,170
+2,425
-397
+397
Tue 8 Sep 2026
8,356
-2,173
+461
-1,170
+2,425
-457
+457
Tue 1 Sep 2026
8,898
-2,359
+572
-1,210
+2,597
-400
+400
Tue 25 Aug 2026
8,823
-2,359
+497
-1,135
+2,597
-400
+400
Tue 18 Aug 2026
8,293
-2,467
+617
-835
+2,597
-88
+88
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.