Managed Money net -2,611 contracts in NYISO ZONE J 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 J DA PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
0643BW
Contract unit
Contracts Of 800Mwh
Open interest, contracts
10,768
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
5,537
6,288
-
-751
51.4
58.4
-7.0
Swap Dealers
1,157
1,152
574
+5
10.7
10.7
0.0
Managed Money
0
2,611
40
-2,611
0.0
24.2
-24.2
Other Reportables
3,064
0
0
+3,064
28.5
0.0
28.5
Total reportable
10,372
10,665
-
-293
96.3
99.0
-2.7
Nonreportable
396
103
-
+293
3.7
1.0
2.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-2,611
Week change
+0
4-week change
+0
13-week change
-1,155
Net as % of open interest
-24.2%
Percentile, 1 year (52 weeks)
10
Percentile, 3 years (156 weeks)
3
Z-score, 52 weeks
-1.89
COT Index, 3 years
0
52-week high of net
+775
52-week low of net
-2,621
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
8
Managed Money
0
-
Other Reportables
4
0
Total reportable
19
14
Largest 4 traders, gross long
52.1%
Largest 4 traders, gross short
67.7%
Largest 8 traders, gross long
72.4%
Largest 8 traders, gross short
89.0%
Largest 4 traders, net long
50.1%
Largest 4 traders, net short
64.9%
Largest 8 traders, net long
69.5%
Largest 8 traders, net short
83.5%
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
5,537
6,288
-
-751
51.4
58.4
-7.0
Swap Dealers
1,157
1,152
574
+5
10.7
10.7
0.0
Managed Money
0
2,611
40
-2,611
0.0
24.2
-24.2
Other Reportables
3,064
0
0
+3,064
28.5
0.0
28.5
Total reportable
10,372
10,665
-
-293
96.3
99.0
-2.7
Nonreportable
396
103
-
+293
3.7
1.0
2.7
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
10,768
Old crop / nearest months, contracts
10,768
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
10,768
-751
+5
-2,611
+3,064
-293
+293
Tue 13 Oct 2026
10,768
-751
+5
-2,611
+3,064
-293
+293
Tue 6 Oct 2026
10,768
-751
+5
-2,611
+3,064
-293
+293
Tue 29 Sep 2026
11,256
-920
+129
-2,621
+3,142
-270
+270
Tue 22 Sep 2026
11,166
-970
+244
-2,611
+3,142
-195
+195
Tue 15 Sep 2026
10,206
-1,560
+244
-1,636
+2,727
-225
+225
Tue 8 Sep 2026
10,003
-1,860
+544
-1,636
+2,727
-225
+225
Tue 1 Sep 2026
10,787
-1,954
+622
-1,791
+2,946
-177
+177
Tue 25 Aug 2026
10,538
-1,779
+372
-1,716
+2,946
-177
+177
Tue 18 Aug 2026
10,059
-2,007
+492
-1,416
+2,766
-165
+165
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.