Managed Money net -12,138 contracts in SP15 FIN DA PEAK 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
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
064395
Contract unit
Contracts Of About 400 Mwh
Open interest, contracts
91,413
Change in open interest, contracts
+344
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
67,527
46,392
-
+21,135
73.9
50.7
23.1
Swap Dealers
6,384
16,681
1,719
-10,297
7.0
18.2
-11.3
Managed Money
269
12,407
6,096
-12,138
0.3
13.6
-13.3
Other Reportables
3,384
2,565
5,406
+819
3.7
2.8
0.9
Total reportable
90,785
91,266
-
-481
99.3
99.8
-0.5
Nonreportable
628
147
-
+481
0.7
0.2
0.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-12,138
Week change
-183
4-week change
+2,110
13-week change
+9,109
Net as % of open interest
-13.3%
Percentile, 1 year (52 weeks)
42
Percentile, 3 years (156 weeks)
31
Z-score, 52 weeks
-0.42
COT Index, 3 years
40
52-week high of net
+1,968
52-week low of net
-21,540
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
26
28
Swap Dealers
4
-
Managed Money
4
10
Other Reportables
9
6
Total reportable
55
57
Largest 4 traders, gross long
44.4%
Largest 4 traders, gross short
37.4%
Largest 8 traders, gross long
68.5%
Largest 8 traders, gross short
59.8%
Largest 4 traders, net long
42.6%
Largest 4 traders, net short
30.6%
Largest 8 traders, net long
56.8%
Largest 8 traders, net short
46.7%
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
67,527
46,392
-
+21,135
73.9
50.7
23.1
Swap Dealers
6,384
16,681
1,719
-10,297
7.0
18.2
-11.3
Managed Money
269
12,407
6,096
-12,138
0.3
13.6
-13.3
Other Reportables
3,384
2,565
5,406
+819
3.7
2.8
0.9
Total reportable
90,785
91,266
-
-481
99.3
99.8
-0.5
Nonreportable
628
147
-
+481
0.7
0.2
0.5
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, contracts
91,413
Old crop / nearest months, contracts
91,413
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
91,413
+21,135
-10,297
-12,138
+819
-481
+481
Tue 13 Oct 2026
91,069
+20,458
-9,590
-11,955
+608
-479
+479
Tue 6 Oct 2026
93,108
+20,609
-9,219
-10,746
-1,024
-380
+380
Tue 29 Sep 2026
103,363
+23,608
-7,356
-15,210
-1,309
-267
+267
Tue 22 Sep 2026
102,109
+20,797
-5,939
-14,248
-911
-301
+301
Tue 15 Sep 2026
100,437
+21,551
-7,208
-13,674
-993
-324
+324
Tue 8 Sep 2026
99,688
+18,804
-5,484
-12,425
-855
+40
-40
Tue 1 Sep 2026
110,078
+23,233
-4,593
-17,892
-520
+228
-228
Tue 25 Aug 2026
109,145
+23,756
-5,813
-18,215
+375
+103
-103
Tue 18 Aug 2026
106,458
+22,531
-5,199
-19,209
+2,039
+162
-162
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.