Kilambi News
Wednesday, October 28, 2026

SPP SOUTH HUB DA PEAK FIXED COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net -315 contracts in SPP SOUTH HUB DA PEAK FIXED, positions as of Tue 24 Jun 2025.

Data as of Positions as of Tue 24 Jun 2025; published Fri 27 Jun 2025

Positions as of Tue 24 Jun 2025 - published Fri 27 Jun 2025 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketSPP SOUTH HUB DA PEAK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code0643F4
Contract unit1 Mw
Open interest, contracts5,401
Change in open interest, contracts-

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User2,0914,094--2,00338.775.8-37.1
Swap Dealers2,2070555+2,20740.90.040.9
Managed Money0315300-3150.05.8-5.8
Other Reportables1302510+1052.40.51.9
Total reportable5,2935,299--698.098.1-0.1
Nonreportable108102-+62.01.90.1

Managed Money: position against its own history

Managed Money net, contracts-315
Week change-
4-week change-
13-week change-
Net as % of open interest-5.8%
Percentile, 1 year (52 weeks)-
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks-
COT Index, 3 years-
52-week high of net-315
52-week low of net-315

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User79
Swap Dealers-0
Managed Money0-
Total reportable1313
Largest 4 traders, gross long69.5%
Largest 4 traders, gross short65.9%
Largest 8 traders, gross long90.2%
Largest 8 traders, gross short93.9%
Largest 4 traders, net long58.1%
Largest 4 traders, net short61.2%
Largest 8 traders, net long72.2%
Largest 8 traders, net short73.8%

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/User2,0914,094--2,00338.775.8-37.1
Swap Dealers2,2070555+2,20740.90.040.9
Managed Money0315300-3150.05.8-5.8
Other Reportables1302510+1052.40.51.9
Total reportable5,2935,299--698.098.1-0.1
Nonreportable108102-+62.01.90.1

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, contracts5,401
Old crop / nearest months, contracts5,401
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 24 Jun 20255,401-2,003+2,207-315+105-6+6

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 24 Jun 2025, published Fri 27 Jun 2025.