AEP DAYTON HUB DA PEAK DAILY COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +400 contracts in AEP DAYTON HUB DA PEAK DAILY, 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
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV
CFTC contract code
06439E
Contract unit
Contracts Of About 16 Mwh
Open interest, contracts
10,450
Change in open interest, contracts
-800
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
7,400
6,750
-
+650
70.8
64.6
6.2
Swap Dealers
1,250
2,400
0
-1,150
12.0
23.0
-11.0
Managed Money
800
400
0
+400
7.7
3.8
3.8
Other Reportables
700
600
0
+100
6.7
5.7
1.0
Total reportable
10,150
10,150
-
+0
97.1
97.1
0.0
Nonreportable
300
300
-
+0
2.9
2.9
0.0
Managed Money: position against its own history
Weekly net, last 108 reports
Managed Money net, contracts
+400
Week change
-550
4-week change
+250
13-week change
+1,410
Net as % of open interest
3.8%
Percentile, 1 year (52 weeks)
69
Percentile, 3 years (156 weeks)
77
Z-score, 52 weeks
0.07
COT Index, 3 years
34
52-week high of net
+6,150
52-week low of net
-2,550
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
13
Total reportable
17
19
Largest 4 traders, gross long
57.4%
Largest 4 traders, gross short
70.3%
Largest 8 traders, gross long
81.8%
Largest 8 traders, gross short
81.3%
Largest 4 traders, net long
45.5%
Largest 4 traders, net short
54.1%
Largest 8 traders, net long
63.2%
Largest 8 traders, net short
63.2%
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
11,020
8,560
-
+2,460
78.3
60.8
17.5
Swap Dealers
1,250
2,400
0
-1,150
8.9
17.1
-8.2
Managed Money
800
400
0
+400
5.7
2.8
2.8
Other Reportables
700
2,410
0
-1,710
5.0
17.1
-12.2
Total reportable
13,770
13,770
-
+0
97.9
97.9
0.0
Nonreportable
300
300
-
+0
2.1
2.1
0.0
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
10,450
Old crop / nearest months, contracts
10,450
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
10,450
+650
-1,150
+400
+100
+0
+0
Tue 13 Oct 2026
11,250
+1,500
-4,850
+950
+2,250
-150
+150
Tue 6 Oct 2026
11,350
-1,900
+0
-350
+2,300
+50
-50
Tue 29 Sep 2026
6,700
+100
-450
+50
+350
+50
-50
Tue 15 Sep 2026
4,500
-500
-100
+150
+450
+0
+0
Tue 8 Sep 2026
6,600
+1,000
-50
-1,100
-50
-200
+200
Tue 1 Sep 2026
6,550
+1,350
-200
-600
-900
-350
+350
Tue 18 Aug 2026
3,350
+200
+600
-150
-700
-50
+50
Tue 11 Aug 2026
4,400
+450
+100
-150
-400
+0
+0
Tue 28 Jul 2026
3,400
+1,850
+50
+150
-2,000
+50
-50
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.