Kilambi News
Wednesday, October 28, 2026

PENNSYLVANIA AEC TIER 2-V2025 COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +1,110 contracts in PENNSYLVANIA AEC TIER 2-V2025, positions as of Tue 22 Jul 2025.

Data as of Positions as of Tue 22 Jul 2025; published Fri 25 Jul 2025

Positions as of Tue 22 Jul 2025 - published Fri 25 Jul 2025 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketPENNSYLVANIA AEC TIER 2-V2025 - NODAL EXCHANGE
CFTC contract code006NH2
Contract unit100 Aecs
Open interest, contracts22,954
Change in open interest, contracts+0

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User15,17812,928-+2,25066.156.39.8
Swap Dealers2,37700+2,37710.40.010.4
Managed Money1,11000+1,1104.80.04.8
Other Reportables4,2179,9540-5,73718.443.4-25.0
Total reportable22,88222,882-+099.799.70.0
Nonreportable7272-+00.30.30.0

Managed Money: position against its own history

Weekly net, last 62 reports

Managed Money net, contracts+1,110
Week change+0
4-week change+0
13-week change+0
Net as % of open interest4.8%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks1.22
COT Index, 3 years-
52-week high of net+1,110
52-week low of net+0

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User106
Swap Dealers-0
Managed Money-0
Other Reportables5-
Total reportable189
Largest 4 traders, gross long57.0%
Largest 4 traders, gross short87.6%
Largest 8 traders, gross long86.1%
Largest 8 traders, gross short98.8%
Largest 4 traders, net long57.0%
Largest 4 traders, net short87.6%
Largest 8 traders, net long86.1%
Largest 8 traders, net short98.8%

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/User15,17812,928-+2,25066.156.39.8
Swap Dealers2,37700+2,37710.40.010.4
Managed Money1,11000+1,1104.80.04.8
Other Reportables4,2179,9540-5,73718.443.4-25.0
Total reportable22,88222,882-+099.799.70.0
Nonreportable7272-+00.30.30.0

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, contracts22,954
Old crop / nearest months, contracts22,954
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 22 Jul 202522,954+2,250+2,377+1,110-5,737+0+0
Tue 15 Jul 202522,954+2,250+2,377+1,110-5,737+0+0
Tue 8 Jul 202522,954+2,250+2,377+1,110-5,737+0+0
Tue 1 Jul 202522,954+2,250+2,377+1,110-5,737+0+0
Tue 24 Jun 202523,454+1,750+2,377+1,110-5,237+0+0
Tue 17 Jun 202523,454+1,750+2,377+1,110-5,237+0+0
Tue 10 Jun 202523,204+2,000+2,127+1,110-5,237+0+0
Tue 3 Jun 202522,906+2,100+2,127+1,110-5,337+0+0
Tue 27 May 202522,956+2,600+2,127+1,110-5,837+0+0
Tue 20 May 202522,956+2,600+2,127+1,110-5,837+0+0

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 22 Jul 2025, published Fri 25 Jul 2025.