Kilambi News
Wednesday, October 28, 2026

PENNSYLVANIA AEC TIER 2-V2026 COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +3,951 contracts in PENNSYLVANIA AEC TIER 2-V2026, positions as of Tue 28 Jul 2026.

Data as of Positions as of Tue 28 Jul 2026; published Fri 31 Jul 2026

Positions as of Tue 28 Jul 2026 - published Fri 31 Jul 2026 (CFTC, Friday release)

Report familyDisaggregated
BasisFutures only
MarketPENNSYLVANIA AEC TIER 2-V2026 - NODAL EXCHANGE
CFTC contract code006NLV
Contract unit100 Mwh = 100 Tier 2 Aecs
Open interest, contracts28,211
Change in open interest, contracts+150

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User16,22013,644-+2,57657.548.49.1
Swap Dealers1,3941,5730-1794.95.6-0.6
Managed Money3,95100+3,95114.00.014.0
Other Reportables6,54612,8940-6,34823.245.7-22.5
Total reportable28,11128,111-+099.699.60.0
Nonreportable100100-+00.40.40.0

Managed Money: position against its own history

Weekly net, last 98 reports

Managed Money net, contracts+3,951
Week change+0
4-week change+0
13-week change+0
Net as % of open interest14.0%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)-
Z-score, 52 weeks1.01
COT Index, 3 years-
52-week high of net+3,951
52-week low of net+3,251

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User128
Managed Money-0
Other Reportables7-
Total reportable2312
Largest 4 traders, gross long59.3%
Largest 4 traders, gross short78.9%
Largest 8 traders, gross long82.5%
Largest 8 traders, gross short95.3%
Largest 4 traders, net long59.3%
Largest 4 traders, net short78.9%
Largest 8 traders, net long80.1%
Largest 8 traders, net short94.8%

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/User16,22013,644-+2,57657.548.49.1
Swap Dealers1,3941,5730-1794.95.6-0.6
Managed Money3,95100+3,95114.00.014.0
Other Reportables6,54612,8940-6,34823.245.7-22.5
Total reportable28,11128,111-+099.699.60.0
Nonreportable100100-+00.40.40.0

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, contracts28,211
Old crop / nearest months, contracts28,211
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 28 Jul 202628,211+2,576-179+3,951-6,348+0+0
Tue 21 Jul 202628,061+2,626-179+3,951-6,398+0+0
Tue 14 Jul 202627,781+2,556-179+3,951-6,328+0+0
Tue 7 Jul 202627,781+2,506-179+3,951-6,278+0+0
Tue 30 Jun 202627,781+2,506-179+3,951-6,278+0+0
Tue 23 Jun 202627,781+2,506-179+3,951-6,278+0+0
Tue 16 Jun 202628,141+2,406-179+3,951-6,178+0+0
Tue 9 Jun 202628,141+2,406-179+3,951-6,178+0+0
Tue 2 Jun 202628,141+2,406-179+3,951-6,178+0+0
Tue 26 May 202628,291+2,556-179+3,951-6,328+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 28 Jul 2026, published Fri 31 Jul 2026.