Managed Money net +0 contracts in PENNSYLVANIA AEC TIER 2-V2029, 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
PENNSYLVANIA AEC TIER 2-V2029 - NODAL EXCHANGE
CFTC contract code
006NNO
Contract unit
100 Mwh = 100 Tier 2 Aecs
Open interest, contracts
11,175
Change in open interest, contracts
+550
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
10,025
6,665
-
+3,360
89.7
59.6
30.1
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
1,130
4,510
0
-3,380
10.1
40.4
-30.2
Total reportable
11,155
11,175
-
-20
99.8
100.0
-0.2
Nonreportable
20
0
-
+20
0.2
0.0
0.2
Managed Money: position against its own history
Weekly net, last 6 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
-
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
13
4
Swap Dealers
0
0
Managed Money
0
0
Total reportable
15
6
Largest 4 traders, gross long
55.5%
Largest 4 traders, gross short
97.3%
Largest 8 traders, gross long
86.3%
Largest 8 traders, gross short
100.0%
Largest 4 traders, net long
55.5%
Largest 4 traders, net short
97.3%
Largest 8 traders, net long
86.3%
Largest 8 traders, net short
100.0%
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
10,103
7,036
-
+3,067
86.8
60.4
26.3
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
1,168
4,255
349
-3,087
10.0
36.6
-26.5
Total reportable
11,620
11,640
-
-20
99.8
100.0
-0.2
Nonreportable
20
0
-
+20
0.2
0.0
0.2
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
11,175
Old crop / nearest months, contracts
11,175
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
11,175
+3,360
+0
+0
-3,380
-20
+20
Tue 13 Oct 2026
10,625
+3,610
+0
+0
-3,630
-20
+20
Tue 6 Oct 2026
10,625
+3,610
+0
+0
-3,630
-20
+20
Tue 29 Sep 2026
10,475
+3,260
+0
+0
-3,280
-20
+20
Tue 22 Sep 2026
10,275
+3,410
+0
+0
-3,410
+0
+0
Tue 8 Sep 2026
10,075
+3,560
+0
+0
-3,560
+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 20 Oct 2026, published Fri 23 Oct 2026.