Managed Money net -1,316 contracts in PJM AEP DAYTON DA PEAK, 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
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
06439F
Contract unit
Contracts Of About 352 Mwh
Open interest, contracts
60,615
Change in open interest, contracts
-24
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
30,847
18,479
-
+12,368
50.9
30.5
20.4
Swap Dealers
4,891
24,358
1,496
-19,467
8.1
40.2
-32.1
Managed Money
0
1,316
2,569
-1,316
0.0
2.2
-2.2
Other Reportables
18,395
11,006
859
+7,389
30.3
18.2
12.2
Total reportable
59,057
60,083
-
-1,026
97.4
99.1
-1.7
Nonreportable
1,558
532
-
+1,026
2.6
0.9
1.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-1,316
Week change
-38
4-week change
-478
13-week change
+2,184
Net as % of open interest
-2.2%
Percentile, 1 year (52 weeks)
71
Percentile, 3 years (156 weeks)
64
Z-score, 52 weeks
0.82
COT Index, 3 years
77
52-week high of net
-367
52-week low of net
-5,165
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
29
27
Swap Dealers
5
4
Managed Money
0
-
Other Reportables
8
7
Total reportable
45
51
Largest 4 traders, gross long
41.6%
Largest 4 traders, gross short
62.4%
Largest 8 traders, gross long
56.6%
Largest 8 traders, gross short
79.3%
Largest 4 traders, net long
40.8%
Largest 4 traders, net short
59.3%
Largest 8 traders, net long
54.0%
Largest 8 traders, net short
70.7%
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
30,847
18,479
-
+12,368
50.9
30.5
20.4
Swap Dealers
4,891
24,358
1,496
-19,467
8.1
40.2
-32.1
Managed Money
0
1,316
2,569
-1,316
0.0
2.2
-2.2
Other Reportables
18,395
11,006
859
+7,389
30.3
18.2
12.2
Total reportable
59,057
60,083
-
-1,026
97.4
99.1
-1.7
Nonreportable
1,558
532
-
+1,026
2.6
0.9
1.7
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
60,615
Old crop / nearest months, contracts
60,615
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
60,615
+12,368
-19,467
-1,316
+7,389
-1,026
+1,026
Tue 13 Oct 2026
60,639
+12,363
-19,370
-1,278
+7,405
-880
+880
Tue 6 Oct 2026
60,051
+12,632
-19,324
-1,278
+7,133
-837
+837
Tue 29 Sep 2026
63,213
+12,953
-20,113
-1,024
+7,265
-919
+919
Tue 22 Sep 2026
62,923
+12,966
-20,062
-838
+7,012
-922
+922
Tue 15 Sep 2026
62,725
+13,546
-20,323
-1,008
+6,974
-811
+811
Tue 8 Sep 2026
61,438
+13,097
-19,743
-1,611
+7,340
-917
+917
Tue 1 Sep 2026
66,203
+14,706
-21,180
-2,300
+8,010
-764
+764
Tue 25 Aug 2026
65,724
+14,686
-21,096
-2,670
+8,010
-1,070
+1,070
Tue 18 Aug 2026
65,654
+14,329
-21,048
-2,719
+8,388
-1,050
+1,050
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.