PJM AEP DAYTON HUB DA OFF-PK COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net -646 contracts in PJM AEP DAYTON HUB DA OFF-PK, 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 HUB DA OFF-PK - ICE FUTURES ENERGY DIV
CFTC contract code
06439C
Contract unit
Contracts Of About 352 Mwh
Open interest, contracts
54,847
Change in open interest, contracts
+1,235
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
26,076
11,977
-
+14,099
47.5
21.8
25.7
Swap Dealers
3,150
25,470
1,202
-22,320
5.7
46.4
-40.7
Managed Money
0
646
3,199
-646
0.0
1.2
-1.2
Other Reportables
19,036
10,889
925
+8,147
34.7
19.9
14.9
Total reportable
53,588
54,308
-
-720
97.7
99.0
-1.3
Nonreportable
1,259
539
-
+720
2.3
1.0
1.3
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-646
Week change
+875
4-week change
+849
13-week change
+2,258
Net as % of open interest
-1.2%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
78
Z-score, 52 weeks
1.68
COT Index, 3 years
85
52-week high of net
-322
52-week low of net
-3,395
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
25
24
Swap Dealers
4
5
Managed Money
0
-
Other Reportables
9
5
Total reportable
42
44
Largest 4 traders, gross long
46.0%
Largest 4 traders, gross short
66.5%
Largest 8 traders, gross long
62.0%
Largest 8 traders, gross short
78.8%
Largest 4 traders, net long
44.2%
Largest 4 traders, net short
61.7%
Largest 8 traders, net long
56.7%
Largest 8 traders, net short
69.7%
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
26,076
11,977
-
+14,099
47.5
21.8
25.7
Swap Dealers
3,150
25,470
1,202
-22,320
5.7
46.4
-40.7
Managed Money
0
646
3,199
-646
0.0
1.2
-1.2
Other Reportables
19,036
10,889
925
+8,147
34.7
19.9
14.9
Total reportable
53,588
54,308
-
-720
97.7
99.0
-1.3
Nonreportable
1,259
539
-
+720
2.3
1.0
1.3
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
54,847
Old crop / nearest months, contracts
54,847
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
54,847
+14,099
-22,320
-646
+8,147
-720
+720
Tue 13 Oct 2026
53,612
+14,936
-22,061
-1,521
+7,982
-664
+664
Tue 6 Oct 2026
52,229
+14,370
-21,376
-1,446
+7,795
-657
+657
Tue 29 Sep 2026
54,570
+14,951
-22,291
-1,528
+8,170
-698
+698
Tue 22 Sep 2026
54,182
+15,079
-22,080
-1,495
+7,790
-706
+706
Tue 15 Sep 2026
53,953
+15,362
-22,380
-1,414
+7,729
-703
+703
Tue 8 Sep 2026
53,358
+15,211
-22,405
-1,679
+8,155
-718
+718
Tue 1 Sep 2026
56,502
+16,586
-24,175
-2,216
+9,029
-776
+776
Tue 25 Aug 2026
56,250
+16,597
-24,100
-2,316
+9,051
-768
+768
Tue 18 Aug 2026
55,851
+15,648
-23,894
-2,316
+9,515
-1,047
+1,047
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.