Managed Money net +2,533 contracts in PJM.AEP-DAYTON HUB_mo_off_dap, 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_mo_off_dap - NODAL EXCHANGE
CFTC contract code
064DLX
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
94,945
Change in open interest, contracts
+470
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
40,045
45,621
-
-5,576
42.2
48.0
-5.9
Swap Dealers
4,985
20,571
3,659
-15,586
5.3
21.7
-16.4
Managed Money
4,973
2,440
205
+2,533
5.2
2.6
2.7
Other Reportables
21,843
2,520
844
+19,323
23.0
2.7
20.4
Total reportable
76,554
75,860
-
+694
80.6
79.9
0.7
Nonreportable
18,391
19,085
-
-694
19.4
20.1
-0.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+2,533
Week change
+0
4-week change
+164
13-week change
+2,427
Net as % of open interest
2.7%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
2.17
COT Index, 3 years
100
52-week high of net
+2,533
52-week low of net
-1,320
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
20
Swap Dealers
-
5
Other Reportables
5
4
Total reportable
30
34
Largest 4 traders, gross long
42.6%
Largest 4 traders, gross short
35.2%
Largest 8 traders, gross long
61.1%
Largest 8 traders, gross short
53.7%
Largest 4 traders, net long
38.6%
Largest 4 traders, net short
33.3%
Largest 8 traders, net long
52.0%
Largest 8 traders, net short
48.7%
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
40,045
45,621
-
-5,576
42.2
48.0
-5.9
Swap Dealers
4,985
20,571
3,659
-15,586
5.3
21.7
-16.4
Managed Money
4,973
2,440
205
+2,533
5.2
2.6
2.7
Other Reportables
21,843
2,520
844
+19,323
23.0
2.7
20.4
Total reportable
76,554
75,860
-
+694
80.6
79.9
0.7
Nonreportable
18,391
19,085
-
-694
19.4
20.1
-0.7
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
94,945
Old crop / nearest months, contracts
94,945
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
94,945
-5,576
-15,586
+2,533
+19,323
+694
-694
Tue 13 Oct 2026
94,475
-6,101
-15,411
+2,533
+19,913
+934
-934
Tue 6 Oct 2026
93,675
-4,336
-15,816
+2,533
+18,553
+934
-934
Tue 29 Sep 2026
99,747
-5,421
-16,956
+2,424
+20,565
+612
-612
Tue 22 Sep 2026
98,907
-6,361
-16,331
+2,369
+20,935
+612
-612
Tue 15 Sep 2026
97,855
-5,593
-17,216
+2,369
+20,800
+360
-360
Tue 8 Sep 2026
96,500
-6,028
-17,436
+2,319
+21,505
+360
-360
Tue 1 Sep 2026
103,785
-6,721
-18,446
+2,310
+23,262
+405
-405
Tue 25 Aug 2026
98,865
-6,426
-17,491
+815
+23,507
+405
-405
Tue 18 Aug 2026
98,441
-6,382
-16,685
+190
+23,282
+405
-405
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.