Managed Money net -6,525 contracts in PJM.AEP-DAYTON HUB_mo_off_rtp, 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_rtp - NODAL EXCHANGE
CFTC contract code
064FKB
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
74,898
Change in open interest, contracts
+655
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
44,945
46,683
-
-1,738
60.0
62.3
-2.3
Swap Dealers
8,280
469
4,438
+7,811
11.1
0.6
10.4
Managed Money
0
6,525
1,145
-6,525
0.0
8.7
-8.7
Other Reportables
3,072
3,025
2,452
+47
4.1
4.0
0.1
Total reportable
64,332
64,737
-
-405
85.9
86.4
-0.5
Nonreportable
10,566
10,161
-
+405
14.1
13.6
0.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-6,525
Week change
+0
4-week change
+130
13-week change
-2,010
Net as % of open interest
-8.7%
Percentile, 1 year (52 weeks)
15
Percentile, 3 years (156 weeks)
5
Z-score, 52 weeks
-1.65
COT Index, 3 years
10
52-week high of net
-70
52-week low of net
-7,505
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
19
19
Swap Dealers
4
-
Managed Money
0
4
Other Reportables
6
-
Total reportable
37
37
Largest 4 traders, gross long
36.1%
Largest 4 traders, gross short
38.8%
Largest 8 traders, gross long
55.6%
Largest 8 traders, gross short
57.3%
Largest 4 traders, net long
29.0%
Largest 4 traders, net short
31.0%
Largest 8 traders, net long
42.4%
Largest 8 traders, net short
45.6%
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
44,945
46,683
-
-1,738
60.0
62.3
-2.3
Swap Dealers
8,280
469
4,438
+7,811
11.1
0.6
10.4
Managed Money
0
6,525
1,145
-6,525
0.0
8.7
-8.7
Other Reportables
3,072
3,025
2,452
+47
4.1
4.0
0.1
Total reportable
64,332
64,737
-
-405
85.9
86.4
-0.5
Nonreportable
10,566
10,161
-
+405
14.1
13.6
0.5
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
74,898
Old crop / nearest months, contracts
74,898
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
74,898
-1,738
+7,811
-6,525
+47
-405
+405
Tue 13 Oct 2026
74,243
-2,313
+8,431
-6,525
+2
-405
+405
Tue 6 Oct 2026
72,630
-1,828
+6,976
-6,765
+1,212
-405
+405
Tue 29 Sep 2026
74,546
+166
+4,459
-6,505
+1,280
-600
+600
Tue 22 Sep 2026
73,820
+520
+3,664
-6,655
+1,871
-600
+600
Tue 15 Sep 2026
72,396
-1,221
+4,595
-7,005
+2,951
-680
+680
Tue 8 Sep 2026
71,381
+239
+3,815
-7,455
+2,721
-680
+680
Tue 1 Sep 2026
75,153
-107
+3,733
-7,505
+3,234
-645
+645
Tue 25 Aug 2026
76,632
-577
+3,363
-6,585
+3,584
-215
+215
Tue 18 Aug 2026
74,050
-997
+2,833
-5,265
+3,324
-105
+105
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.