Managed Money net +363 contracts in PJM.AEP-DAYTON HUB_mo_on_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_on_dap - NODAL EXCHANGE
CFTC contract code
064DLW
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
97,861
Change in open interest, contracts
+445
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
41,713
42,514
-
-801
42.6
43.4
-0.8
Swap Dealers
5,316
23,072
3,781
-17,756
5.4
23.6
-18.1
Managed Money
5,353
4,990
105
+363
5.5
5.1
0.4
Other Reportables
21,719
2,781
728
+18,938
22.2
2.8
19.4
Total reportable
78,715
77,971
-
+744
80.4
79.7
0.8
Nonreportable
19,146
19,890
-
-744
19.6
20.3
-0.8
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+363
Week change
+0
4-week change
+104
13-week change
+2,964
Net as % of open interest
0.4%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
77
Z-score, 52 weeks
2.13
COT Index, 3 years
85
52-week high of net
+363
52-week low of net
-4,110
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
15
19
Swap Dealers
-
6
Other Reportables
5
4
Total reportable
30
34
Largest 4 traders, gross long
42.1%
Largest 4 traders, gross short
35.2%
Largest 8 traders, gross long
59.1%
Largest 8 traders, gross short
54.9%
Largest 4 traders, net long
40.0%
Largest 4 traders, net short
33.2%
Largest 8 traders, net long
53.4%
Largest 8 traders, net short
50.1%
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
41,713
42,514
-
-801
42.6
43.4
-0.8
Swap Dealers
5,316
23,072
3,781
-17,756
5.4
23.6
-18.1
Managed Money
5,353
4,990
105
+363
5.5
5.1
0.4
Other Reportables
21,719
2,781
728
+18,938
22.2
2.8
19.4
Total reportable
78,715
77,971
-
+744
80.4
79.7
0.8
Nonreportable
19,146
19,890
-
-744
19.6
20.3
-0.8
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
97,861
Old crop / nearest months, contracts
97,861
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
97,861
-801
-17,756
+363
+18,938
+744
-744
Tue 13 Oct 2026
97,416
-1,326
-17,581
+363
+19,528
+984
-984
Tue 6 Oct 2026
96,666
+439
-17,961
+313
+18,193
+984
-984
Tue 29 Sep 2026
102,567
-171
-19,566
+314
+20,080
+657
-657
Tue 22 Sep 2026
101,837
-1,106
-18,946
+259
+20,450
+657
-657
Tue 15 Sep 2026
100,535
-273
-19,831
+179
+20,330
+405
-405
Tue 8 Sep 2026
99,344
-753
-20,081
+129
+21,110
+405
-405
Tue 1 Sep 2026
107,447
-1,109
-21,506
+218
+22,782
+385
-385
Tue 25 Aug 2026
101,962
-849
-20,341
-1,252
+22,827
+385
-385
Tue 18 Aug 2026
101,661
-805
-19,510
-1,877
+22,572
+380
-380
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.