Managed Money net -4,410 contracts in PJM.AEP-DAYTON HUB_mo_on_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_on_rtp - NODAL EXCHANGE
CFTC contract code
064FKA
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
75,663
Change in open interest, contracts
+450
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
42,363
50,029
-
-7,666
56.0
66.1
-10.1
Swap Dealers
7,880
1,509
3,895
+6,371
10.4
2.0
8.4
Managed Money
1,875
6,285
1,355
-4,410
2.5
8.3
-5.8
Other Reportables
5,832
300
3,221
+5,532
7.7
0.4
7.3
Total reportable
66,421
66,594
-
-173
87.8
88.0
-0.2
Nonreportable
9,242
9,069
-
+173
12.2
12.0
0.2
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-4,410
Week change
+0
4-week change
-425
13-week change
-3,307
Net as % of open interest
-5.8%
Percentile, 1 year (52 weeks)
8
Percentile, 3 years (156 weeks)
3
Z-score, 52 weeks
-1.94
COT Index, 3 years
5
52-week high of net
+2,550
52-week low of net
-4,758
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
20
20
Swap Dealers
5
-
Other Reportables
8
-
Total reportable
39
38
Largest 4 traders, gross long
34.1%
Largest 4 traders, gross short
42.9%
Largest 8 traders, gross long
55.0%
Largest 8 traders, gross short
59.1%
Largest 4 traders, net long
29.6%
Largest 4 traders, net short
34.6%
Largest 8 traders, net long
41.5%
Largest 8 traders, net short
47.1%
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
42,363
50,029
-
-7,666
56.0
66.1
-10.1
Swap Dealers
7,880
1,509
3,895
+6,371
10.4
2.0
8.4
Managed Money
1,875
6,285
1,355
-4,410
2.5
8.3
-5.8
Other Reportables
5,832
300
3,221
+5,532
7.7
0.4
7.3
Total reportable
66,421
66,594
-
-173
87.8
88.0
-0.2
Nonreportable
9,242
9,069
-
+173
12.2
12.0
0.2
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
75,663
Old crop / nearest months, contracts
75,663
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
75,663
-7,666
+6,371
-4,410
+5,532
-173
+173
Tue 13 Oct 2026
75,213
-8,426
+7,091
-4,410
+5,572
-173
+173
Tue 6 Oct 2026
72,446
-9,356
+6,871
-4,360
+6,672
-173
+173
Tue 29 Sep 2026
74,678
-7,413
+4,899
-4,135
+6,384
-265
+265
Tue 22 Sep 2026
72,110
-6,284
+3,709
-3,985
+6,295
-265
+265
Tue 15 Sep 2026
71,900
-7,110
+4,465
-4,085
+6,405
-325
+325
Tue 8 Sep 2026
70,848
-5,655
+3,865
-4,635
+6,100
-325
+325
Tue 1 Sep 2026
74,854
-6,050
+4,011
-4,758
+6,547
-250
+250
Tue 25 Aug 2026
76,777
-6,507
+3,481
-3,838
+7,034
+170
-170
Tue 18 Aug 2026
74,967
-7,012
+2,921
-2,518
+6,779
+170
-170
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.