Managed Money net +3,880 contracts in PJM AEP DAYTON RT OFF-PK FIXED, 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 RT OFF-PK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
06439A
Contract unit
Contracts Of About 352 Mwh
Open interest, contracts
68,842
Change in open interest, contracts
+1,123
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
26,909
35,264
-
-8,355
39.1
51.2
-12.1
Swap Dealers
712
13,003
4,437
-12,291
1.0
18.9
-17.9
Managed Money
13,201
9,321
2,868
+3,880
19.2
13.5
5.6
Other Reportables
19,131
2,417
977
+16,714
27.8
3.5
24.3
Total reportable
68,235
68,287
-
-52
99.1
99.2
-0.1
Nonreportable
607
555
-
+52
0.9
0.8
0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+3,880
Week change
+2,003
4-week change
+8,408
13-week change
+11,962
Net as % of open interest
5.6%
Percentile, 1 year (52 weeks)
96
Percentile, 3 years (156 weeks)
51
Z-score, 52 weeks
2.07
COT Index, 3 years
50
52-week high of net
+5,053
52-week low of net
-9,935
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
24
22
Swap Dealers
-
6
Managed Money
-
4
Other Reportables
6
4
Total reportable
45
44
Largest 4 traders, gross long
56.7%
Largest 4 traders, gross short
35.9%
Largest 8 traders, gross long
67.3%
Largest 8 traders, gross short
56.5%
Largest 4 traders, net long
52.6%
Largest 4 traders, net short
30.2%
Largest 8 traders, net long
57.9%
Largest 8 traders, net short
46.3%
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
26,909
35,264
-
-8,355
39.1
51.2
-12.1
Swap Dealers
712
13,003
4,437
-12,291
1.0
18.9
-17.9
Managed Money
13,201
9,321
2,868
+3,880
19.2
13.5
5.6
Other Reportables
19,131
2,417
977
+16,714
27.8
3.5
24.3
Total reportable
68,235
68,287
-
-52
99.1
99.2
-0.1
Nonreportable
607
555
-
+52
0.9
0.8
0.1
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
68,842
Old crop / nearest months, contracts
68,842
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
68,842
-8,355
-12,291
+3,880
+16,714
-52
+52
Tue 13 Oct 2026
67,719
-7,257
-11,382
+1,877
+17,016
+254
-254
Tue 6 Oct 2026
62,447
-4,403
-10,082
-2,233
+17,204
+486
-486
Tue 29 Sep 2026
60,862
-4,585
-10,046
-1,792
+16,881
+458
-458
Tue 22 Sep 2026
59,087
-2,444
-9,624
-4,528
+16,983
+387
-387
Tue 15 Sep 2026
57,256
-2,004
-8,432
-6,862
+17,635
+337
-337
Tue 8 Sep 2026
55,947
+872
-9,487
-8,983
+17,731
+133
-133
Tue 1 Sep 2026
58,001
+2,066
-9,632
-9,122
+17,017
+329
-329
Tue 25 Aug 2026
56,817
+2,502
-9,608
-9,869
+17,209
+234
-234
Tue 18 Aug 2026
54,631
+2,429
-9,327
-9,285
+16,357
+174
-174
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.