Managed Money net +4,002 contracts in PJM AEP DAYTON RT PEAK 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 PEAK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
06439B
Contract unit
Contracts Of 800 Mwh
Open interest, contracts
81,726
Change in open interest, contracts
+2,370
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
37,786
47,143
-
-9,357
46.2
57.7
-11.4
Swap Dealers
1,565
12,936
4,819
-11,371
1.9
15.8
-13.9
Managed Money
11,096
7,094
5,054
+4,002
13.6
8.7
4.9
Other Reportables
18,992
2,828
1,267
+16,164
23.2
3.5
19.8
Total reportable
80,579
81,141
-
-562
98.6
99.3
-0.7
Nonreportable
1,147
585
-
+562
1.4
0.7
0.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+4,002
Week change
+1,870
4-week change
+3,954
13-week change
+7,776
Net as % of open interest
4.9%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
2.67
COT Index, 3 years
100
52-week high of net
+4,002
52-week low of net
-12,475
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
27
25
Swap Dealers
-
5
Managed Money
7
4
Other Reportables
6
7
Total reportable
54
49
Largest 4 traders, gross long
41.1%
Largest 4 traders, gross short
40.7%
Largest 8 traders, gross long
57.7%
Largest 8 traders, gross short
57.5%
Largest 4 traders, net long
36.1%
Largest 4 traders, net short
35.4%
Largest 8 traders, net long
48.0%
Largest 8 traders, net short
48.3%
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
37,786
47,143
-
-9,357
46.2
57.7
-11.4
Swap Dealers
1,565
12,936
4,819
-11,371
1.9
15.8
-13.9
Managed Money
11,096
7,094
5,054
+4,002
13.6
8.7
4.9
Other Reportables
18,992
2,828
1,267
+16,164
23.2
3.5
19.8
Total reportable
80,579
81,141
-
-562
98.6
99.3
-0.7
Nonreportable
1,147
585
-
+562
1.4
0.7
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
81,726
Old crop / nearest months, contracts
81,726
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
81,726
-9,357
-11,371
+4,002
+16,164
-562
+562
Tue 13 Oct 2026
79,356
-9,060
-10,272
+2,132
+16,543
-657
+657
Tue 6 Oct 2026
77,391
-10,448
-8,995
+1,682
+17,022
-739
+739
Tue 29 Sep 2026
78,025
-8,622
-7,958
+1
+16,393
-186
+186
Tue 22 Sep 2026
74,973
-9,838
-6,320
+48
+16,162
+52
-52
Tue 15 Sep 2026
73,280
-9,887
-6,273
-478
+16,235
-403
+403
Tue 8 Sep 2026
72,256
-6,407
-7,719
-1,819
+15,794
-151
+151
Tue 1 Sep 2026
74,707
-5,068
-8,304
-1,788
+14,818
-342
+342
Tue 25 Aug 2026
72,008
-4,243
-8,315
-2,859
+15,001
-416
+416
Tue 18 Aug 2026
70,025
-4,038
-7,976
-2,994
+14,525
-483
+483
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.