Managed Money net +1,400 contracts in PJM.AEP_month_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_month_on_dap - NODAL EXCHANGE
CFTC contract code
064DLQ
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
26,864
Change in open interest, contracts
-50
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
16,900
19,922
-
-3,022
62.9
74.2
-11.2
Swap Dealers
5,714
280
450
+5,434
21.3
1.0
20.2
Managed Money
1,400
0
0
+1,400
5.2
0.0
5.2
Other Reportables
456
4,732
355
-4,276
1.7
17.6
-15.9
Total reportable
25,275
25,739
-
-464
94.1
95.8
-1.7
Nonreportable
1,589
1,125
-
+464
5.9
4.2
1.7
Managed Money: position against its own history
Weekly net, last 101 reports
Managed Money net, contracts
+1,400
Week change
+0
4-week change
-85
13-week change
-255
Net as % of open interest
5.2%
Percentile, 1 year (52 weeks)
6
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-1.52
COT Index, 3 years
-
52-week high of net
+2,700
52-week low of net
+1,400
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
-
Swap Dealers
4
-
Managed Money
-
0
Total reportable
19
7
Largest 4 traders, gross long
61.3%
Largest 4 traders, gross short
92.9%
Largest 8 traders, gross long
77.8%
Largest 8 traders, gross short
95.8%
Largest 4 traders, net long
61.3%
Largest 4 traders, net short
91.7%
Largest 8 traders, net long
77.8%
Largest 8 traders, net short
92.8%
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
16,900
19,922
-
-3,022
62.9
74.2
-11.2
Swap Dealers
5,714
280
450
+5,434
21.3
1.0
20.2
Managed Money
1,400
0
0
+1,400
5.2
0.0
5.2
Other Reportables
456
4,732
355
-4,276
1.7
17.6
-15.9
Total reportable
25,275
25,739
-
-464
94.1
95.8
-1.7
Nonreportable
1,589
1,125
-
+464
5.9
4.2
1.7
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
26,864
Old crop / nearest months, contracts
26,864
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
26,864
-3,022
+5,434
+1,400
-4,276
-464
+464
Tue 13 Oct 2026
26,914
-3,072
+5,484
+1,400
-4,276
-464
+464
Tue 6 Oct 2026
26,264
-3,917
+5,949
+1,400
-3,896
-464
+464
Tue 29 Sep 2026
27,848
-4,052
+6,252
+1,485
-4,175
-490
+490
Tue 22 Sep 2026
27,848
-4,052
+6,252
+1,485
-4,175
-490
+490
Tue 15 Sep 2026
27,376
-4,085
+6,417
+1,485
-4,055
-238
+238
Tue 8 Sep 2026
27,376
-4,085
+6,417
+1,485
-4,055
-238
+238
Tue 1 Sep 2026
29,266
-3,921
+6,720
+1,570
-4,579
-210
+210
Tue 25 Aug 2026
29,261
-3,926
+6,720
+1,570
-4,574
-210
+210
Tue 18 Aug 2026
29,261
-3,926
+6,720
+1,570
-4,574
-210
+210
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.