Managed Money net +0 contracts in PJM.ATSI_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.ATSI_month_on_dap - NODAL EXCHANGE
CFTC contract code
064FZA
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
31,439
Change in open interest, contracts
+300
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
19,334
19,620
-
-286
61.5
62.4
-0.9
Swap Dealers
953
6,959
1,437
-6,006
3.0
22.1
-19.1
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
7,672
1,375
200
+6,297
24.4
4.4
20.0
Total reportable
29,596
29,591
-
+5
94.1
94.1
0.0
Nonreportable
1,843
1,848
-
-5
5.9
5.9
-0.0
Managed Money: position against its own history
Weekly net, last 132 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+50
13-week change
+150
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
85
Percentile, 3 years (156 weeks)
51
Z-score, 52 weeks
-0.06
COT Index, 3 years
16
52-week high of net
+2,250
52-week low of net
-915
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
4
Swap Dealers
-
4
Managed Money
0
0
Total reportable
16
11
Largest 4 traders, gross long
66.9%
Largest 4 traders, gross short
73.6%
Largest 8 traders, gross long
84.4%
Largest 8 traders, gross short
89.7%
Largest 4 traders, net long
63.5%
Largest 4 traders, net short
72.5%
Largest 8 traders, net long
77.7%
Largest 8 traders, net short
84.4%
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
19,334
19,620
-
-286
61.5
62.4
-0.9
Swap Dealers
953
6,959
1,437
-6,006
3.0
22.1
-19.1
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
7,672
1,375
200
+6,297
24.4
4.4
20.0
Total reportable
29,596
29,591
-
+5
94.1
94.1
0.0
Nonreportable
1,843
1,848
-
-5
5.9
5.9
-0.0
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
31,439
Old crop / nearest months, contracts
31,439
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
31,439
-286
-6,006
+0
+6,297
+5
-5
Tue 13 Oct 2026
31,139
-586
-5,706
+0
+6,297
+5
-5
Tue 6 Oct 2026
30,899
-406
-5,706
+0
+6,177
+65
-65
Tue 29 Sep 2026
31,610
-900
-5,524
-50
+6,547
+73
-73
Tue 22 Sep 2026
31,285
-520
-5,719
-50
+6,397
+108
-108
Tue 15 Sep 2026
31,005
-748
-5,479
-50
+6,385
+108
-108
Tue 8 Sep 2026
30,885
-1,168
-5,299
-50
+6,385
-132
+132
Tue 1 Sep 2026
32,086
-792
-5,567
-100
+6,330
-129
+129
Tue 25 Aug 2026
32,036
-697
-5,612
-100
+6,280
-129
+129
Tue 18 Aug 2026
28,501
+2,448
-5,892
-100
+3,415
-129
+129
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.