Kilambi News
Wednesday, October 28, 2026

PJM.DOM_month_off_dap COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +315 contracts in PJM.DOM_month_off_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 familyDisaggregated
BasisFutures only
MarketPJM.DOM_month_off_dap - NODAL EXCHANGE
CFTC contract code064DZT
Contract unitMegawatt Hours (Mwh
Open interest, contracts11,674
Change in open interest, contracts+0

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User6,9406,435-+50559.455.14.3
Swap Dealers2,3501,540439+81020.113.26.9
Managed Money9356200+3158.05.32.7
Other Reportables3751,85025-1,4753.215.8-12.6
Total reportable11,06410,909-+15594.893.41.3
Nonreportable610765--1555.26.6-1.3

Managed Money: position against its own history

Weekly net, last 146 reports

Managed Money net, contracts+315
Week change+0
4-week change+25
13-week change+315
Net as % of open interest2.7%
Percentile, 1 year (52 weeks)96
Percentile, 3 years (156 weeks)84
Z-score, 52 weeks1.21
COT Index, 3 years62
52-week high of net+485
52-week low of net-800

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User94
Total reportable1712
Largest 4 traders, gross long56.7%
Largest 4 traders, gross short74.7%
Largest 8 traders, gross long80.2%
Largest 8 traders, gross short89.5%
Largest 4 traders, net long54.4%
Largest 4 traders, net short68.5%
Largest 8 traders, net long75.6%
Largest 8 traders, net short82.1%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User6,9406,435-+50559.455.14.3
Swap Dealers2,3501,540439+81020.113.26.9
Managed Money9356200+3158.05.32.7
Other Reportables3751,85025-1,4753.215.8-12.6
Total reportable11,06410,909-+15594.893.41.3
Nonreportable610765--1555.26.6-1.3

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, contracts11,674
Old crop / nearest months, contracts11,674
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202611,674+505+810+315-1,475+155-155
Tue 13 Oct 202611,674+505+810+315-1,475+155-155
Tue 6 Oct 202611,384+265+810+315-1,475-85+85
Tue 29 Sep 202612,369+415+785+225-1,450-25+25
Tue 22 Sep 202611,839+1,820-985+290-1,150-25+25
Tue 15 Sep 202612,139+2,120-1,285+290-1,150-25+25
Tue 8 Sep 202612,144+2,105-1,044+290-1,150+201-201
Tue 1 Sep 202612,824+2,260-1,385+270-1,180-35+35
Tue 25 Aug 202612,799+2,235-1,385+270-1,155-35+35
Tue 18 Aug 202612,599+2,435-1,385+70-1,155-35+35

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.