Managed Money net +315 contracts in PJM.DOM_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.DOM_month_on_dap - NODAL EXCHANGE
CFTC contract code
064DZS
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
11,214
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
6,520
6,000
-
+520
58.1
53.5
4.6
Swap Dealers
2,200
1,330
514
+870
19.6
11.9
7.8
Managed Money
935
620
0
+315
8.3
5.5
2.8
Other Reportables
375
1,850
25
-1,475
3.3
16.5
-13.2
Total reportable
10,569
10,339
-
+230
94.2
92.2
2.1
Nonreportable
645
875
-
-230
5.8
7.8
-2.1
Managed Money: position against its own history
Weekly net, last 131 reports
Managed Money net, contracts
+315
Week change
+0
4-week change
+25
13-week change
+595
Net as % of open interest
2.8%
Percentile, 1 year (52 weeks)
96
Percentile, 3 years (156 weeks)
80
Z-score, 52 weeks
1.12
COT Index, 3 years
43
52-week high of net
+530
52-week low of net
-800
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
4
Total reportable
16
12
Largest 4 traders, gross long
58.4%
Largest 4 traders, gross short
73.9%
Largest 8 traders, gross long
79.6%
Largest 8 traders, gross short
88.1%
Largest 4 traders, net long
56.0%
Largest 4 traders, net short
67.5%
Largest 8 traders, net long
74.5%
Largest 8 traders, net short
79.7%
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
6,520
6,000
-
+520
58.1
53.5
4.6
Swap Dealers
2,200
1,330
514
+870
19.6
11.9
7.8
Managed Money
935
620
0
+315
8.3
5.5
2.8
Other Reportables
375
1,850
25
-1,475
3.3
16.5
-13.2
Total reportable
10,569
10,339
-
+230
94.2
92.2
2.1
Nonreportable
645
875
-
-230
5.8
7.8
-2.1
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
11,214
Old crop / nearest months, contracts
11,214
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
11,214
+520
+870
+315
-1,475
+230
-230
Tue 13 Oct 2026
11,214
+520
+870
+315
-1,475
+230
-230
Tue 6 Oct 2026
10,924
+280
+870
+315
-1,475
-10
+10
Tue 29 Sep 2026
11,879
+410
+845
+225
-1,450
+30
-30
Tue 22 Sep 2026
11,349
+1,815
-925
+290
-1,150
+30
-30
Tue 15 Sep 2026
11,649
+2,115
-1,225
+290
-1,150
+30
-30
Tue 8 Sep 2026
11,664
+2,100
-1,210
+290
-1,150
+30
-30
Tue 1 Sep 2026
12,314
+2,295
-1,360
+270
-1,180
+25
-25
Tue 25 Aug 2026
12,289
+2,270
-1,360
+270
-1,155
+25
-25
Tue 18 Aug 2026
12,089
+2,470
-1,360
+70
-1,155
+25
-25
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.