PJM DOM ZONE DAY AHEAD OFFPEAK COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +100 contracts in PJM DOM ZONE DAY AHEAD OFFPEAK, positions as of Tue 30 Dec 2025.
Data as of Positions as of Tue 30 Dec 2025; published Fri 2 Jan 2026
Positions as of Tue 30 Dec 2025 - published Fri 2 Jan 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV
CFTC contract code
064IBA
Contract unit
368 Mwh
Open interest, contracts
6,744
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
3,607
2,504
-
+1,103
53.5
37.1
16.4
Swap Dealers
805
2,235
100
-1,430
11.9
33.1
-21.2
Managed Money
620
520
1,300
+100
9.2
7.7
1.5
Other Reportables
125
0
75
+125
1.9
0.0
1.9
Total reportable
6,632
6,734
-
-102
98.3
99.9
-1.5
Nonreportable
112
10
-
+102
1.7
0.1
1.5
Managed Money: position against its own history
Weekly net, last 27 reports
Managed Money net, contracts
+100
Week change
+0
4-week change
-305
13-week change
+440
Net as % of open interest
1.5%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+2,490
52-week low of net
-680
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
5
Other Reportables
-
0
Total reportable
18
11
Largest 4 traders, gross long
66.9%
Largest 4 traders, gross short
79.6%
Largest 8 traders, gross long
84.4%
Largest 8 traders, gross short
97.6%
Largest 4 traders, net long
41.5%
Largest 4 traders, net short
45.0%
Largest 8 traders, net long
51.2%
Largest 8 traders, net short
57.3%
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
3,607
2,504
-
+1,103
53.5
37.1
16.4
Swap Dealers
805
2,235
100
-1,430
11.9
33.1
-21.2
Managed Money
620
520
1,300
+100
9.2
7.7
1.5
Other Reportables
125
0
75
+125
1.9
0.0
1.9
Total reportable
6,632
6,734
-
-102
98.3
99.9
-1.5
Nonreportable
112
10
-
+102
1.7
0.1
1.5
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
6,744
Old crop / nearest months, contracts
6,744
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 30 Dec 2025
6,744
+1,103
-1,430
+100
+125
-102
+102
Tue 23 Dec 2025
6,744
+1,113
-1,430
+100
+125
-92
+92
Tue 16 Dec 2025
6,744
+1,163
-1,480
+100
+125
-92
+92
Tue 9 Dec 2025
6,744
+1,163
-1,480
+100
+125
-92
+92
Tue 2 Dec 2025
7,748
+1,408
-1,670
+405
-225
-82
+82
Tue 25 Nov 2025
7,748
+1,344
-1,670
+405
-225
-146
+146
Tue 18 Nov 2025
7,748
+1,344
-1,670
+405
-225
-146
+146
Mon 10 Nov 2025
7,748
+1,194
-1,670
+555
-225
-146
+146
Tue 4 Nov 2025
8,462
+1,424
-1,850
+485
-115
-56
+56
Tue 28 Oct 2025
7,112
+2,240
-1,825
-515
-90
-190
+190
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 30 Dec 2025, published Fri 2 Jan 2026.