PJM DOM ZONE DAY AHEAD PEAK COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +100 contracts in PJM DOM ZONE DAY AHEAD PEAK, 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 PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
064IAZ
Contract unit
352 Mwh
Open interest, contracts
4,804
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
2,367
1,514
-
+853
49.3
31.5
17.8
Swap Dealers
125
1,305
80
-1,180
2.6
27.2
-24.6
Managed Money
620
520
1,300
+100
12.9
10.8
2.1
Other Reportables
125
0
75
+125
2.6
0.0
2.6
Total reportable
4,692
4,794
-
-102
97.7
99.8
-2.1
Nonreportable
112
10
-
+102
2.3
0.2
2.1
Managed Money: position against its own history
Weekly net, last 66 reports
Managed Money net, contracts
+100
Week change
+0
4-week change
-305
13-week change
+440
Net as % of open interest
2.1%
Percentile, 1 year (52 weeks)
17
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-1.20
COT Index, 3 years
-
52-week high of net
+1,313
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
19
11
Largest 4 traders, gross long
66.6%
Largest 4 traders, gross short
75.0%
Largest 8 traders, gross long
81.4%
Largest 8 traders, gross short
96.7%
Largest 4 traders, net long
29.2%
Largest 4 traders, net short
38.3%
Largest 8 traders, net long
40.1%
Largest 8 traders, net short
48.7%
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
2,367
1,514
-
+853
49.3
31.5
17.8
Swap Dealers
125
1,305
80
-1,180
2.6
27.2
-24.6
Managed Money
620
520
1,300
+100
12.9
10.8
2.1
Other Reportables
125
0
75
+125
2.6
0.0
2.6
Total reportable
4,692
4,794
-
-102
97.7
99.8
-2.1
Nonreportable
112
10
-
+102
2.3
0.2
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
4,804
Old crop / nearest months, contracts
4,804
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
4,804
+853
-1,180
+100
+125
-102
+102
Tue 23 Dec 2025
4,804
+863
-1,180
+100
+125
-92
+92
Tue 16 Dec 2025
4,779
+913
-1,230
+100
+125
-92
+92
Tue 9 Dec 2025
4,779
+913
-1,230
+100
+125
-92
+92
Tue 2 Dec 2025
5,718
+1,158
-1,410
+405
-225
-72
+72
Tue 25 Nov 2025
5,718
+1,084
-1,410
+405
-225
-146
+146
Tue 18 Nov 2025
5,718
+1,084
-1,410
+405
-225
-146
+146
Mon 10 Nov 2025
5,718
+934
-1,410
+555
-225
-146
+146
Tue 4 Nov 2025
6,367
+1,124
-1,540
+485
-115
-46
+46
Tue 28 Oct 2025
5,017
+1,930
-1,515
-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.