Managed Money net +2,255 contracts in PJM.FE OHIO_month_on_dap, positions as of Tue 27 May 2025.
Data as of Positions as of Tue 27 May 2025; published Fri 30 May 2025
Positions as of Tue 27 May 2025 - published Fri 30 May 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PJM.FE OHIO_month_on_dap - NODAL EXCHANGE
CFTC contract code
064FWW
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
12,999
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
9,449
3,094
-
+6,355
72.7
23.8
48.9
Swap Dealers
365
8,095
195
-7,730
2.8
62.3
-59.5
Managed Money
2,255
0
0
+2,255
17.3
0.0
17.3
Other Reportables
60
1,395
0
-1,335
0.5
10.7
-10.3
Total reportable
12,324
12,779
-
-455
94.8
98.3
-3.5
Nonreportable
675
220
-
+455
5.2
1.7
3.5
Managed Money: position against its own history
Weekly net, last 10 reports
Managed Money net, contracts
+2,255
Week change
+0
4-week change
+2,255
13-week change
-
Net as % of open interest
17.3%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+2,255
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
10
4
Managed Money
-
0
Total reportable
14
8
Largest 4 traders, gross long
68.7%
Largest 4 traders, gross short
85.2%
Largest 8 traders, gross long
85.7%
Largest 8 traders, gross short
98.3%
Largest 4 traders, net long
68.7%
Largest 4 traders, net short
84.0%
Largest 8 traders, net long
85.4%
Largest 8 traders, net short
95.6%
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
9,449
3,094
-
+6,355
72.7
23.8
48.9
Swap Dealers
365
8,095
195
-7,730
2.8
62.3
-59.5
Managed Money
2,255
0
0
+2,255
17.3
0.0
17.3
Other Reportables
60
1,395
0
-1,335
0.5
10.7
-10.3
Total reportable
12,324
12,779
-
-455
94.8
98.3
-3.5
Nonreportable
675
220
-
+455
5.2
1.7
3.5
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
12,999
Old crop / nearest months, contracts
12,999
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 27 May 2025
12,999
+6,355
-7,730
+2,255
-1,335
-455
+455
Tue 20 May 2025
12,999
+6,355
-7,730
+2,255
-1,335
-455
+455
Tue 13 May 2025
11,799
+5,875
-6,950
+2,255
-1,635
-455
+455
Tue 30 May 2023
12,315
+6,230
-3,665
+0
-3,225
-660
+660
Tue 23 May 2023
12,255
+6,170
-3,665
+0
-3,165
-660
+660
Tue 16 May 2023
12,255
+6,170
-3,665
+0
-3,165
-660
+660
Tue 9 May 2023
11,970
+6,170
-3,665
+0
-2,880
-375
+375
Tue 2 May 2023
13,250
+7,060
-4,115
+0
-3,335
-390
+390
Tue 25 Apr 2023
13,250
+7,060
-4,115
+0
-3,335
-390
+390
Tue 18 Apr 2023
13,250
+7,060
-4,315
+0
-3,135
-390
+390
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 27 May 2025, published Fri 30 May 2025.