Kilambi News
Wednesday, October 28, 2026

PJM N. IL HUB DA OFF-PK COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +700 contracts in PJM N. IL HUB DA OFF-PK, 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 N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV
CFTC contract code0643BC
Contract unit1 Mw Per Off-Peak Hour
Open interest, contracts23,422
Change in open interest, contracts+1,024

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User16,37114,769-+1,60269.963.16.8
Swap Dealers2,6006,462181-3,86211.127.6-16.5
Managed Money70001,250+7003.00.03.0
Other Reportables1,9693190+1,6508.41.47.0
Total reportable23,07122,981-+9098.598.10.4
Nonreportable351441--901.51.9-0.4

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+700
Week change+600
4-week change+625
13-week change+1,580
Net as % of open interest3.0%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)100
Z-score, 52 weeks1.41
COT Index, 3 years100
52-week high of net+700
52-week low of net-1,185

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User1913
Swap Dealers-7
Managed Money-0
Total reportable2623
Largest 4 traders, gross long46.5%
Largest 4 traders, gross short71.9%
Largest 8 traders, gross long69.7%
Largest 8 traders, gross short85.1%
Largest 4 traders, net long45.9%
Largest 4 traders, net short71.1%
Largest 8 traders, net long64.9%
Largest 8 traders, net short79.8%

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/User16,37114,769-+1,60269.963.16.8
Swap Dealers2,6006,462181-3,86211.127.6-16.5
Managed Money70001,250+7003.00.03.0
Other Reportables1,9693190+1,6508.41.47.0
Total reportable23,07122,981-+9098.598.10.4
Nonreportable351441--901.51.9-0.4

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, contracts23,422
Old crop / nearest months, contracts23,422
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202623,422+1,602-3,862+700+1,650+90-90
Tue 13 Oct 202622,398+1,953-3,572+100+1,601+82-82
Tue 6 Oct 202622,398+1,959-3,572+100+1,601+88-88
Tue 29 Sep 202623,944+1,509-3,608+63+2,106+70-70
Tue 22 Sep 202622,967+732-2,859+75+2,113+61-61
Tue 15 Sep 202622,582+592-2,389-180+2,039+62-62
Tue 8 Sep 202622,087+67-1,669-300+2,026+124-124
Tue 1 Sep 202624,233-21-2,051-340+2,766+354-354
Tue 25 Aug 202623,666-124-1,804-565+2,850+357-357
Tue 18 Aug 202623,597-250-1,869-565+3,050+366-366

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.