Managed Money net +515 contracts in PJM.N ILLINOIS HUB_mo_off_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.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE
CFTC contract code
064ERN
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
97,780
Change in open interest, contracts
+6,276
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
71,134
82,967
-
-11,833
72.7
84.9
-12.1
Swap Dealers
13,992
4,675
2,794
+9,317
14.3
4.8
9.5
Managed Money
850
335
0
+515
0.9
0.3
0.5
Other Reportables
2,110
50
0
+2,060
2.2
0.1
2.1
Total reportable
90,880
90,821
-
+59
92.9
92.9
0.1
Nonreportable
6,900
6,959
-
-59
7.1
7.1
-0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+515
Week change
+0
4-week change
+25
13-week change
+865
Net as % of open interest
0.5%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
100
Z-score, 52 weeks
2.61
COT Index, 3 years
100
52-week high of net
+515
52-week low of net
-350
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
14
17
Swap Dealers
5
-
Total reportable
24
25
Largest 4 traders, gross long
61.0%
Largest 4 traders, gross short
78.6%
Largest 8 traders, gross long
83.1%
Largest 8 traders, gross short
87.3%
Largest 4 traders, net long
59.2%
Largest 4 traders, net short
78.4%
Largest 8 traders, net long
79.2%
Largest 8 traders, net short
85.7%
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
71,134
82,967
-
-11,833
72.7
84.9
-12.1
Swap Dealers
13,992
4,675
2,794
+9,317
14.3
4.8
9.5
Managed Money
850
335
0
+515
0.9
0.3
0.5
Other Reportables
2,110
50
0
+2,060
2.2
0.1
2.1
Total reportable
90,880
90,821
-
+59
92.9
92.9
0.1
Nonreportable
6,900
6,959
-
-59
7.1
7.1
-0.1
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
97,780
Old crop / nearest months, contracts
97,780
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
97,780
-11,833
+9,317
+515
+2,060
+59
-59
Tue 13 Oct 2026
91,504
-11,518
+9,077
+515
+1,985
+59
-59
Tue 6 Oct 2026
90,199
-11,153
+8,712
+515
+1,985
+59
-59
Tue 29 Sep 2026
92,620
-11,893
+9,307
+515
+2,125
+54
-54
Tue 22 Sep 2026
92,245
-11,893
+9,307
+490
+2,150
+54
-54
Tue 15 Sep 2026
92,200
-12,488
+9,902
+490
+2,150
+54
-54
Tue 8 Sep 2026
87,955
-14,298
+12,237
+65
+2,050
+54
-54
Tue 1 Sep 2026
91,320
-15,368
+13,077
+65
+2,275
+49
-49
Tue 25 Aug 2026
89,420
-15,178
+12,912
+40
+2,275
+49
-49
Tue 18 Aug 2026
89,420
-15,178
+12,912
+40
+2,275
+49
-49
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.