Managed Money net +3,289 contracts in PJM.N ILLINOIS HUB_mo_off_rtp, 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_rtp - NODAL EXCHANGE
CFTC contract code
064FKD
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
63,048
Change in open interest, contracts
+1,130
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
43,137
49,987
-
-6,850
68.4
79.3
-10.9
Swap Dealers
7,950
5,296
1,365
+2,654
12.6
8.4
4.2
Managed Money
3,289
0
265
+3,289
5.2
0.0
5.2
Other Reportables
615
0
230
+615
1.0
0.0
1.0
Total reportable
56,851
57,143
-
-292
90.2
90.6
-0.5
Nonreportable
6,197
5,905
-
+292
9.8
9.4
0.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+3,289
Week change
+300
4-week change
+400
13-week change
-250
Net as % of open interest
5.2%
Percentile, 1 year (52 weeks)
79
Percentile, 3 years (156 weeks)
93
Z-score, 52 weeks
0.84
COT Index, 3 years
94
52-week high of net
+3,689
52-week low of net
+830
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
13
13
Swap Dealers
-
4
Managed Money
-
0
Other Reportables
-
0
Total reportable
22
24
Largest 4 traders, gross long
54.9%
Largest 4 traders, gross short
61.5%
Largest 8 traders, gross long
72.6%
Largest 8 traders, gross short
76.5%
Largest 4 traders, net long
36.2%
Largest 4 traders, net short
45.4%
Largest 8 traders, net long
46.6%
Largest 8 traders, net short
51.6%
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
43,137
49,987
-
-6,850
68.4
79.3
-10.9
Swap Dealers
7,950
5,296
1,365
+2,654
12.6
8.4
4.2
Managed Money
3,289
0
265
+3,289
5.2
0.0
5.2
Other Reportables
615
0
230
+615
1.0
0.0
1.0
Total reportable
56,851
57,143
-
-292
90.2
90.6
-0.5
Nonreportable
6,197
5,905
-
+292
9.8
9.4
0.5
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
63,048
Old crop / nearest months, contracts
63,048
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
63,048
-6,850
+2,654
+3,289
+615
-292
+292
Tue 13 Oct 2026
61,918
-6,180
+2,474
+2,989
+425
-292
+292
Tue 6 Oct 2026
62,742
-6,045
+2,469
+2,939
+345
-292
+292
Tue 29 Sep 2026
64,563
-6,102
+2,659
+2,889
+230
-324
+324
Tue 22 Sep 2026
64,713
-5,662
+2,239
+2,889
+150
-384
+384
Tue 15 Sep 2026
65,758
-5,622
+2,359
+3,189
+30
-44
+44
Tue 8 Sep 2026
65,423
-4,182
+919
+3,189
+30
-44
+44
Tue 1 Sep 2026
67,455
-4,869
+1,409
+3,164
+290
-6
+6
Tue 25 Aug 2026
66,876
-5,259
+1,799
+3,164
+290
-6
+6
Tue 18 Aug 2026
66,776
-5,159
+1,299
+3,564
+290
-6
+6
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.