Managed Money net +515 contracts in PJM.N ILLINOIS HUB_mo_on_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_on_dap - NODAL EXCHANGE
CFTC contract code
064ERM
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
98,494
Change in open interest, contracts
+6,050
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
73,804
82,887
-
-9,083
74.9
84.2
-9.2
Swap Dealers
11,647
5,140
2,919
+6,507
11.8
5.2
6.6
Managed Money
850
335
0
+515
0.9
0.3
0.5
Other Reportables
2,170
50
0
+2,120
2.2
0.1
2.2
Total reportable
91,390
91,331
-
+59
92.8
92.7
0.1
Nonreportable
7,104
7,163
-
-59
7.2
7.3
-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
15
Swap Dealers
5
-
Total reportable
24
23
Largest 4 traders, gross long
62.0%
Largest 4 traders, gross short
77.8%
Largest 8 traders, gross long
84.4%
Largest 8 traders, gross short
86.8%
Largest 4 traders, net long
60.0%
Largest 4 traders, net short
77.6%
Largest 8 traders, net long
80.2%
Largest 8 traders, net short
85.0%
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
73,804
82,887
-
-9,083
74.9
84.2
-9.2
Swap Dealers
11,647
5,140
2,919
+6,507
11.8
5.2
6.6
Managed Money
850
335
0
+515
0.9
0.3
0.5
Other Reportables
2,170
50
0
+2,120
2.2
0.1
2.2
Total reportable
91,390
91,331
-
+59
92.8
92.7
0.1
Nonreportable
7,104
7,163
-
-59
7.2
7.3
-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
98,494
Old crop / nearest months, contracts
98,494
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
98,494
-9,083
+6,507
+515
+2,120
+59
-59
Tue 13 Oct 2026
92,444
-8,768
+6,267
+515
+2,045
+59
-59
Tue 6 Oct 2026
91,244
-8,528
+6,027
+515
+2,045
+59
-59
Tue 29 Sep 2026
93,792
-9,278
+6,632
+515
+2,185
+54
-54
Tue 22 Sep 2026
93,692
-9,653
+7,007
+490
+2,210
+54
-54
Tue 15 Sep 2026
93,597
-10,248
+7,602
+490
+2,210
+54
-54
Tue 8 Sep 2026
89,827
-12,058
+9,937
+65
+2,110
+54
-54
Tue 1 Sep 2026
93,081
-13,951
+11,485
+65
+2,450
+49
-49
Tue 25 Aug 2026
91,256
-13,851
+11,410
+40
+2,450
+49
-49
Tue 18 Aug 2026
91,256
-13,851
+11,410
+40
+2,450
+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.