PJM NI HUB DA PEAK DAILY FIXED COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +5,000 contracts in PJM NI HUB DA PEAK DAILY FIXED, positions as of Tue 24 Jun 2025.
Data as of Positions as of Tue 24 Jun 2025; published Fri 27 Jun 2025
Positions as of Tue 24 Jun 2025 - published Fri 27 Jun 2025 (CFTC, Friday release)
| Report family | Disaggregated |
| Basis | Futures only |
| Market | PJM NI HUB DA PEAK DAILY FIXED - ICE FUTURES ENERGY DIV |
| CFTC contract code | 0643BD |
| Contract unit | 16 Mwh |
| Open interest, contracts | 8,050 |
| Change in open interest, contracts | - |
Latest report, futures only
| Category | Long | Short | Spreading | Net | Long % of OI | Short % of OI | Net % of OI |
|---|
| Producer/Merchant/Processor/User | 2,000 | 6,550 | - | -4,550 | 24.8 | 81.4 | -56.5 |
| Swap Dealers | 50 | 0 | 0 | +50 | 0.6 | 0.0 | 0.6 |
| Managed Money | 5,050 | 50 | 650 | +5,000 | 62.7 | 0.6 | 62.1 |
| Other Reportables | 150 | 750 | 0 | -600 | 1.9 | 9.3 | -7.5 |
| Total reportable | 7,900 | 8,000 | - | -100 | 98.1 | 99.4 | -1.2 |
| Nonreportable | 150 | 50 | - | +100 | 1.9 | 0.6 | 1.2 |
Managed Money: position against its own history
| Managed Money net, contracts | +5,000 |
| Week change | - |
| 4-week change | - |
| 13-week change | - |
| Net as % of open interest | 62.1% |
| Percentile, 1 year (52 weeks) | - |
| Percentile, 3 years (156 weeks) | - |
| Z-score, 52 weeks | - |
| COT Index, 3 years | - |
| 52-week high of net | +5,000 |
| 52-week low of net | +5,000 |
Traders and concentration
| Category | Traders long | Traders short |
|---|
| Producer/Merchant/Processor/User | 7 | 7 |
| Swap Dealers | - | 0 |
| Total reportable | 11 | 10 |
| Largest 4 traders, gross long | 82.6% |
| Largest 4 traders, gross short | 83.9% |
| Largest 8 traders, gross long | 95.0% |
| Largest 8 traders, gross short | 98.1% |
| Largest 4 traders, net long | 74.5% |
| Largest 4 traders, net short | 82.0% |
| Largest 8 traders, net long | 87.0% |
| Largest 8 traders, net short | 90.7% |
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 | 2,000 | 6,550 | - | -4,550 | 24.8 | 81.4 | -56.5 |
| Swap Dealers | 50 | 0 | 0 | +50 | 0.6 | 0.0 | 0.6 |
| Managed Money | 5,050 | 50 | 650 | +5,000 | 62.7 | 0.6 | 62.1 |
| Other Reportables | 150 | 750 | 0 | -600 | 1.9 | 9.3 | -7.5 |
| Total reportable | 7,900 | 8,000 | - | -100 | 98.1 | 99.4 | -1.2 |
| Nonreportable | 150 | 50 | - | +100 | 1.9 | 0.6 | 1.2 |
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 | 8,050 |
| Old crop / nearest months, contracts | 8,050 |
| 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 24 Jun 2025 | 8,050 | -4,550 | +50 | +5,000 | -600 | -100 | +100 |
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 24 Jun 2025, published Fri 27 Jun 2025.