Managed Money net +1,045 contracts in PJM.PECO_month_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.PECO_month_off_dap - NODAL EXCHANGE
CFTC contract code
064EUZ
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
98,519
Change in open interest, contracts
-55
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
64,080
72,021
-
-7,941
65.0
73.1
-8.1
Swap Dealers
5,104
12,270
1,140
-7,166
5.2
12.5
-7.3
Managed Money
1,675
630
175
+1,045
1.7
0.6
1.1
Other Reportables
16,514
2,571
244
+13,943
16.8
2.6
14.2
Total reportable
88,932
89,051
-
-119
90.3
90.4
-0.1
Nonreportable
9,587
9,468
-
+119
9.7
9.6
0.1
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+1,045
Week change
+0
4-week change
-165
13-week change
-355
Net as % of open interest
1.1%
Percentile, 1 year (52 weeks)
6
Percentile, 3 years (156 weeks)
42
Z-score, 52 weeks
-1.40
COT Index, 3 years
81
52-week high of net
+2,755
52-week low of net
+1,045
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
21
11
Other Reportables
-
4
Total reportable
30
23
Largest 4 traders, gross long
44.4%
Largest 4 traders, gross short
72.1%
Largest 8 traders, gross long
69.7%
Largest 8 traders, gross short
85.7%
Largest 4 traders, net long
41.8%
Largest 4 traders, net short
71.7%
Largest 8 traders, net long
58.6%
Largest 8 traders, net short
76.4%
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
64,080
72,021
-
-7,941
65.0
73.1
-8.1
Swap Dealers
5,104
12,270
1,140
-7,166
5.2
12.5
-7.3
Managed Money
1,675
630
175
+1,045
1.7
0.6
1.1
Other Reportables
16,514
2,571
244
+13,943
16.8
2.6
14.2
Total reportable
88,932
89,051
-
-119
90.3
90.4
-0.1
Nonreportable
9,587
9,468
-
+119
9.7
9.6
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
98,519
Old crop / nearest months, contracts
98,519
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
98,519
-7,941
-7,166
+1,045
+13,943
-119
+119
Tue 13 Oct 2026
98,574
-7,881
-7,226
+1,045
+13,943
-119
+119
Tue 6 Oct 2026
98,099
-8,206
-6,801
+1,045
+13,843
-119
+119
Tue 29 Sep 2026
102,893
-11,161
-7,279
+1,140
+17,013
-287
+287
Tue 22 Sep 2026
101,097
-11,222
-9,624
+1,210
+19,349
-287
+287
Tue 15 Sep 2026
101,097
-11,197
-9,599
+1,210
+19,299
-287
+287
Tue 8 Sep 2026
100,267
-11,652
-9,144
+1,210
+19,299
-287
+287
Tue 1 Sep 2026
106,995
-13,237
-9,172
+1,305
+20,794
-310
+310
Tue 25 Aug 2026
106,510
-13,537
-8,962
+1,305
+20,884
-310
+310
Tue 18 Aug 2026
106,450
-13,467
-9,032
+1,305
+20,884
-310
+310
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.