Managed Money net +745 contracts in PJM.PECO_month_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.PECO_month_on_dap - NODAL EXCHANGE
CFTC contract code
064EUY
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
99,318
Change in open interest, contracts
+0
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
66,565
72,611
-
-6,046
67.0
73.1
-6.1
Swap Dealers
4,319
13,390
1,140
-9,071
4.3
13.5
-9.1
Managed Money
1,675
930
0
+745
1.7
0.9
0.8
Other Reportables
16,744
2,571
244
+14,173
16.9
2.6
14.3
Total reportable
90,687
90,886
-
-199
91.3
91.5
-0.2
Nonreportable
8,631
8,432
-
+199
8.7
8.5
0.2
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+745
Week change
+0
4-week change
-165
13-week change
-225
Net as % of open interest
0.8%
Percentile, 1 year (52 weeks)
6
Percentile, 3 years (156 weeks)
33
Z-score, 52 weeks
-1.29
COT Index, 3 years
79
52-week high of net
+2,605
52-week low of net
+745
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
21
11
Other Reportables
-
4
Total reportable
29
23
Largest 4 traders, gross long
46.9%
Largest 4 traders, gross short
73.4%
Largest 8 traders, gross long
70.5%
Largest 8 traders, gross short
86.7%
Largest 4 traders, net long
44.7%
Largest 4 traders, net short
72.6%
Largest 8 traders, net long
60.7%
Largest 8 traders, net short
77.0%
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
66,565
72,611
-
-6,046
67.0
73.1
-6.1
Swap Dealers
4,319
13,390
1,140
-9,071
4.3
13.5
-9.1
Managed Money
1,675
930
0
+745
1.7
0.9
0.8
Other Reportables
16,744
2,571
244
+14,173
16.9
2.6
14.3
Total reportable
90,687
90,886
-
-199
91.3
91.5
-0.2
Nonreportable
8,631
8,432
-
+199
8.7
8.5
0.2
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
99,318
Old crop / nearest months, contracts
99,318
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
99,318
-6,046
-9,071
+745
+14,173
-199
+199
Tue 13 Oct 2026
99,318
-6,046
-9,071
+745
+14,173
-199
+199
Tue 6 Oct 2026
98,883
-6,421
-8,596
+745
+14,073
-199
+199
Tue 29 Sep 2026
103,440
-9,311
-9,169
+840
+17,263
-377
+377
Tue 22 Sep 2026
101,987
-9,322
-11,564
+910
+19,599
-377
+377
Tue 15 Sep 2026
101,987
-9,297
-11,539
+910
+19,549
-377
+377
Tue 8 Sep 2026
101,157
-9,752
-11,084
+910
+19,549
-377
+377
Tue 1 Sep 2026
107,735
-11,487
-10,777
+940
+20,914
-410
+410
Tue 25 Aug 2026
107,252
-11,787
-10,567
+940
+21,004
-410
+410
Tue 18 Aug 2026
107,167
-11,717
-10,637
+940
+21,004
-410
+410
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.