Managed Money net +425 contracts in PJM PECO ZONE DA PEAK, positions as of Tue 4 Nov 2025.
Data as of Positions as of Tue 4 Nov 2025; published Fri 7 Nov 2025
Positions as of Tue 4 Nov 2025 - published Fri 7 Nov 2025 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
0643CZ
Contract unit
1 Mw
Open interest, contracts
7,835
Change in open interest, contracts
+614
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
4,832
6,030
-
-1,198
61.7
77.0
-15.3
Swap Dealers
710
120
629
+590
9.1
1.5
7.5
Managed Money
675
250
0
+425
8.6
3.2
5.4
Other Reportables
50
454
72
-404
0.6
5.8
-5.2
Total reportable
6,968
7,555
-
-587
88.9
96.4
-7.5
Nonreportable
867
280
-
+587
11.1
3.6
7.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+425
Week change
+620
4-week change
+425
13-week change
+950
Net as % of open interest
5.4%
Percentile, 1 year (52 weeks)
52
Percentile, 3 years (156 weeks)
71
Z-score, 52 weeks
-0.44
COT Index, 3 years
31
52-week high of net
+2,992
52-week low of net
-826
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
7
7
Swap Dealers
4
-
Total reportable
16
13
Largest 4 traders, gross long
62.0%
Largest 4 traders, gross short
73.7%
Largest 8 traders, gross long
79.1%
Largest 8 traders, gross short
91.1%
Largest 4 traders, net long
60.5%
Largest 4 traders, net short
66.8%
Largest 8 traders, net long
68.0%
Largest 8 traders, net short
77.5%
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
4,832
6,030
-
-1,198
61.7
77.0
-15.3
Swap Dealers
710
120
629
+590
9.1
1.5
7.5
Managed Money
675
250
0
+425
8.6
3.2
5.4
Other Reportables
50
454
72
-404
0.6
5.8
-5.2
Total reportable
6,968
7,555
-
-587
88.9
96.4
-7.5
Nonreportable
867
280
-
+587
11.1
3.6
7.5
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
7,835
Old crop / nearest months, contracts
7,835
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 4 Nov 2025
7,835
-1,198
+590
+425
-404
-587
+587
Tue 3 Jun 2025
7,221
+1,161
-340
-195
-504
+122
-122
Tue 27 May 2025
7,266
+1,266
-445
-195
-504
+122
-122
Tue 4 Mar 2025
6,670
+1,566
-1,733
+0
+126
-41
+41
Tue 25 Feb 2025
6,670
+1,764
-1,733
+0
+126
+157
-157
Tue 18 Feb 2025
6,220
+1,564
-1,733
+0
+126
-43
+43
Tue 11 Feb 2025
6,220
+1,564
-1,733
+0
+126
-43
+43
Tue 4 Feb 2025
6,981
+1,562
-1,949
+0
+156
-231
+231
Tue 28 Jan 2025
6,981
+1,745
-1,949
+0
+156
-48
+48
Tue 21 Jan 2025
6,981
+1,745
-1,949
+0
+156
-48
+48
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 4 Nov 2025, published Fri 7 Nov 2025.