Managed Money net +320 contracts in PJM.PENELEC_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.PENELEC_month_on_dap - NODAL EXCHANGE
CFTC contract code
064EVA
Contract unit
Megawatt Hours (Mwh
Open interest, contracts
12,251
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
3,200
6,953
-
-3,753
26.1
56.8
-30.6
Swap Dealers
1,542
2,235
93
-693
12.6
18.2
-5.7
Managed Money
320
0
0
+320
2.6
0.0
2.6
Other Reportables
3,610
0
30
+3,610
29.5
0.0
29.5
Total reportable
8,795
9,311
-
-516
71.8
76.0
-4.2
Nonreportable
3,456
2,940
-
+516
28.2
24.0
4.2
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+320
Week change
+0
4-week change
-55
13-week change
-760
Net as % of open interest
2.6%
Percentile, 1 year (52 weeks)
6
Percentile, 3 years (156 weeks)
65
Z-score, 52 weeks
-2.09
COT Index, 3 years
20
52-week high of net
+1,610
52-week low of net
+320
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
6
Managed Money
-
0
Other Reportables
4
0
Total reportable
16
9
Largest 4 traders, gross long
43.5%
Largest 4 traders, gross short
65.3%
Largest 8 traders, gross long
59.5%
Largest 8 traders, gross short
75.8%
Largest 4 traders, net long
43.2%
Largest 4 traders, net short
60.3%
Largest 8 traders, net long
55.8%
Largest 8 traders, net short
67.7%
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
3,200
6,953
-
-3,753
26.1
56.8
-30.6
Swap Dealers
1,542
2,235
93
-693
12.6
18.2
-5.7
Managed Money
320
0
0
+320
2.6
0.0
2.6
Other Reportables
3,610
0
30
+3,610
29.5
0.0
29.5
Total reportable
8,795
9,311
-
-516
71.8
76.0
-4.2
Nonreportable
3,456
2,940
-
+516
28.2
24.0
4.2
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
12,251
Old crop / nearest months, contracts
12,251
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
12,251
-3,753
-693
+320
+3,610
-516
+516
Tue 13 Oct 2026
12,251
-3,753
-693
+320
+3,610
-516
+516
Tue 6 Oct 2026
11,636
-5,673
-729
+320
+5,590
-492
+492
Tue 29 Sep 2026
12,296
-5,932
-702
+375
+5,701
-558
+558
Tue 22 Sep 2026
13,583
-7,227
-782
+375
+7,136
-498
+498
Tue 15 Sep 2026
13,583
-7,227
-782
+375
+7,136
-498
+498
Tue 8 Sep 2026
13,403
-7,207
-752
+375
+7,086
-498
+498
Tue 1 Sep 2026
13,604
-7,193
-890
+415
+6,824
-844
+844
Tue 3 Mar 2026
21,267
-10,129
-3,096
+940
+11,315
-970
+970
Tue 24 Feb 2026
21,252
-10,084
-3,241
+940
+11,340
-1,045
+1,045
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.