Kilambi News
Wednesday, October 28, 2026

PJM.PPL_month_off_dap COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +2,200 contracts in PJM.PPL_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 familyDisaggregated
BasisFutures only
MarketPJM.PPL_month_off_dap - NODAL EXCHANGE
CFTC contract code064EWV
Contract unitMegawatt Hours (Mwh
Open interest, contracts71,366
Change in open interest, contracts+765

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User57,43953,736-+3,70380.575.35.2
Swap Dealers4,3807,7042,046-3,3246.110.8-4.7
Managed Money2,200090+2,2003.10.03.1
Other Reportables9454,0751,640-3,1301.35.7-4.4
Total reportable68,74069,291--55196.397.1-0.8
Nonreportable2,6262,075-+5513.72.90.8

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+2,200
Week change+175
4-week change+95
13-week change+1,195
Net as % of open interest3.1%
Percentile, 1 year (52 weeks)100
Percentile, 3 years (156 weeks)100
Z-score, 52 weeks1.70
COT Index, 3 years100
52-week high of net+2,200
52-week low of net-350

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User2218
Swap Dealers-6
Managed Money-0
Total reportable3529
Largest 4 traders, gross long65.6%
Largest 4 traders, gross short56.4%
Largest 8 traders, gross long77.3%
Largest 8 traders, gross short71.5%
Largest 4 traders, net long63.4%
Largest 4 traders, net short55.7%
Largest 8 traders, net long72.0%
Largest 8 traders, net short68.9%

Concentration is the share of open interest held by the largest traders, as published in the report.

Latest report, futures and options combined

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User57,43953,736-+3,70380.575.35.2
Swap Dealers4,3807,7042,046-3,3246.110.8-4.7
Managed Money2,200090+2,2003.10.03.1
Other Reportables9454,0751,640-3,1301.35.7-4.4
Total reportable68,74069,291--55196.397.1-0.8
Nonreportable2,6262,075-+5513.72.90.8

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, contracts71,366
Old crop / nearest months, contracts71,366
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 202671,366+3,703-3,324+2,200-3,130-551+551
Tue 13 Oct 202670,601+3,320-3,994+2,025-1,890-539+539
Tue 6 Oct 202670,151+2,655-3,919+2,025-1,235-474+474
Tue 29 Sep 202674,468+5,816-5,829+2,105-2,595-503+503
Tue 22 Sep 202669,869+7,105-7,184+2,105-2,375-349+349
Tue 15 Sep 202664,763+6,715-6,624+2,105-2,545-349+349
Tue 8 Sep 202663,833+6,175-6,384+2,105-2,245-349+349
Tue 1 Sep 202663,973+5,576-6,254+2,185-1,875-368+368
Tue 25 Aug 202663,038+6,151-6,464+2,185-2,240-368+368
Tue 18 Aug 202663,098+5,371-5,684+2,185-2,240-368+368

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.