PJM PPL ZONE DA OFF-PEAK FIXED COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +910 contracts in PJM PPL ZONE DA OFF-PEAK FIXED, positions as of Tue 2 Jun 2026.
Data as of Positions as of Tue 2 Jun 2026; published Fri 5 Jun 2026
Positions as of Tue 2 Jun 2026 - published Fri 5 Jun 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV
CFTC contract code
0643D7
Contract unit
1 Mw
Open interest, contracts
17,771
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
8,472
6,712
-
+1,760
47.7
37.8
9.9
Swap Dealers
6,953
9,360
540
-2,407
39.1
52.7
-13.5
Managed Money
910
0
0
+910
5.1
0.0
5.1
Other Reportables
0
570
575
-570
0.0
3.2
-3.2
Total reportable
17,450
17,757
-
-307
98.2
99.9
-1.7
Nonreportable
321
14
-
+307
1.8
0.1
1.7
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+910
Week change
+0
4-week change
+0
13-week change
-760
Net as % of open interest
5.1%
Percentile, 1 year (52 weeks)
40
Percentile, 3 years (156 weeks)
80
Z-score, 52 weeks
-0.27
COT Index, 3 years
49
52-week high of net
+2,055
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
7
Managed Money
-
0
Other Reportables
0
-
Total reportable
15
13
Largest 4 traders, gross long
66.5%
Largest 4 traders, gross short
76.3%
Largest 8 traders, gross long
86.7%
Largest 8 traders, gross short
93.5%
Largest 4 traders, net long
58.0%
Largest 4 traders, net short
70.8%
Largest 8 traders, net long
73.3%
Largest 8 traders, net short
76.9%
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
8,472
6,712
-
+1,760
47.7
37.8
9.9
Swap Dealers
6,953
9,360
540
-2,407
39.1
52.7
-13.5
Managed Money
910
0
0
+910
5.1
0.0
5.1
Other Reportables
0
570
575
-570
0.0
3.2
-3.2
Total reportable
17,450
17,757
-
-307
98.2
99.9
-1.7
Nonreportable
321
14
-
+307
1.8
0.1
1.7
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
17,771
Old crop / nearest months, contracts
17,771
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 2 Jun 2026
17,771
+1,760
-2,407
+910
-570
-307
+307
Tue 26 May 2026
17,771
+1,760
-2,407
+910
-570
-307
+307
Tue 19 May 2026
17,757
+1,746
-2,407
+910
-570
-321
+321
Tue 12 May 2026
17,367
+1,746
-2,407
+910
-570
-321
+321
Tue 5 May 2026
17,367
+1,746
-2,407
+910
-570
-321
+321
Tue 28 Apr 2026
17,927
+1,573
-2,623
+1,335
-590
-305
+305
Tue 21 Apr 2026
17,782
+1,573
-2,623
+1,335
-590
-305
+305
Tue 14 Apr 2026
17,457
+1,573
-2,623
+1,335
-590
-305
+305
Tue 7 Apr 2026
17,457
+1,573
-2,623
+1,335
-590
-305
+305
Tue 31 Mar 2026
18,368
+1,990
-2,960
+1,335
-610
-245
+245
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 2 Jun 2026, published Fri 5 Jun 2026.