Managed Money net +910 contracts in PJM PPL ZONE DA PEAK, 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 PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
0643D8
Contract unit
1 Mw
Open interest, contracts
18,671
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
8,572
6,912
-
+1,660
45.9
37.0
8.9
Swap Dealers
7,753
10,060
540
-2,307
41.5
53.9
-12.4
Managed Money
910
0
0
+910
4.9
0.0
4.9
Other Reportables
0
570
575
-570
0.0
3.1
-3.1
Total reportable
18,350
18,657
-
-307
98.3
99.9
-1.6
Nonreportable
321
14
-
+307
1.7
0.1
1.6
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
4.9%
Percentile, 1 year (52 weeks)
40
Percentile, 3 years (156 weeks)
80
Z-score, 52 weeks
-0.40
COT Index, 3 years
32
52-week high of net
+3,205
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
9
7
Swap Dealers
4
-
Managed Money
-
0
Other Reportables
0
-
Total reportable
16
13
Largest 4 traders, gross long
65.2%
Largest 4 traders, gross short
77.7%
Largest 8 traders, gross long
86.1%
Largest 8 traders, gross short
93.8%
Largest 4 traders, net long
57.2%
Largest 4 traders, net short
71.2%
Largest 8 traders, net long
73.5%
Largest 8 traders, net short
78.0%
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
8,572
6,912
-
+1,660
45.9
37.0
8.9
Swap Dealers
7,753
10,060
540
-2,307
41.5
53.9
-12.4
Managed Money
910
0
0
+910
4.9
0.0
4.9
Other Reportables
0
570
575
-570
0.0
3.1
-3.1
Total reportable
18,350
18,657
-
-307
98.3
99.9
-1.6
Nonreportable
321
14
-
+307
1.7
0.1
1.6
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
18,671
Old crop / nearest months, contracts
18,671
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
18,671
+1,660
-2,307
+910
-570
-307
+307
Tue 26 May 2026
18,671
+1,660
-2,307
+910
-570
-307
+307
Tue 19 May 2026
18,657
+1,646
-2,307
+910
-570
-321
+321
Tue 12 May 2026
18,267
+1,646
-2,307
+910
-570
-321
+321
Tue 5 May 2026
18,267
+1,646
-2,307
+910
-570
-321
+321
Tue 28 Apr 2026
18,982
+1,358
-2,318
+1,260
-565
-265
+265
Tue 21 Apr 2026
18,837
+1,358
-2,318
+1,260
-565
-265
+265
Tue 14 Apr 2026
18,512
+1,358
-2,318
+1,260
-565
-265
+265
Tue 7 Apr 2026
18,512
+1,358
-2,318
+1,260
-565
-265
+265
Tue 31 Mar 2026
19,423
+1,770
-2,630
+1,285
-610
-185
+185
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.