PJM PSEG DA OFF-PK FIXED PRICE COT Report, Disaggregated
Wednesday, October 28, 2026
Managed Money net +75 contracts in PJM PSEG DA OFF-PK FIXED PRICE, positions as of Tue 3 Mar 2026.
Data as of Positions as of Tue 3 Mar 2026; published Fri 6 Mar 2026
Positions as of Tue 3 Mar 2026 - published Fri 6 Mar 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV
CFTC contract code
0643DM
Contract unit
1 Mw
Open interest, contracts
5,236
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
3,710
3,266
-
+444
70.9
62.4
8.5
Swap Dealers
616
850
360
-234
11.8
16.2
-4.5
Managed Money
150
75
0
+75
2.9
1.4
1.4
Other Reportables
50
185
0
-135
1.0
3.5
-2.6
Total reportable
4,886
4,736
-
+150
93.3
90.5
2.9
Nonreportable
350
500
-
-150
6.7
9.5
-2.9
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
+75
Week change
+0
4-week change
+25
13-week change
-275
Net as % of open interest
1.4%
Percentile, 1 year (52 weeks)
87
Percentile, 3 years (156 weeks)
75
Z-score, 52 weeks
0.68
COT Index, 3 years
91
52-week high of net
+350
52-week low of net
-1,279
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
8
Total reportable
13
14
Largest 4 traders, gross long
54.6%
Largest 4 traders, gross short
62.3%
Largest 8 traders, gross long
83.8%
Largest 8 traders, gross short
82.5%
Largest 4 traders, net long
45.5%
Largest 4 traders, net short
42.5%
Largest 8 traders, net long
63.5%
Largest 8 traders, net short
57.8%
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
3,710
3,266
-
+444
70.9
62.4
8.5
Swap Dealers
616
850
360
-234
11.8
16.2
-4.5
Managed Money
150
75
0
+75
2.9
1.4
1.4
Other Reportables
50
185
0
-135
1.0
3.5
-2.6
Total reportable
4,886
4,736
-
+150
93.3
90.5
2.9
Nonreportable
350
500
-
-150
6.7
9.5
-2.9
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
5,236
Old crop / nearest months, contracts
5,236
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 3 Mar 2026
5,236
+444
-234
+75
-135
+150
-150
Tue 24 Feb 2026
5,236
+394
-184
+75
-135
+150
-150
Tue 17 Feb 2026
5,261
+394
-184
+75
-135
+150
-150
Tue 10 Feb 2026
4,841
+394
-184
+75
-135
+150
-150
Tue 3 Feb 2026
5,151
+354
-204
+50
-85
+115
-115
Tue 27 Jan 2026
5,091
+404
-254
+0
-35
+115
-115
Tue 20 Jan 2026
4,981
+294
-254
+0
+75
+115
-115
Tue 13 Jan 2026
4,981
+294
-254
+0
+75
+115
-115
Tue 30 Dec 2025
5,186
-134
-246
+350
+75
+45
-45
Tue 23 Dec 2025
5,186
-134
-246
+350
+75
+45
-45
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 3 Mar 2026, published Fri 6 Mar 2026.