Managed Money net +75 contracts in PJM PSEG DAY-AHEAD PEAK, 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 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV
CFTC contract code
0643DL
Contract unit
1 Mw
Open interest, contracts
5,295
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
3,765
3,345
-
+420
71.1
63.2
7.9
Swap Dealers
640
850
340
-210
12.1
16.1
-4.0
Managed Money
150
75
0
+75
2.8
1.4
1.4
Other Reportables
50
185
0
-135
0.9
3.5
-2.5
Total reportable
4,945
4,795
-
+150
93.4
90.6
2.8
Nonreportable
350
500
-
-150
6.6
9.4
-2.8
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)
76
Z-score, 52 weeks
0.63
COT Index, 3 years
91
52-week high of net
+350
52-week low of net
-775
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
8
8
Total reportable
13
14
Largest 4 traders, gross long
54.1%
Largest 4 traders, gross short
61.6%
Largest 8 traders, gross long
83.9%
Largest 8 traders, gross short
82.7%
Largest 4 traders, net long
45.0%
Largest 4 traders, net short
43.1%
Largest 8 traders, net long
64.3%
Largest 8 traders, net short
58.6%
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
3,765
3,345
-
+420
71.1
63.2
7.9
Swap Dealers
640
850
340
-210
12.1
16.1
-4.0
Managed Money
150
75
0
+75
2.8
1.4
1.4
Other Reportables
50
185
0
-135
0.9
3.5
-2.5
Total reportable
4,945
4,795
-
+150
93.4
90.6
2.8
Nonreportable
350
500
-
-150
6.6
9.4
-2.8
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, contracts
5,295
Old crop / nearest months, contracts
5,295
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
5,295
+420
-210
+75
-135
+150
-150
Tue 24 Feb 2026
5,295
+370
-160
+75
-135
+150
-150
Tue 17 Feb 2026
5,320
+370
-160
+75
-135
+150
-150
Tue 10 Feb 2026
4,900
+370
-160
+75
-135
+150
-150
Tue 3 Feb 2026
5,215
+330
-180
+50
-85
+115
-115
Tue 27 Jan 2026
5,155
+380
-230
+0
-35
+115
-115
Tue 20 Jan 2026
5,045
+270
-230
+0
+75
+115
-115
Tue 13 Jan 2026
5,045
+270
-230
+0
+75
+115
-115
Tue 30 Dec 2025
5,267
-158
-222
+350
+75
+45
-45
Tue 23 Dec 2025
5,267
-158
-222
+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.