Kilambi News
Wednesday, October 28, 2026

PJM WESTERN HUB RT PEAK MINI COT Report, Disaggregated

Wednesday, October 28, 2026

Managed Money net +48,632 contracts in PJM WESTERN HUB RT PEAK MINI, 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 WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV
CFTC contract code0643DF
Contract unit1 Mw Per Peak Hour
Open interest, contracts401,042
Change in open interest, contracts+5,127

Latest report, futures only

CategoryLongShortSpreadingNetLong % of OIShort % of OINet % of OI
Producer/Merchant/Processor/User200,073154,883-+45,19049.938.611.3
Swap Dealers18,95748,64918,669-29,6924.712.1-7.4
Managed Money71,78723,15542,638+48,63217.95.812.1
Other Reportables22,79987,27624,549-64,4775.721.8-16.1
Total reportable399,472399,819--34799.699.7-0.1
Nonreportable1,5701,223-+3470.40.30.1

Managed Money: position against its own history

Weekly net, last 156 reports

Managed Money net, contracts+48,632
Week change-4,537
4-week change+254
13-week change+6,767
Net as % of open interest12.1%
Percentile, 1 year (52 weeks)31
Percentile, 3 years (156 weeks)53
Z-score, 52 weeks-0.61
COT Index, 3 years63
52-week high of net+81,900
52-week low of net+28,226

Traders and concentration

CategoryTraders longTraders short
Producer/Merchant/Processor/User4040
Swap Dealers-9
Managed Money329
Other Reportables1713
Total reportable11798
Largest 4 traders, gross long20.7%
Largest 4 traders, gross short34.5%
Largest 8 traders, gross long37.5%
Largest 8 traders, gross short50.1%
Largest 4 traders, net long17.8%
Largest 4 traders, net short28.7%
Largest 8 traders, net long30.1%
Largest 8 traders, net short38.8%

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/User362,131337,529-+24,60238.535.92.6
Swap Dealers1,90477,25553,016-75,3510.28.2-8.0
Managed Money54,30624,007191,954+30,2995.82.63.2
Other Reportables25,8275,724248,772+20,1032.70.62.1
Total reportable937,910938,257--34799.899.9-0.0
Nonreportable1,5701,223-+3470.20.10.0

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, contracts401,042
Old crop / nearest months, contracts401,042
Other months, contracts0

Recent reports, net by category

Report dateOpen interestProducer/Merchant/Processor/UserSwap DealersManaged MoneyOther ReportablesTotal reportableNonreportable
Tue 20 Oct 2026401,042+45,190-29,692+48,632-64,477-347+347
Tue 13 Oct 2026395,915+42,427-31,809+53,169-64,156-369+369
Tue 6 Oct 2026393,216+48,095-31,399+52,748-69,684-240+240
Tue 29 Sep 2026398,360+48,392-36,968+53,761-65,034+151-151
Tue 22 Sep 2026388,747+43,226-31,612+48,378-59,996-4+4
Tue 15 Sep 2026381,804+35,393-31,502+53,053-57,099-155+155
Tue 8 Sep 2026378,171+32,127-26,040+56,274-62,622-261+261
Tue 1 Sep 2026392,439+39,934-34,616+56,957-62,556-281+281
Tue 25 Aug 2026391,054+42,915-35,588+55,594-63,333-412+412
Tue 18 Aug 2026384,789+53,645-35,767+53,699-71,667-90+90

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.