PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,927
COMMITMENTS
75 2,800 100 25,852 22,987 26,027 25,887 3,900 4,040
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -981)
25 -100 -25 -1,012 -867 -1,012 -992 31 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.4 0.3 86.4 76.8 87.0 86.5 13.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 12 15 13 17
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,760
COMMITMENTS
75 2,800 100 24,446 21,461 24,621 24,361 3,139 3,399
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -907)
25 -100 -25 -985 -840 -985 -965 78 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.1 0.4 88.1 77.3 88.7 87.8 11.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 11 15 12 17
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,680
COMMITMENTS
0 10,500 15 22,190 11,850 22,205 22,365 2,475 2,315
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,195)
0 -900 0 -1,950 -1,060 -1,950 -1,960 -245 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.5 0.1 89.9 48.0 90.0 90.6 10.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 6 1 19 13 20 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,315
COMMITMENTS
0 10,025 15 22,820 12,955 22,835 22,995 2,480 2,320
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,025)
0 -550 0 -1,800 -1,260 -1,800 -1,810 -225 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.6 0.1 90.1 51.2 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 1 19 14 20 19
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,610
COMMITMENTS
500 480 300 31,445 31,485 32,245 32,265 4,365 4,345
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,000)
-225 -150 -150 -2,505 -2,590 -2,880 -2,890 -120 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 0.8 85.9 86.0 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 15 12 19 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,430
COMMITMENTS
725 505 150 29,875 30,135 30,750 30,790 3,680 3,640
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,630)
-250 -175 -125 -2,145 -2,210 -2,520 -2,510 -110 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.5 0.4 86.8 87.5 89.3 89.4 10.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 14 12 18 15
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,145
COMMITMENTS
0 4,895 25 16,195 11,645 16,220 16,565 1,925 1,580
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,740)
0 -550 -25 -960 -320 -985 -895 -755 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.0 0.1 89.3 64.2 89.4 91.3 10.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 11 18 14
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,520
COMMITMENTS
0 4,335 25 15,145 11,155 15,170 15,515 2,350 2,005
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,900)
0 -650 -25 -1,145 -405 -1,170 -1,080 -730 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.7 0.1 86.4 63.7 86.6 88.6 13.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 17 11 18 13
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,775
COMMITMENTS
500 405 180 17,725 18,585 18,405 19,170 3,370 2,605
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,080)
-175 25 80 -1,520 -1,730 -1,615 -1,625 -465 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 0.8 81.4 85.4 84.5 88.0 15.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 16 12 20 14
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,785
COMMITMENTS
490 455 100 15,825 16,875 16,415 17,430 3,370 2,355
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,930)
-160 25 50 -1,425 -1,630 -1,535 -1,555 -395 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.3 0.5 80.0 85.3 83.0 88.1 17.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 16 10 20 12
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,085
COMMITMENTS
12,100 350 0 26,775 38,545 38,875 38,895 1,210 1,190
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 3,065)
1,685 -350 0 1,795 3,825 3,480 3,475 -415 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 0.9 0.0 66.8 96.2 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 0 18 11 23 12
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,970
COMMITMENTS
11,015 350 75 23,250 33,935 34,340 34,360 1,630 1,610
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 3,655)
1,985 -350 0 2,080 4,410 4,065 4,060 -410 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 1.0 0.2 64.6 94.3 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 18 11 23 13
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 98,115
COMMITMENTS
10,300 2,100 2,375 77,865 86,035 90,540 90,510 7,575 7,605
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,570)
1,105 1,355 -75 755 520 1,785 1,800 -215 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.1 2.4 79.4 87.7 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 3 23 26 29 31
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 90,815
COMMITMENTS
9,650 2,100 2,080 69,585 77,105 81,315 81,285 9,500 9,530
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,785)
965 1,380 35 900 500 1,900 1,915 -115 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.3 2.3 76.6 84.9 89.5 89.5 10.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 3 20 24 25 29
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,680
COMMITMENTS
700 1,900 75 14,700 13,680 15,475 15,655 2,205 2,025
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -510)
-25 250 0 -360 -635 -385 -385 -125 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.7 0.4 83.1 77.4 87.5 88.5 12.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 16 15 18 17
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,780
COMMITMENTS
1,575 175 0 14,270 15,885 15,845 16,060 935 720
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -880)
-200 0 0 -445 -655 -645 -655 -235 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.0 0.0 85.0 94.7 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 12 16 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 46,695
COMMITMENTS
0 2,825 925 38,060 35,235 38,985 38,985 7,710 7,710
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,360)
0 -625 325 -1,095 -470 -770 -770 -590 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 2.0 81.5 75.5 83.5 83.5 16.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 18 22 20 25
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,410
COMMITMENTS
475 600 325 20,330 20,325 21,130 21,250 9,280 9,160
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,130)
200 0 100 -1,350 -1,150 -1,050 -1,050 -80 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 1.1 66.9 66.8 69.5 69.9 30.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 21 19 23
Updated February 9, 2018