PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,986
COMMITMENTS
1,080 4,125 25 27,736 24,761 28,841 28,911 4,145 4,075
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 774)
345 75 -75 344 584 614 584 160 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.5 0.1 84.1 75.1 87.4 87.6 12.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 14 17 15 20
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,837
COMMITMENTS
1,080 4,125 25 26,377 23,253 27,482 27,403 3,355 3,434
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 757)
345 75 -75 356 567 626 567 131 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.4 0.1 85.5 75.4 89.1 88.9 10.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 17 14 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,515
COMMITMENTS
0 11,050 15 23,885 12,995 23,900 24,060 2,615 2,455
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 41.7 0.1 90.1 49.0 90.1 90.7 9.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 6 1 20 13 21 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,675
COMMITMENTS
0 10,525 15 24,180 13,815 24,195 24,355 2,480 2,320
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.5 0.1 90.6 51.8 90.7 91.3 9.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 1 20 14 21 19
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,610
COMMITMENTS
400 480 400 31,850 31,785 32,650 32,665 3,960 3,945
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 255 250 255 250 -255 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 1.1 87.0 86.8 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 15 13 19 18
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,430
COMMITMENTS
625 505 250 30,530 30,665 31,405 31,420 3,025 3,010
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 505 480 505 480 -505 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 0.7 88.7 89.1 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 15 14 19 18
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,210
COMMITMENTS
0 4,895 25 16,295 11,740 16,320 16,660 1,890 1,550
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -40)
0 0 0 0 0 0 0 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.9 0.1 89.5 64.5 89.6 91.5 10.4 8.5
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 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,625
COMMITMENTS
0 4,335 25 15,245 11,250 15,270 15,610 2,355 2,015
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.6 0.1 86.5 63.8 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 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,075
COMMITMENTS
350 405 280 18,075 18,785 18,705 19,470 3,370 2,605
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.8 1.3 81.9 85.1 84.7 88.2 15.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 16 13 20 16
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,085
COMMITMENTS
340 455 200 16,150 17,050 16,690 17,705 3,395 2,380
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 1.0 80.4 84.9 83.1 88.2 16.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 16 11 20 14
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 42,450
COMMITMENTS
12,135 1,150 790 27,830 38,835 40,755 40,775 1,695 1,675
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 590)
190 800 400 25 -585 615 615 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.7 1.9 65.6 91.5 96.0 96.1 4.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 18 12 23 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,300
COMMITMENTS
10,400 1,150 525 24,430 33,700 35,355 35,375 1,945 1,925
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 440)
190 800 250 0 -610 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 3.1 1.4 65.5 90.3 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 18 12 23 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 99,970
COMMITMENTS
11,925 2,460 2,735 77,795 87,230 92,455 92,425 7,515 7,545
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 915)
150 140 35 715 725 900 900 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.5 2.7 77.8 87.3 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 3 23 27 29 32
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 92,060
COMMITMENTS
11,775 2,360 2,090 68,860 78,245 82,725 82,695 9,335 9,365
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 725)
50 40 35 505 515 590 590 135 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.6 2.3 74.8 85.0 89.9 89.8 10.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 3 20 26 25 31
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,545
COMMITMENTS
600 3,600 175 17,605 14,785 18,380 18,560 2,165 1,985
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 17.5 0.9 85.7 72.0 89.5 90.3 10.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 15 18 18
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| 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 02/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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: 21)
1 1 0 15 13 16 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 47,715
COMMITMENTS
0 1,625 925 38,970 37,345 39,895 39,895 7,820 7,820
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -10 -10 -10 -10 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.9 81.7 78.3 83.6 83.6 16.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 18 23 20 26
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,820
COMMITMENTS
1,675 600 25 20,780 21,975 22,480 22,600 9,340 9,220
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -40)
0 0 0 60 60 60 60 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 0.1 65.3 69.1 70.6 71.0 29.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 22 19 24
Updated March 2, 2018