PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 47,844
COMMITMENTS
100 100 0 45,406 45,140 45,506 45,240 2,338 2,604
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,010)
100 -200 -100 -100 200 -100 -100 2,110 2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 94.9 94.3 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 15 22 16 23
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,832
COMMITMENTS
100 0 0 38,567 38,200 38,667 38,200 2,165 2,632
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,945)
0 0 0 0 0 0 0 1,945 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.5 93.6 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 21 15 21
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,370
COMMITMENTS
100 5,940 1,050 15,440 10,405 16,590 17,395 1,780 975
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,365)
0 1,920 0 335 -1,490 335 430 1,030 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 32.3 5.7 84.1 56.6 90.3 94.7 9.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 16 15 18 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,995
COMMITMENTS
0 4,885 1,475 14,215 9,960 15,690 16,320 1,305 675
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 925)
0 1,800 0 360 -1,440 360 360 565 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 28.7 8.7 83.6 58.6 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 14 12 15 15
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,940
COMMITMENTS
2,520 50 380 11,410 13,880 14,310 14,310 1,630 1,630
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 500)
400 0 -300 325 725 425 425 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.3 2.4 71.6 87.1 89.8 89.8 10.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 15 9 18 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,101
COMMITMENTS
0 9,785 6 28,120 18,655 28,126 28,446 975 655
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,025)
0 0 0 1,385 1,445 1,385 1,445 640 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 33.6 0.0 96.6 64.1 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 12 13 13 16
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,515
COMMITMENTS
210 0 2,000 25,110 25,370 27,320 27,370 1,195 1,145
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,695)
160 -140 140 250 550 550 550 1,145 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 7.0 88.1 89.0 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 14 18 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 97,278
COMMITMENTS
18,979 0 184 71,268 90,247 90,431 90,431 6,847 6,847
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,145)
920 0 130 -840 80 210 210 1,935 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 0.2 73.3 92.8 93.0 93.0 7.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 3 22 27 27 30
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 97,896
COMMITMENTS
21,570 0 100 73,685 95,255 95,355 95,355 2,541 2,541
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,100)
1,150 0 50 -1,105 45 95 95 1,005 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.1 75.3 97.3 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 0 1 19 26 24 27
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,660
COMMITMENTS
250 0 125 19,750 20,195 20,125 20,320 535 340
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.6 95.6 97.7 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 14 17 15
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,040
COMMITMENTS
0 300 0 16,990 16,600 16,990 16,900 50 140
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 99.7 97.4 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 13 15 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,015
COMMITMENTS
185 1,850 125 22,400 20,660 22,710 22,635 305 380
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 420)
50 0 0 320 370 370 370 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.0 0.5 97.3 89.8 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 20 21 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,995
COMMITMENTS
140 800 125 20,890 20,540 21,155 21,465 840 530
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 0 0 0 0 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 0.6 95.0 93.4 96.2 97.6 3.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 17 16 18
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,985
COMMITMENTS
300 100 0 17,935 18,200 18,235 18,300 750 685
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.0 94.5 95.9 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 7 16 8
Updated February 26, 2016