PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 47,824
COMMITMENTS
100 100 0 45,266 45,000 45,366 45,100 2,458 2,724
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -140 -140 -140 -140 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 94.7 94.1 94.9 94.3 5.1 5.7
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,802
COMMITMENTS
100 0 0 38,417 38,050 38,517 38,050 2,285 2,752
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -150 -150 -150 -150 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.2 93.3 94.4 93.3 5.6 6.7
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,400
COMMITMENTS
200 7,440 1,050 16,420 9,985 17,670 18,475 1,730 925
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,030)
100 1,500 0 980 -420 1,080 1,080 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 38.4 5.4 84.6 51.5 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 16 15 18 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,075
COMMITMENTS
0 6,385 1,475 15,295 9,540 16,770 17,400 1,305 675
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,080)
0 1,500 0 1,080 -420 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 35.3 8.2 84.6 52.8 92.8 96.3 7.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 14 12 15 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,325
COMMITMENTS
2,595 50 380 11,720 14,265 14,695 14,695 1,630 1,630
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 385)
75 0 0 310 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.3 2.3 71.8 87.4 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 15 10 18 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,906
COMMITMENTS
0 10,185 6 28,895 19,030 28,901 29,221 1,005 685
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 805)
0 400 0 775 375 775 775 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 34.1 0.0 96.6 63.6 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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,360
COMMITMENTS
360 0 2,000 24,730 25,140 27,090 27,140 1,270 1,220
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -155)
150 0 0 -380 -230 -230 -230 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 7.1 87.2 88.6 95.5 95.7 4.5 4.3
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 98,553
COMMITMENTS
19,979 175 134 71,008 90,312 91,121 90,621 7,432 7,932
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,275)
1,000 175 -50 -260 65 690 190 585 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.2 0.1 72.1 91.6 92.5 92.0 7.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 3 23 27 29 30
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 96,886
COMMITMENTS
22,520 75 100 71,555 92,800 94,175 92,975 2,711 3,911
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,010)
950 75 0 -2,130 -2,455 -1,180 -2,380 170 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.1 0.1 73.9 95.8 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 1 19 27 25 28
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,650
COMMITMENTS
250 0 125 19,815 20,260 20,190 20,385 460 265
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -10)
0 0 0 65 65 65 65 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.6 96.0 98.1 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 14 18 15
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,395
COMMITMENTS
0 300 0 17,195 16,805 17,195 17,105 200 290
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 355)
0 0 0 205 205 205 205 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.9 96.6 98.9 98.3 1.1 1.7
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,240
COMMITMENTS
185 1,950 125 21,425 20,785 21,735 22,860 1,505 380
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 225)
0 100 0 -975 125 -975 225 1,200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.4 0.5 92.2 89.4 93.5 98.4 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 20 22 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,320
COMMITMENTS
140 800 125 19,825 19,865 20,090 20,790 1,230 530
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -675)
0 0 0 -1,065 -675 -1,065 -675 390 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.8 0.6 93.0 93.2 94.2 97.5 5.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 17 17 18
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| 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 02/23/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 March 4, 2016