PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,963
COMMITMENTS
25 100 0 42,646 42,274 42,671 42,374 3,292 3,589
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 240)
0 0 0 180 180 180 180 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 92.8 92.0 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 17 21 18 22
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,757
COMMITMENTS
25 100 0 36,592 35,975 36,617 36,075 3,140 3,682
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.0 92.0 90.5 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 20 16 21
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,395
COMMITMENTS
25 11,385 675 20,455 10,030 21,155 22,090 2,240 1,305
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 50)
0 150 0 50 -100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 48.7 2.9 87.4 42.9 90.4 94.4 9.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 2 16 14 18 20
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,075
COMMITMENTS
0 10,730 475 19,405 9,465 19,880 20,670 2,195 1,405
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 175 175 175 175 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 48.6 2.2 87.9 42.9 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 15 12 16 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,273
COMMITMENTS
5,280 0 495 16,314 21,594 22,089 22,089 1,184 1,184
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,280 1,280 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.0 2.1 70.1 92.8 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 15 8 19 9
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,376
COMMITMENTS
5,025 0 330 14,074 19,084 19,429 19,414 947 962
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,175 1,175 1,175 1,175 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 1.6 69.1 93.7 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 16 9 19 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,142
COMMITMENTS
150 13,107 0 31,295 18,860 31,445 31,967 697 175
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 40.8 0.0 97.4 58.7 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 15 13 16 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,265
COMMITMENTS
0 11,015 0 25,600 15,095 25,600 26,110 665 155
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 41.9 0.0 97.5 57.5 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 10 14 12
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,810
COMMITMENTS
2,970 1,135 795 25,140 26,955 28,905 28,885 905 925
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 375)
50 400 0 300 -50 350 350 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.8 2.7 84.3 90.4 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 16 12 18 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,755
COMMITMENTS
0 3,240 420 26,405 23,120 26,825 26,780 1,930 1,975
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 250)
0 300 0 250 -50 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 1.5 91.8 80.4 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 14 12 15 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 115,042
COMMITMENTS
23,795 1,965 492 84,591 106,421 108,878 108,878 6,164 6,164
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,585)
250 900 240 1,200 550 1,690 1,690 -105 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.7 0.4 73.5 92.5 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 23 29 29 33
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 106,011
COMMITMENTS
26,130 165 150 74,336 100,301 100,616 100,616 5,395 5,395
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 820)
300 0 0 395 695 695 695 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.2 0.1 70.1 94.6 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 20 30 25 31
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,615
COMMITMENTS
600 300 0 14,835 15,075 15,435 15,375 180 240
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 200)
600 0 0 -430 170 170 170 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.9 0.0 95.0 96.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 13 17 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,925
COMMITMENTS
50 1,600 125 25,940 24,400 26,115 26,125 1,810 1,800
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.4 92.9 87.4 93.5 93.6 6.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 19 19 21 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,875
COMMITMENTS
0 400 125 20,820 20,405 20,945 20,930 930 945
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 300 300 300 300 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.6 95.2 93.3 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 18 17 19
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,160
COMMITMENTS
150 25 0 15,310 15,595 15,460 15,620 700 540
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.0 94.7 96.5 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 16 10 18 11
Updated May 27, 2016