PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 49,470
COMMITMENTS
0 150 0 46,159 45,654 46,159 45,804 3,311 3,666
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,825)
0 100 0 1,725 1,625 1,725 1,725 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.3 92.3 93.3 92.6 6.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 21 16 22
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,690
COMMITMENTS
0 50 0 40,413 40,148 40,413 40,198 3,277 3,492
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 1,665 1,665 1,665 1,665 135 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 92.5 91.9 92.5 92.0 7.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 21 14 22
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,340
COMMITMENTS
325 12,060 525 20,340 9,515 21,190 22,100 2,150 1,240
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 300)
50 100 100 190 140 340 340 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 51.7 2.2 87.1 40.8 90.8 94.7 9.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 3 14 12 17 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,910
COMMITMENTS
0 11,405 0 18,790 8,165 18,790 19,570 2,120 1,340
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.5 0.0 89.9 39.0 89.9 93.6 10.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 0 13 8 13 13
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,123
COMMITMENTS
4,940 0 485 17,651 22,591 23,076 23,076 1,047 1,047
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 600)
-300 0 0 1,000 700 700 700 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 2.0 73.2 93.6 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 16 9 20 10
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,381
COMMITMENTS
5,370 0 280 14,296 19,844 19,946 20,124 1,435 1,257
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 1.3 66.9 92.8 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 17 9 21 10
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,775
COMMITMENTS
50 13,280 100 30,980 18,270 31,130 31,650 645 125
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 240)
-100 0 100 240 140 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 41.8 0.3 97.5 57.5 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 8 16 11
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,924
COMMITMENTS
3,900 2,385 565 26,434 27,904 30,899 30,854 1,025 1,070
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,839)
675 150 -50 2,104 2,629 2,729 2,729 110 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.5 1.8 82.8 87.4 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 16 12 19 16
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,280
COMMITMENTS
0 3,810 595 25,680 21,870 26,275 26,275 2,005 2,005
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -275)
0 -350 0 -150 200 -150 -150 -125 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 2.1 90.8 77.3 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 3 15 12 18 16
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 116,335
COMMITMENTS
24,280 1,715 265 85,998 108,748 110,543 110,728 5,792 5,607
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,524)
-625 -550 -50 4,824 4,749 4,149 4,149 375 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 1.5 0.2 73.9 93.5 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 2 18 25 24 27
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 106,027
COMMITMENTS
26,185 65 760 73,771 99,961 100,716 100,786 5,311 5,241
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 255)
-650 -300 0 953 603 303 303 -48 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.1 0.7 69.6 94.3 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 2 17 27 22 29
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,620
COMMITMENTS
50 0 125 17,915 18,140 18,090 18,265 530 355
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 420)
0 0 0 360 360 360 360 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 96.2 97.4 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 13 19 14
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,905
COMMITMENTS
600 300 0 15,125 15,375 15,725 15,675 180 230
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.9 0.0 95.1 96.7 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 18 12 19 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,645
COMMITMENTS
50 1,675 300 25,985 24,365 26,335 26,340 2,310 2,305
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 825)
0 -175 175 480 655 655 655 170 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 1.0 90.7 85.1 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 20 16 22 18
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,420
COMMITMENTS
0 300 125 20,015 19,715 20,140 20,140 2,280 2,280
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,715)
0 0 0 350 350 350 350 1,365 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.6 89.3 87.9 89.8 89.8 10.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 16 16 17
Updated June 17, 2016