PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 49,500
COMMITMENTS
0 250 0 46,309 45,704 46,309 45,954 3,191 3,546
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 30)
0 100 0 150 50 150 150 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 93.6 92.3 93.6 92.8 6.4 7.2
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,725
COMMITMENTS
0 50 0 40,568 40,303 40,568 40,353 3,157 3,372
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 35)
0 0 0 155 155 155 155 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 92.8 92.2 92.8 92.3 7.2 7.7
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,015
COMMITMENTS
255 12,960 620 22,510 10,735 23,385 24,315 1,630 700
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,675)
-70 900 95 2,170 1,220 2,195 2,215 -520 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 51.8 2.5 90.0 42.9 93.5 97.2 6.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 3 15 13 18 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,565
COMMITMENTS
0 12,375 25 20,960 9,365 20,985 21,765 1,580 800
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,655)
0 970 25 2,170 1,200 2,195 2,195 -540 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.8 0.1 92.9 41.5 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 1 14 9 15 14
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,623
COMMITMENTS
5,240 150 485 17,401 22,491 23,126 23,126 1,497 1,497
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 500)
300 150 0 -250 -100 50 50 450 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 0.6 2.0 70.7 91.3 93.9 93.9 6.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 16 10 20 12
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,611
COMMITMENTS
5,520 0 280 14,296 19,994 20,096 20,274 1,515 1,337
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 230)
150 0 0 0 150 150 150 80 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.0 1.3 66.2 92.5 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 17 10 21 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,925
COMMITMENTS
50 13,230 100 31,130 18,470 31,280 31,800 645 125
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 150)
0 -50 0 150 200 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 41.4 0.3 97.5 57.9 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 8 17 11
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,915
COMMITMENTS
0 10,780 0 25,250 14,980 25,250 25,760 665 155
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 41.6 0.0 97.4 57.8 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 14 7 14 9
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,749
COMMITMENTS
3,900 2,285 465 26,434 28,004 30,799 30,754 950 995
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -175)
0 -100 -100 0 100 -100 -100 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.2 1.5 83.3 88.2 97.0 96.9 3.0 3.1
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,630
COMMITMENTS
0 3,810 820 25,805 21,995 26,625 26,625 2,005 2,005
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 350)
0 0 225 125 125 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 2.9 90.1 76.8 93.0 93.0 7.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 3 15 12 18 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 117,215
COMMITMENTS
24,930 1,645 375 85,888 109,293 111,193 111,313 6,022 5,902
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 880)
650 -70 110 -110 545 650 585 230 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 1.4 0.3 73.3 93.2 94.9 95.0 5.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 20 26 26 28
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 106,097
COMMITMENTS
27,040 0 705 73,081 100,191 100,826 100,896 5,271 5,201
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 70)
855 -65 -55 -690 230 110 110 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.0 0.7 68.9 94.4 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 18 27 23 29
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,120
COMMITMENTS
50 0 125 17,915 18,140 18,090 18,265 1,030 855
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 500)
0 0 0 0 0 0 0 500 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 93.7 94.9 94.6 95.5 5.4 4.5
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 06/21/16 |
--------------------------------------------------------------| 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 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,985
COMMITMENTS
50 1,975 350 27,155 25,235 27,555 27,560 2,430 2,425
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,340)
0 300 50 1,170 870 1,220 1,220 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 1.2 90.6 84.2 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 16 24 19
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,770
COMMITMENTS
0 300 125 20,315 20,015 20,440 20,440 2,330 2,330
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 350)
0 0 0 300 300 300 300 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.5 89.2 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 24, 2016