PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 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 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,920
COMMITMENTS
0 13,535 450 22,840 10,235 23,290 24,220 1,630 700
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -95)
-255 575 -170 330 -500 -95 -95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.3 1.8 91.7 41.1 93.5 97.2 6.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 6 3 15 13 18 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,745
COMMITMENTS
0 12,855 25 21,140 9,065 21,165 21,945 1,580 800
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 180)
0 480 0 180 -300 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.5 0.1 92.9 39.9 93.1 96.5 6.9 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,663
COMMITMENTS
5,240 150 485 18,441 23,531 24,166 24,166 1,497 1,497
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,040)
0 0 0 1,040 1,040 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.6 1.9 71.9 91.7 94.2 94.2 5.8 5.8
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,501
COMMITMENTS
5,520 0 280 15,186 20,884 20,986 21,164 1,515 1,337
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 890)
0 0 0 890 890 890 890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.0 1.2 67.5 92.8 93.3 94.1 6.7 5.9
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,850
COMMITMENTS
150 13,080 0 31,030 18,620 31,180 31,700 670 150
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -75)
100 -150 -100 -100 150 -100 -100 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 41.1 0.0 97.4 58.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 16 8 17 11
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 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.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,610
COMMITMENTS
1,450 2,720 175 25,375 24,155 27,000 27,050 1,610 1,560
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.5 0.6 88.7 84.4 94.4 94.5 5.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 17 14
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,700
COMMITMENTS
1,475 2,465 450 22,695 21,755 24,620 24,670 1,080 1,030
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.6 1.8 88.3 84.6 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 14 10 18 13
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,889
COMMITMENTS
3,950 2,360 415 26,449 28,019 30,814 30,794 1,075 1,095
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 140)
50 75 -50 15 15 15 40 125 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 7.4 1.3 82.9 87.9 96.6 96.6 3.4 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,770
COMMITMENTS
0 3,810 820 25,795 21,985 26,615 26,615 2,155 2,155
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 140)
0 0 0 -10 -10 -10 -10 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.2 2.9 89.7 76.4 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 3 17 12 20 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 119,411
COMMITMENTS
25,165 1,265 715 87,129 111,149 113,009 113,129 6,402 6,282
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,196)
235 -380 340 1,241 1,856 1,816 1,816 380 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.1 0.6 73.0 93.1 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 21 26 27 28
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 107,723
COMMITMENTS
27,530 0 525 74,447 101,977 102,502 102,502 5,221 5,221
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,626)
490 0 -180 1,366 1,786 1,676 1,606 -50 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.0 0.5 69.1 94.7 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 2 20 28 25 30
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,800
COMMITMENTS
50 0 125 20,415 20,640 20,590 20,765 1,210 1,035
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,680)
0 0 0 2,500 2,500 2,500 2,500 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 93.6 94.7 94.4 95.3 5.6 4.7
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,585
COMMITMENTS
600 300 0 16,625 16,850 17,225 17,150 360 435
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,680)
0 0 0 1,500 1,475 1,500 1,475 180 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.7 0.0 94.5 95.8 98.0 97.5 2.0 2.5
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,185
COMMITMENTS
50 1,975 350 27,155 25,235 27,555 27,560 3,630 3,625
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 0 0 0 0 1,200 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.3 1.1 87.1 80.9 88.4 88.4 11.6 11.6
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,965
COMMITMENTS
0 300 125 20,540 20,240 20,665 20,665 3,300 3,300
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 225 225 225 225 970 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.5 85.7 84.5 86.2 86.2 13.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 16 17 17
Updated July 1, 2016