MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,884
COMMITMENTS
925 0 100 14,422 15,394 15,447 15,494 1,437 1,390
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.6 85.4 91.2 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 13 12 14
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,540
COMMITMENTS
0 100 0 41,764 41,569 41,764 41,669 3,776 3,871
CHANGES FROM 08/16/16 (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 0.2 0.0 91.7 91.3 91.7 91.5 8.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 20 16 21
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,427
COMMITMENTS
0 0 0 36,738 36,743 36,738 36,743 3,689 3,684
CHANGES FROM 08/16/16 (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 0.0 0.0 90.9 90.9 90.9 90.9 9.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 20 14 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,975
COMMITMENTS
0 18,650 325 25,250 7,505 25,575 26,480 2,400 1,495
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 785)
0 1,080 50 650 -420 700 710 85 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.7 1.2 90.3 26.8 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 6 3 15 12 18 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,850
COMMITMENTS
0 13,095 395 20,425 8,090 20,820 21,580 3,030 2,270
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 370)
0 -600 370 -230 370 140 140 230 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.9 1.7 85.6 33.9 87.3 90.5 12.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 2 14 11 16 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,288
COMMITMENTS
4,200 125 925 18,826 22,901 23,951 23,951 1,337 1,337
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 300)
-175 50 175 375 150 375 375 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.5 3.7 74.4 90.6 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 18 11 22 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,521
COMMITMENTS
4,525 125 575 15,129 19,674 20,229 20,374 1,292 1,147
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 270)
-150 125 150 280 5 280 280 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.6 2.7 70.3 91.4 94.0 94.7 6.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 19 10 23 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,590
COMMITMENTS
900 13,305 50 29,025 17,085 29,975 30,440 615 150
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 160)
600 420 0 -500 -335 100 85 60 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 43.5 0.2 94.9 55.9 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 17 10 18 15
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,540
COMMITMENTS
0 11,910 0 24,610 13,165 24,610 25,075 930 465
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 485)
0 750 0 250 -515 250 235 235 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 46.6 0.0 96.4 51.5 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 8 15 11
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,220
COMMITMENTS
1,375 3,640 150 25,570 23,375 27,095 27,165 1,125 1,055
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 160)
0 150 0 160 10 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.9 0.5 90.6 82.8 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 15 12 18 16
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,780
COMMITMENTS
1,475 3,120 405 23,135 21,560 25,015 25,085 765 695
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 225)
0 150 0 205 55 205 205 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.1 1.6 89.7 83.6 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 14 12 18 15
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,559
COMMITMENTS
4,705 2,185 490 26,484 28,984 31,679 31,659 880 900
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 275)
0 -175 175 100 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.7 1.5 81.3 89.0 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 18 13 22 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,485
COMMITMENTS
0 3,245 695 25,160 21,915 25,855 25,855 1,630 1,630
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 25)
0 25 0 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 2.5 91.5 79.7 94.1 94.1 5.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 2 21 13 23 18
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 120,584
COMMITMENTS
30,215 1,070 730 84,069 113,309 115,014 115,109 5,570 5,475
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,305)
1,325 0 125 -445 885 1,005 1,010 300 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.9 0.6 69.7 94.0 95.4 95.5 4.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 23 28 29 31
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 107,295
COMMITMENTS
29,195 0 225 71,927 101,105 101,347 101,330 5,948 5,965
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,290)
825 0 0 -311 514 514 514 776 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.0 0.2 67.0 94.2 94.5 94.4 5.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 1 22 30 27 31
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,275
COMMITMENTS
200 0 125 20,095 20,255 20,420 20,380 855 895
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 94.5 95.2 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 21 15 23 16
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,065
COMMITMENTS
900 250 0 15,685 16,295 16,585 16,545 480 520
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 750)
150 0 0 450 600 600 600 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.5 0.0 91.9 95.5 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 20 13 22 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,195
COMMITMENTS
160 2,855 370 27,475 24,785 28,005 28,010 4,190 4,185
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.9 1.1 85.3 77.0 87.0 87.0 13.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 21 16 23 20
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,905
COMMITMENTS
0 500 0 20,645 20,145 20,645 20,645 3,260 3,260
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 390)
0 0 0 380 380 380 380 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 86.4 84.3 86.4 86.4 13.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 15 15 16
Updated August 26, 2016