MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,875
COMMITMENTS
0 150 0 42,184 41,939 42,184 42,089 3,691 3,786
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 335)
0 50 0 420 370 420 420 -85 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 92.0 91.4 92.0 91.7 8.0 8.3
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,507
COMMITMENTS
0 0 0 36,888 36,893 36,888 36,893 3,619 3,614
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 80)
0 0 0 150 150 150 150 -70 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 91.1 91.1 91.1 8.9 8.9
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,345
COMMITMENTS
0 18,950 325 25,550 7,505 25,875 26,780 2,470 1,565
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 370)
0 300 0 300 0 300 300 70 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.9 1.1 90.1 26.5 91.3 94.5 8.7 5.5
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,010
COMMITMENTS
0 13,395 395 20,865 8,230 21,260 22,020 2,750 1,990
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 160)
0 300 0 440 140 440 440 -280 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 55.8 1.6 86.9 34.3 88.5 91.7 11.5 8.3
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,388
COMMITMENTS
4,250 200 925 18,876 22,926 24,051 24,051 1,337 1,337
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100)
50 75 0 50 25 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.8 3.6 74.4 90.3 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 18 12 22 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,621
COMMITMENTS
4,525 200 575 15,229 19,699 20,329 20,474 1,292 1,147
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100)
0 75 0 100 25 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.9 2.7 70.4 91.1 94.0 94.7 6.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 19 11 23 13
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,515
COMMITMENTS
900 13,705 50 29,890 17,550 30,840 31,305 675 210
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 925)
0 400 0 865 465 865 865 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 43.5 0.2 94.8 55.7 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 1 17 12 18 17
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,130
COMMITMENTS
0 12,310 0 25,130 13,285 25,130 25,595 1,000 535
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 590)
0 400 0 520 120 520 520 70 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 47.1 0.0 96.2 50.8 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 15 9 15 12
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,960
COMMITMENTS
1,225 4,390 225 26,440 23,345 27,890 27,960 1,070 1,000
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 740)
-150 750 75 870 -30 795 795 -55 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.2 0.8 91.3 80.6 96.3 96.5 3.7 3.5
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,675
COMMITMENTS
1,325 3,870 430 24,185 21,710 25,940 26,010 735 665
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 895)
-150 750 25 1,050 150 925 925 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 14.5 1.6 90.7 81.4 97.2 97.5 2.8 2.5
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,334
COMMITMENTS
5,180 2,110 540 26,534 29,584 32,254 32,234 1,080 1,100
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 775)
475 -75 50 50 600 575 575 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.3 1.6 79.6 88.8 96.8 96.7 3.2 3.3
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,015
COMMITMENTS
0 2,870 845 24,395 21,525 25,240 25,240 1,775 1,775
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -470)
0 -375 150 -765 -390 -615 -615 145 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 3.1 90.3 79.7 93.4 93.4 6.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 2 22 13 24 18
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 120,779
COMMITMENTS
30,690 1,070 670 83,389 113,104 114,749 114,844 6,030 5,935
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 195)
475 0 -60 -680 -205 -265 -265 460 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.9 0.6 69.0 93.6 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 24 28 30 33
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 107,160
COMMITMENTS
29,895 0 225 70,722 100,600 100,842 100,825 6,318 6,335
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -135)
700 0 0 -1,205 -505 -505 -505 370 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 0.0 0.2 66.0 93.9 94.1 94.1 5.9 5.9
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,875
COMMITMENTS
200 0 125 20,645 20,805 20,970 20,930 905 945
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 550 550 550 550 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 94.4 95.1 95.9 95.7 4.1 4.3
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,765
COMMITMENTS
900 250 0 16,370 16,980 17,270 17,230 495 535
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 700)
0 0 0 685 685 685 685 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.4 0.0 92.1 95.6 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,295
COMMITMENTS
160 2,855 370 27,575 24,885 28,105 28,110 4,190 4,185
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.8 1.1 85.4 77.1 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,080
COMMITMENTS
0 450 25 20,795 20,345 20,820 20,820 3,260 3,260
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 175)
0 -50 25 150 200 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 86.4 84.5 86.5 86.5 13.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 15 16 16
Updated September 2, 2016