MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| 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 15,354 15,447 15,454 1,437 1,430
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -40 0 -40 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.6 85.4 90.9 91.5 91.5 8.5 8.5
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,750
COMMITMENTS
0 150 0 42,034 41,814 42,034 41,964 3,716 3,786
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -150 -125 -150 -125 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 91.9 91.4 91.9 91.7 8.1 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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,242
COMMITMENTS
0 0 0 36,623 36,628 36,623 36,628 3,619 3,614
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -265)
0 0 0 -265 -265 -265 -265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 91.0 91.0 91.0 9.0 9.0
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,300
COMMITMENTS
0 18,650 325 25,200 7,505 25,525 26,480 2,775 1,820
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -45)
0 -300 0 -350 0 -350 -300 305 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 65.9 1.1 89.0 26.5 90.2 93.6 9.8 6.4
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,110
COMMITMENTS
0 13,395 395 20,715 8,130 21,110 21,920 3,000 2,190
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 -150 -100 -150 -100 250 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 55.6 1.6 85.9 33.7 87.6 90.9 12.4 9.1
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,518
COMMITMENTS
4,135 680 1,040 18,981 22,486 24,156 24,206 1,362 1,312
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 130)
-115 480 115 105 -440 105 155 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.7 4.1 74.4 88.1 94.7 94.9 5.3 5.1
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,751
COMMITMENTS
4,525 680 575 15,359 19,349 20,459 20,604 1,292 1,147
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 130)
0 480 0 130 -350 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.1 2.6 70.6 89.0 94.1 94.7 5.9 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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,245
COMMITMENTS
900 14,365 50 33,425 20,545 34,375 34,960 870 285
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,730)
0 660 0 3,535 2,995 3,535 3,655 195 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 40.8 0.1 94.8 58.3 97.5 99.2 2.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 16 12 17 17
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,060
COMMITMENTS
0 13,170 0 28,865 16,280 28,865 29,450 1,195 610
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,930)
0 860 0 3,735 2,995 3,735 3,855 195 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 43.8 0.0 96.0 54.2 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 14 9 14 12
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,480
COMMITMENTS
1,225 3,910 225 25,935 23,345 27,385 27,480 1,095 1,000
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -480)
0 -480 0 -505 0 -505 -480 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 13.7 0.8 91.1 82.0 96.2 96.5 3.8 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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,195
COMMITMENTS
1,325 3,390 430 23,680 21,710 25,435 25,530 760 665
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -480)
0 -480 0 -505 0 -505 -480 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.9 1.6 90.4 82.9 97.1 97.5 2.9 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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,584
COMMITMENTS
5,280 2,110 540 24,684 27,784 30,504 30,434 1,080 1,150
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,750)
100 0 0 -1,850 -1,800 -1,750 -1,800 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.7 1.7 78.2 88.0 96.6 96.4 3.4 3.6
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,615
COMMITMENTS
0 2,870 845 23,020 20,150 23,865 23,865 1,750 1,750
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,400)
0 0 0 -1,375 -1,375 -1,375 -1,375 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 3.3 89.9 78.7 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 2 23 13 25 18
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 122,429
COMMITMENTS
31,065 1,070 670 84,614 114,674 116,349 116,414 6,080 6,015
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,650)
375 0 0 1,225 1,570 1,600 1,570 50 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.9 0.5 69.1 93.7 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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 109,670
COMMITMENTS
30,755 0 225 71,972 102,630 102,952 102,855 6,718 6,815
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,510)
860 0 0 1,250 2,030 2,110 2,030 400 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.0 0.2 65.6 93.6 93.9 93.8 6.1 6.2
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 09/06/16 |
--------------------------------------------------------------| 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 20,635 20,805 20,960 20,930 915 945
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 0 -10 0 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 94.3 95.1 95.8 95.7 4.2 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 09/06/16 |
--------------------------------------------------------------| 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 16,360 16,980 17,260 17,230 505 535
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 0 -10 0 10 0
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 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,295
COMMITMENTS
160 2,855 370 33,575 30,825 34,105 34,050 4,190 4,245
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 6,000)
0 0 0 6,000 5,940 6,000 5,940 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.5 1.0 87.7 80.5 89.1 88.9 10.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 21 17 23 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,230
COMMITMENTS
0 450 25 23,270 22,810 23,295 23,285 2,935 2,945
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,150)
0 0 0 2,475 2,465 2,475 2,465 -325 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.1 88.7 87.0 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 15 17 16
Updated September 9, 2016