PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,338
COMMITMENTS
0 50 0 39,974 39,869 39,974 39,919 3,364 3,419
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 92.2 92.0 92.2 92.1 7.8 7.9
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,049
COMMITMENTS
0 0 0 35,608 35,633 35,608 35,633 3,441 3,416
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 91.3 91.2 91.3 8.8 8.7
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,280
COMMITMENTS
0 22,250 225 28,305 6,935 28,530 29,410 2,750 1,870
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,070)
0 2,975 100 3,415 440 3,515 3,515 555 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 71.1 0.7 90.5 22.2 91.2 94.0 8.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 3 16 10 19 15
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,220
COMMITMENTS
0 15,900 495 22,895 7,745 23,390 24,140 2,830 2,080
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,015)
0 2,600 100 2,915 315 3,015 3,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 60.6 1.9 87.3 29.5 89.2 92.1 10.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 3 13 11 16 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,233
COMMITMENTS
3,815 805 1,035 18,991 22,001 23,841 23,841 1,392 1,392
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -185)
0 -100 0 -210 -110 -210 -210 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.2 4.1 75.3 87.2 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 18 11 22 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,881
COMMITMENTS
4,190 930 535 14,847 18,234 19,572 19,699 1,309 1,182
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -280)
0 -50 0 -280 -230 -280 -280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.5 2.6 71.1 87.3 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 18 8 21 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,965
COMMITMENTS
950 14,400 0 33,275 20,395 34,225 34,795 740 170
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 41.2 0.0 95.2 58.3 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 0 12 12 13 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,355
COMMITMENTS
0 13,730 0 29,435 16,275 29,435 30,005 920 350
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550)
0 0 0 555 555 555 555 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 45.2 0.0 97.0 53.6 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 9 11 12
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,720
COMMITMENTS
1,250 4,375 200 25,140 22,355 26,590 26,930 1,130 790
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 45)
0 45 0 45 0 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.8 0.7 90.7 80.6 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 2 14 12 17 17
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,840
COMMITMENTS
1,350 4,120 380 23,100 20,825 24,830 25,325 1,010 515
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 245)
0 295 0 220 -75 220 220 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 15.9 1.5 89.4 80.6 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 3 13 10 17 15
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,899
COMMITMENTS
5,440 2,485 280 24,989 27,934 30,709 30,699 1,190 1,200
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,110)
275 100 0 1,605 1,780 1,880 1,880 230 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.8 0.9 78.3 87.6 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 20 14 23 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,030
COMMITMENTS
0 2,625 720 23,835 21,210 24,555 24,555 1,475 1,475
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,645)
0 175 0 1,595 1,420 1,595 1,595 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 2.8 91.6 81.5 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 23 14 25 18
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 120,789
COMMITMENTS
34,495 870 545 80,835 114,540 115,875 115,955 4,914 4,834
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,295)
2,385 0 150 395 2,780 2,930 2,930 -635 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.7 0.5 66.9 94.8 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 5 23 30 28 36
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 108,400
COMMITMENTS
33,830 0 25 68,582 102,385 102,437 102,410 5,963 5,990
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,350)
2,660 0 0 -115 2,545 2,545 2,545 -195 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 0.0 0.0 63.3 94.5 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 1 22 30 28 31
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,930
COMMITMENTS
150 25 100 20,990 21,075 21,240 21,200 690 730
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 525)
0 0 0 595 595 595 595 -70 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.5 95.7 96.1 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 15 23 16
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,975
COMMITMENTS
900 225 0 16,510 17,145 17,410 17,370 565 605
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.3 0.0 91.8 95.4 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 20 12 22 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,615
COMMITMENTS
0 2,495 300 33,010 30,500 33,310 33,295 4,305 4,320
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 310)
0 -55 0 0 55 0 0 310 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.8 87.8 81.1 88.6 88.5 11.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 18 18 19 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,390
COMMITMENTS
0 375 25 22,615 22,240 22,640 22,640 2,750 2,750
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 89.1 87.6 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 15 17 16
Updated September 23, 2016