PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 42,514
COMMITMENTS
0 100 0 39,109 38,994 39,109 39,094 3,405 3,420
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 805)
0 100 0 825 725 825 825 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.0 91.7 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 19 16 20
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,847
COMMITMENTS
0 100 0 35,188 35,133 35,188 35,233 3,659 3,614
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 865)
0 100 0 885 785 885 885 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.6 90.4 90.6 90.7 9.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 19 14 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,260
COMMITMENTS
0 23,155 150 29,925 7,810 30,075 31,115 3,185 2,145
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,890)
0 900 0 1,660 940 1,660 1,840 230 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 69.6 0.5 90.0 23.5 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 2 16 10 18 15
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,085
COMMITMENTS
0 16,880 620 25,830 9,870 26,450 27,370 2,635 1,715
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,260)
0 900 0 2,645 1,925 2,645 2,825 -385 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 58.0 2.1 88.8 33.9 90.9 94.1 9.1 5.9
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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,658
COMMITMENTS
3,870 1,955 475 20,244 22,159 24,589 24,589 1,069 1,069
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 650)
425 200 -30 205 430 600 600 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.6 1.9 78.9 86.4 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 19 11 22 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,378
COMMITMENTS
4,180 2,155 180 16,912 19,051 21,272 21,386 1,106 992
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 547)
425 200 0 92 317 517 517 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 9.6 0.8 75.6 85.1 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 19 9 22 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 40,135
COMMITMENTS
600 16,165 0 38,795 23,620 39,395 39,785 740 350
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,530)
0 1,300 0 5,625 4,160 5,625 5,460 -95 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 40.3 0.0 96.7 58.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 0 13 12 14 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,475
COMMITMENTS
0 15,095 0 34,445 19,740 34,445 34,835 1,030 640
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,660)
0 1,500 0 5,565 3,900 5,565 5,400 95 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.6 0.0 97.1 55.6 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 13 11 13 15
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,150
COMMITMENTS
1,200 4,550 150 27,830 24,795 29,180 29,495 970 655
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,115)
0 150 -75 2,355 2,205 2,280 2,280 -165 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.1 0.5 92.3 82.2 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 15 13 18 18
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,280
COMMITMENTS
1,200 4,510 265 26,890 23,895 28,355 28,670 925 610
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,475)
-100 50 25 2,480 2,330 2,405 2,405 70 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 15.4 0.9 91.8 81.6 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 3 15 12 19 17
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,784
COMMITMENTS
5,280 1,470 990 27,284 31,089 33,554 33,549 1,230 1,235
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,025)
145 -555 95 1,850 2,560 2,090 2,100 -65 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.2 2.8 78.4 89.4 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 19 13 24 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,610
COMMITMENTS
380 1,350 870 24,410 23,460 25,660 25,680 950 930
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 570)
245 -530 -5 485 1,270 725 735 -155 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.1 3.3 91.7 88.2 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 13 24 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 123,554
COMMITMENTS
37,705 85 1,120 79,573 116,813 118,398 118,018 5,156 5,536
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,130)
1,575 0 200 315 1,525 2,090 1,725 1,040 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 0.1 0.9 64.4 94.5 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 21 29 27 34
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 111,826
COMMITMENTS
36,165 0 650 70,903 106,660 107,718 107,310 4,108 4,516
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,320)
1,700 0 200 745 2,130 2,645 2,330 675 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.0 0.6 63.4 95.4 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 3 20 29 26 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,595
COMMITMENTS
100 100 75 20,555 20,525 20,730 20,700 865 895
CHANGES FROM 10/11/16 (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 0.5 0.3 95.2 95.0 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 14 23 16
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,020
COMMITMENTS
750 200 0 16,705 17,225 17,455 17,425 565 595
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.1 0.0 92.7 95.6 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 20 12 21 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,035
COMMITMENTS
50 3,920 0 33,270 29,405 33,320 33,325 3,715 3,710
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -200)
0 900 -300 100 -800 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.6 0.0 89.8 79.4 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 18 18 19 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,620
COMMITMENTS
0 1,300 0 22,775 21,475 22,775 22,775 3,845 3,845
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,060)
0 900 0 235 -665 235 235 825 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 85.6 80.7 85.6 85.6 14.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
Updated October 21, 2016