PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| 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 39,049 38,934 39,049 39,034 3,465 3,480
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 -60 -60 -60 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 91.8 91.6 91.8 91.8 8.2 8.2
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 10/25/16 |
--------------------------------------------------------------| 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 35,128 35,073 35,128 35,173 3,719 3,674
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 -60 -60 -60 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.4 90.3 90.4 90.5 9.6 9.5
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,460
COMMITMENTS
0 23,305 150 32,400 9,775 32,550 33,230 1,910 1,230
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,200)
0 150 0 2,475 1,965 2,475 2,115 -1,275 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.6 0.4 94.0 28.4 94.5 96.4 5.5 3.6
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,580
COMMITMENTS
0 16,980 620 28,985 12,565 29,605 30,165 1,975 1,415
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,495)
0 100 0 3,155 2,695 3,155 2,795 -660 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 53.8 2.0 91.8 39.8 93.7 95.5 6.3 4.5
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,758
COMMITMENTS
3,995 2,205 525 21,404 23,194 25,924 25,924 834 834
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,100)
125 250 50 1,160 1,035 1,335 1,335 -235 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.2 2.0 80.0 86.7 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 19 11 23 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,881
COMMITMENTS
4,305 2,405 230 17,395 19,409 21,930 22,044 951 837
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 503)
125 250 50 483 358 658 658 -155 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.5 1.0 76.0 84.8 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 19 9 23 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 44,355
COMMITMENTS
600 16,915 0 43,010 27,095 43,610 44,010 745 345
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,220)
0 750 0 4,215 3,475 4,215 4,225 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 38.1 0.0 97.0 61.1 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 0 15 12 16 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,530
COMMITMENTS
0 16,095 0 38,455 22,750 38,455 38,845 1,075 685
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,055)
0 1,000 0 4,010 3,010 4,010 4,010 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.7 0.0 97.3 57.6 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 14 11 14 15
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,750
COMMITMENTS
1,200 4,125 150 28,515 25,905 29,865 30,180 885 570
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 600)
0 -425 0 685 1,110 685 685 -85 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 13.4 0.5 92.7 84.2 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 16 13 19 18
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,430
COMMITMENTS
1,200 3,985 215 28,090 25,620 29,505 29,820 925 610
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,150)
0 -525 -50 1,200 1,725 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 13.1 0.7 92.3 84.2 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 3 16 12 20 17
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,774
COMMITMENTS
5,330 1,470 990 27,274 31,129 33,594 33,589 1,180 1,185
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -10)
50 0 0 -10 40 40 40 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.2 2.8 78.4 89.5 96.6 96.6 3.4 3.4
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,735
COMMITMENTS
380 1,350 870 24,535 23,585 25,785 25,805 950 930
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.0 3.3 91.8 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 124,344
COMMITMENTS
38,255 85 1,245 79,493 117,663 118,993 118,993 5,351 5,351
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 790)
550 0 125 -80 850 595 975 195 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 0.1 1.0 63.9 94.6 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 6 21 30 27 36
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 113,246
COMMITMENTS
36,865 0 775 71,888 108,735 109,528 109,510 3,718 3,736
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,420)
700 0 125 985 2,075 1,810 2,200 -390 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 0.0 0.7 63.5 96.0 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 3 19 29 25 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,095
COMMITMENTS
100 100 75 20,985 20,955 21,160 21,130 935 965
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 500)
0 0 0 430 430 430 430 70 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.3 95.0 94.8 95.8 95.6 4.2 4.4
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,520
COMMITMENTS
750 200 0 17,205 17,725 17,955 17,925 565 595
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.1 0.0 92.9 95.7 96.9 96.8 3.1 3.2
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,985
COMMITMENTS
0 3,870 0 33,270 29,405 33,270 33,275 3,715 3,710
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -50)
-50 -50 0 0 0 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 90.0 79.5 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 0 18 18 18 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| 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 10/18/16 (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 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 28, 2016