PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 42,917
COMMITMENTS
0 100 0 39,534 39,459 39,534 39,559 3,383 3,358
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 780 180 780 0 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.1 91.9 92.1 92.2 7.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 19 15 20
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,771
COMMITMENTS
0 100 0 35,018 34,983 35,018 35,083 3,753 3,688
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 170)
0 0 0 180 180 180 180 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.3 90.2 90.3 90.5 9.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 19 13 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,670
COMMITMENTS
0 23,805 50 31,900 8,765 31,950 32,620 1,720 1,050
CHANGES FROM 11/08/16 (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 70.7 0.1 94.7 26.0 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 6 1 15 10 16 16
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,810
COMMITMENTS
0 17,285 490 28,410 11,625 28,900 29,400 1,910 1,410
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 0 -10 0 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.1 1.6 92.2 37.7 93.8 95.4 6.2 4.6
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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,338
COMMITMENTS
3,890 2,205 305 21,339 23,024 25,534 25,534 804 804
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 555)
-150 -50 100 505 405 455 455 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 8.4 1.2 81.0 87.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 20 12 25 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,623
COMMITMENTS
4,070 2,355 190 17,592 19,411 21,852 21,956 771 667
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.4 0.8 77.8 85.8 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 19 10 23 14
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,930
COMMITMENTS
400 16,660 0 42,905 27,035 43,305 43,695 625 235
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 37.9 0.0 97.7 61.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 0 16 13 17 17
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,000
COMMITMENTS
0 15,810 0 38,020 22,590 38,020 38,400 980 600
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.5 0.0 97.5 57.9 97.5 98.5 2.5 1.5
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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,420
COMMITMENTS
1,200 3,475 250 27,120 25,135 28,570 28,860 850 560
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.8 0.8 92.2 85.4 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 16 13 20 17
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,515
COMMITMENTS
1,200 3,125 300 27,280 25,645 28,780 29,070 735 445
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.6 1.0 92.4 86.9 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 16 12 21 16
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,779
COMMITMENTS
5,360 1,745 880 26,474 30,094 32,714 32,719 1,065 1,060
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 200)
200 100 -100 250 350 350 350 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 2.6 78.4 89.1 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 20 14 25 18
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,025
COMMITMENTS
710 1,300 665 23,510 22,940 24,885 24,905 1,140 1,120
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 550)
0 0 0 200 200 200 200 350 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.0 2.6 90.3 88.1 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 14 24 18
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 122,361
COMMITMENTS
38,195 0 1,145 77,508 115,743 116,848 116,888 5,513 5,473
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 375)
0 0 0 275 255 275 255 100 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 0.0 0.9 63.3 94.6 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 4 21 29 27 33
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 111,076
COMMITMENTS
35,450 0 775 70,698 106,190 106,923 106,965 4,153 4,111
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 875)
100 0 0 375 475 475 475 400 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 0.0 0.7 63.6 95.6 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 3 20 29 25 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,210
COMMITMENTS
300 225 50 20,850 20,905 21,200 21,180 1,010 1,030
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 350)
100 0 0 300 250 400 250 -50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.0 0.2 93.9 94.1 95.5 95.4 4.5 4.6
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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,455
COMMITMENTS
700 175 0 17,290 17,795 17,990 17,970 465 485
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.9 0.0 93.7 96.4 97.5 97.4 2.5 2.6
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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,790
COMMITMENTS
0 3,730 0 34,250 30,520 34,250 34,250 3,540 3,540
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,780)
-50 80 0 1,885 1,750 1,835 1,830 -55 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 90.6 80.8 90.6 90.6 9.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 0 18 18 18 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,770
COMMITMENTS
0 1,225 0 22,630 21,405 22,630 22,630 4,140 4,140
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -560)
0 0 0 -560 -560 -560 -560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 84.5 80.0 84.5 84.5 15.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 16 18 17
Updated November 18, 2016