PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,322
COMMITMENTS
0 100 0 39,939 39,864 39,939 39,964 3,383 3,358
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 405)
0 0 0 405 405 405 405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.2 92.0 92.2 92.2 7.8 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,376
COMMITMENTS
0 100 0 35,623 35,588 35,623 35,688 3,753 3,688
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.5 90.4 90.5 90.6 9.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 11 19 11 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (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 11/22/16 |
--------------------------------------------------------------| 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 28,360 11,625 28,850 29,400 1,960 1,410
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -50 0 -50 0 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.1 1.6 92.0 37.7 93.6 95.4 6.4 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,413
COMMITMENTS
3,940 2,180 255 21,414 23,174 25,609 25,609 804 804
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 75)
50 -25 -50 75 150 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.3 1.0 81.1 87.7 97.0 97.0 3.0 3.0
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,858
COMMITMENTS
4,220 2,330 150 17,667 19,661 22,037 22,141 821 717
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 235)
150 -25 -40 75 250 185 185 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.2 0.7 77.3 86.0 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 19 11 23 14
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 44,620
COMMITMENTS
400 16,660 0 43,595 27,725 43,995 44,385 625 235
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 690)
0 0 0 690 690 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 37.3 0.0 97.7 62.1 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 0 16 14 17 18
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,840
COMMITMENTS
0 16,010 0 38,860 23,230 38,860 39,240 980 600
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 840)
0 200 0 840 640 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.2 0.0 97.5 58.3 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 14 12 14 16
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,520
COMMITMENTS
1,200 3,575 250 27,220 25,135 28,670 28,960 850 560
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.1 0.8 92.2 85.1 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 3 17 13 21 18
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 17 12 22 16
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,329
COMMITMENTS
5,660 2,070 855 26,599 30,194 33,114 33,119 1,215 1,210
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 550)
300 325 -25 125 100 400 400 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.0 2.5 77.5 88.0 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 4 20 14 25 19
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,325
COMMITMENTS
710 1,500 665 23,810 23,040 25,185 25,205 1,140 1,120
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 300)
0 200 0 300 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.7 2.5 90.4 87.5 95.7 95.7 4.3 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 122,966
COMMITMENTS
37,945 0 1,170 78,238 116,183 117,353 117,353 5,613 5,613
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 605)
-250 0 25 730 440 505 465 100 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 0.0 1.0 63.6 94.5 95.4 95.4 4.6 4.6
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 111,566
COMMITMENTS
35,675 0 775 70,668 106,325 107,118 107,100 4,448 4,466
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 490)
225 0 0 -30 135 195 135 295 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.0 0.7 63.3 95.3 96.0 96.0 4.0 4.0
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,685
COMMITMENTS
300 225 50 21,175 21,230 21,525 21,505 1,160 1,180
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 475)
0 0 0 325 325 325 325 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 0.2 93.3 93.6 94.9 94.8 5.1 5.2
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,855
COMMITMENTS
700 175 0 17,690 18,195 18,390 18,370 465 485
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.9 0.0 93.8 96.5 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,665
COMMITMENTS
0 3,730 0 34,070 30,340 34,070 34,070 3,595 3,595
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -180 -180 -180 -180 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 90.5 80.6 90.5 90.5 9.5 9.5
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 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (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 4.6 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 25, 2016