PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,832
COMMITMENTS
0 850 0 36,007 34,862 36,007 35,712 2,825 3,120
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 250)
0 250 0 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 92.7 89.8 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 16 13 17
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,085
COMMITMENTS
0 850 0 31,993 30,848 31,993 31,698 3,092 3,387
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 200)
0 250 0 250 0 250 250 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 91.2 87.9 91.2 90.3 8.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 10 16 10 17
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,345
COMMITMENTS
0 22,435 105 31,455 9,430 31,560 31,970 1,785 1,375
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,000)
0 300 0 -3,105 -3,405 -3,105 -3,105 105 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.3 0.3 94.3 28.3 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 6 1 16 12 17 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,395
COMMITMENTS
0 17,140 510 28,185 11,335 28,695 28,985 1,700 1,410
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,025)
0 325 150 -3,060 -3,385 -2,910 -2,910 -115 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.4 1.7 92.7 37.3 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 13 13 15 18
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,538
COMMITMENTS
2,775 3,335 100 23,098 22,618 25,973 26,053 1,565 1,485
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -130)
0 0 0 -130 -130 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.1 0.4 83.9 82.1 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 18 12 21 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,663
COMMITMENTS
2,775 3,360 100 19,392 18,960 22,267 22,420 1,396 1,243
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -130)
0 0 0 -130 -130 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.2 0.4 82.0 80.1 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 16 12 19 15
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 42,545
COMMITMENTS
0 16,140 0 42,065 26,045 42,065 42,185 480 360
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,650)
0 -50 0 -3,650 -3,600 -3,650 -3,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 37.9 0.0 98.9 61.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 16 13 16 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,480
COMMITMENTS
0 15,465 0 35,860 20,515 35,860 35,980 620 500
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,560)
0 -25 0 -3,570 -3,545 -3,570 -3,570 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.4 0.0 98.3 56.2 98.3 98.6 1.7 1.4
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 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,840
COMMITMENTS
1,300 1,680 280 26,900 26,490 28,480 28,450 1,360 1,390
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.6 0.9 90.1 88.8 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 19 7 23 10
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,405
COMMITMENTS
1,480 1,560 520 26,275 26,165 28,275 28,245 1,130 1,160
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -210)
0 0 0 -210 -210 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.3 1.8 89.4 89.0 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 19 7 23 10
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,759
COMMITMENTS
5,245 1,850 650 23,834 27,244 29,729 29,744 2,030 2,015
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 95)
150 0 0 -110 40 40 40 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.8 2.0 75.0 85.8 93.6 93.7 6.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 11 22 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,635
COMMITMENTS
1,095 1,340 350 20,430 20,195 21,875 21,885 1,760 1,750
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -90)
0 -60 0 -80 -20 -80 -80 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.7 1.5 86.4 85.4 92.6 92.6 7.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 11 22 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 115,722
COMMITMENTS
36,715 0 270 71,427 108,137 108,412 108,407 7,310 7,315
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,250)
100 0 0 1,390 1,490 1,490 1,490 760 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 0.0 0.2 61.7 93.4 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 1 20 27 26 28
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 102,500
COMMITMENTS
34,260 0 275 62,160 96,390 96,695 96,665 5,805 5,835
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 600)
240 0 25 -70 170 195 195 405 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.0 0.3 60.6 94.0 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 0 2 19 26 24 28
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,860
COMMITMENTS
100 275 0 17,725 17,550 17,825 17,825 1,035 1,035
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 0.0 94.0 93.1 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 12 19 14
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,760
COMMITMENTS
900 225 0 15,935 16,725 16,835 16,950 925 810
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.3 0.0 89.7 94.2 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 11 17 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,180
COMMITMENTS
0 2,950 0 33,060 30,110 33,060 33,060 4,120 4,120
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 400)
0 0 0 270 270 270 270 130 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 88.9 81.0 88.9 88.9 11.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 14 18 14 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,490
COMMITMENTS
100 1,675 0 22,460 20,885 22,560 22,560 3,930 3,930
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 325)
0 0 0 250 250 250 250 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.3 0.0 84.8 78.8 85.2 85.2 14.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 16 17 17 18
Updated January 20, 2017