MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,157
COMMITMENTS
625 2,765 900 13,752 11,612 15,277 15,277 1,880 1,880
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0)
-50 0 0 50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 16.1 5.2 80.2 67.7 89.0 89.0 11.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 14 16 18 19
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,250
COMMITMENTS
75 1,315 660 9,785 8,545 10,520 10,520 730 730
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 25)
-50 0 25 50 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.7 5.9 87.0 76.0 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 15 14 17
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 68,676
COMMITMENTS
8,295 5,740 5,655 45,750 47,967 59,700 59,362 8,976 9,314
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -45)
-575 150 -20 550 -175 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.4 8.2 66.6 69.8 86.9 86.4 13.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 14 21 17 24
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 67,128
COMMITMENTS
9,145 5,740 5,740 44,220 47,158 59,105 58,638 8,023 8,490
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 25)
-525 150 50 460 -215 -15 -15 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.6 8.6 65.9 70.3 88.0 87.4 12.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 14 21 17 24
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,615
COMMITMENTS
200 11,660 3,350 17,195 6,035 20,745 21,045 3,870 3,570
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 45)
0 25 -10 40 15 30 30 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 47.4 13.6 69.9 24.5 84.3 85.5 15.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 3 16 12 19 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,700
COMMITMENTS
100 11,535 3,550 16,955 5,820 20,605 20,905 4,095 3,795
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 30)
0 25 -10 25 0 15 15 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 46.7 14.4 68.6 23.6 83.4 84.6 16.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 3 16 12 19 18
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,384
COMMITMENTS
10,045 830 0 14,711 23,679 24,756 24,509 2,628 2,875
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 3.0 0.0 53.7 86.5 90.4 89.5 9.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 14 13 15
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,550
COMMITMENTS
8,510 1,470 1,975 25,390 32,460 35,875 35,905 2,675 2,645
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,225)
550 25 -75 550 1,275 1,025 1,225 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 3.8 5.1 65.9 84.2 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 5 16 12 23 17
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,160
COMMITMENTS
7,950 1,120 2,475 23,135 29,995 33,560 33,590 2,600 2,570
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,150)
350 25 50 550 1,075 950 1,150 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.1 6.8 64.0 83.0 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 6 16 11 23 17
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,195
COMMITMENTS
0 3,275 100 9,940 6,980 10,040 10,355 1,155 840
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.3 0.9 88.8 62.3 89.7 92.5 10.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 1 13 9 14 13
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 48,880
COMMITMENTS
11,990 11,555 2,395 32,455 33,450 46,840 47,400 2,040 1,480
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,390)
105 2,380 65 2,220 -55 2,390 2,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 23.6 4.9 66.4 68.4 95.8 97.0 4.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 18 19 24 23
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 48,230
COMMITMENTS
11,210 11,555 2,370 32,530 32,725 46,110 46,650 2,120 1,580
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,550)
155 2,380 65 2,300 75 2,520 2,520 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 24.0 4.9 67.4 67.9 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 5 18 19 24 24
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,585
COMMITMENTS
18,315 7,175 1,510 22,990 34,140 42,815 42,825 2,770 2,760
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 215)
225 400 -290 -70 -245 -135 -135 350 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 15.7 3.3 50.4 74.9 93.9 93.9 6.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 12 24 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,080
COMMITMENTS
18,220 7,015 1,545 20,545 31,760 40,310 40,320 2,770 2,760
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 130)
225 400 -290 -45 -220 -110 -110 240 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.3 3.6 47.7 73.7 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 17 12 23 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 111,959
COMMITMENTS
7,189 8,245 11,870 83,740 82,469 102,799 102,584 9,160 9,375
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -375)
-20 1,280 -575 115 -1,385 -480 -680 105 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 7.4 10.6 74.8 73.7 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 24 28 31 35
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 105,323
COMMITMENTS
8,556 7,375 10,937 76,525 77,214 96,018 95,526 9,305 9,797
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -160)
5 1,205 -425 195 -1,305 -225 -525 65 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.0 10.4 72.7 73.3 91.2 90.7 8.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 6 22 25 29 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,290
COMMITMENTS
5,905 4,150 365 24,330 26,655 30,600 31,170 1,690 1,120
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 30)
0 50 0 -30 -20 -30 30 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 12.9 1.1 75.3 82.5 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 16 18 18 23
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,990
COMMITMENTS
2,825 2,450 370 20,680 21,055 23,875 23,875 1,115 1,115
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 60)
50 0 0 10 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.8 1.5 82.8 84.3 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 17 18 19 23
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,095
COMMITMENTS
9,925 995 380 10,590 19,700 20,895 21,075 1,200 1,020
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 4.5 1.7 47.9 89.2 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 13 13 17 15
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 59,670
COMMITMENTS
775 8,055 570 47,515 39,975 48,860 48,600 10,810 11,070
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -25)
-50 -250 50 -125 -125 -125 -325 100 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.5 1.0 79.6 67.0 81.9 81.4 18.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 20 20 25 23
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 44,955
COMMITMENTS
1,120 4,975 0 31,000 27,565 32,120 32,540 12,835 12,415
CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 305)
200 0 0 470 470 670 470 -365 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.1 0.0 69.0 61.3 71.4 72.4 28.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 19 19 21 21
Updated November 23, 2018