MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,257
COMMITMENTS
650 2,765 900 13,772 11,657 15,322 15,322 1,935 1,935
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 100)
25 0 0 20 45 45 45 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 16.0 5.2 79.8 67.5 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 1 14 16 19 19
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,275
COMMITMENTS
100 1,340 660 9,785 8,545 10,545 10,545 730 730
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 25)
25 25 0 0 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.9 5.9 86.8 75.8 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 11 15 15 18
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 68,886
COMMITMENTS
8,355 5,740 5,655 45,955 48,232 59,965 59,627 8,921 9,259
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 210)
60 0 0 205 265 265 265 -55 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.3 8.2 66.7 70.0 87.0 86.6 13.0 13.4
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 67,178
COMMITMENTS
9,205 5,740 5,740 44,280 47,278 59,225 58,758 7,953 8,420
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 50)
60 0 0 60 120 120 120 -70 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 8.5 8.5 65.9 70.4 88.2 87.5 11.8 12.5
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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,434
COMMITMENTS
10,045 830 0 14,761 23,729 24,806 24,559 2,628 2,875
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 3.0 0.0 53.8 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,700
COMMITMENTS
8,435 1,470 2,075 25,515 32,510 36,025 36,055 2,675 2,645
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 150)
-75 0 100 125 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.8 5.4 65.9 84.0 93.1 93.2 6.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 3 16 12 23 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,310
COMMITMENTS
7,875 1,120 2,575 23,260 30,045 33,710 33,740 2,600 2,570
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 150)
-75 0 100 125 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.1 7.1 64.1 82.7 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 5 16 11 23 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| 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 11/20/18 (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 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 48,975
COMMITMENTS
12,740 12,295 1,940 32,255 33,260 46,935 47,495 2,040 1,480
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 95)
750 740 -455 -200 -190 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 25.1 4.0 65.9 67.9 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 48,325
COMMITMENTS
11,960 12,295 1,915 32,330 32,535 46,205 46,745 2,120 1,580
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 95)
750 740 -455 -200 -190 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 25.4 4.0 66.9 67.3 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,605
COMMITMENTS
18,235 7,250 1,535 23,090 34,085 42,860 42,870 2,745 2,735
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 20)
-80 75 25 100 -55 45 45 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 15.9 3.4 50.6 74.7 94.0 94.0 6.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 19 12 25 16
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,100
COMMITMENTS
18,140 7,090 1,570 20,645 31,705 40,355 40,365 2,745 2,735
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 20)
-80 75 25 100 -55 45 45 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 16.5 3.6 47.9 73.6 93.6 93.7 6.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 18 12 24 16
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 112,229
COMMITMENTS
8,154 7,140 11,350 83,565 84,364 103,069 102,854 9,160 9,375
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 270)
965 -1,105 -520 -175 1,895 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.4 10.1 74.5 75.2 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 105,863
COMMITMENTS
9,521 6,270 10,767 76,170 79,029 96,458 96,066 9,405 9,797
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 540)
965 -1,105 -170 -355 1,815 440 540 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.9 10.2 72.0 74.7 91.1 90.7 8.9 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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,065
COMMITMENTS
5,855 4,375 365 24,410 26,400 30,630 31,140 1,435 925
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -225)
-50 225 0 80 -255 30 -30 -255 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 13.6 1.1 76.1 82.3 95.5 97.1 4.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 1 17 19 19 24
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,990
COMMITMENTS
2,775 2,500 370 20,680 20,955 23,825 23,825 1,165 1,165
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 0)
-50 50 0 0 -100 -50 -50 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.0 1.5 82.8 83.9 95.3 95.3 4.7 4.7
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,795
COMMITMENTS
9,925 945 80 10,590 19,750 20,595 20,775 1,200 1,020
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -300)
0 -50 -300 0 50 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 4.3 0.4 48.6 90.6 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 13 13 17 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 60,125
COMMITMENTS
1,000 8,255 520 47,695 40,380 49,215 49,155 10,910 10,970
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 455)
225 200 -50 180 405 355 555 100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.7 0.9 79.3 67.2 81.9 81.8 18.1 18.2
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 11/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,595
COMMITMENTS
970 5,025 0 31,260 27,825 32,230 32,850 13,365 12,745
CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 640)
-150 50 0 260 260 110 310 530 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.0 0.0 68.6 61.0 70.7 72.0 29.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 19 19 21 21
Updated November 30, 2018