MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,282
COMMITMENTS
650 2,715 850 14,122 12,057 15,622 15,622 1,660 1,660
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 25)
0 -50 -50 350 400 300 300 -275 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 15.7 4.9 81.7 69.8 90.4 90.4 9.6 9.6
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,250
COMMITMENTS
100 1,190 685 9,840 8,750 10,625 10,625 625 625
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -25)
0 -150 25 55 205 80 80 -105 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.6 6.1 87.5 77.8 94.4 94.4 5.6 5.6
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 70,091
COMMITMENTS
8,235 5,690 6,955 46,015 48,222 61,205 60,867 8,886 9,224
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,205)
-120 -50 1,300 60 -10 1,240 1,240 -35 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.1 9.9 65.7 68.8 87.3 86.8 12.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 15 21 18 24
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 68,183
COMMITMENTS
8,475 5,690 7,040 44,795 47,113 60,310 59,843 7,873 8,340
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,005)
-730 -50 1,300 515 -165 1,085 1,085 -80 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.3 10.3 65.7 69.1 88.5 87.8 11.5 12.2
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,565
COMMITMENTS
0 11,635 3,475 17,220 5,885 20,695 20,995 3,870 3,570
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -50)
-200 -25 125 25 -150 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 47.4 14.1 70.1 24.0 84.2 85.5 15.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 7 3 16 11 19 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,725
COMMITMENTS
0 11,560 3,625 17,005 5,745 20,630 20,930 4,095 3,795
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 25)
-100 25 75 50 -75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 46.8 14.7 68.8 23.2 83.4 84.7 16.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 7 3 16 11 19 18
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,769
COMMITMENTS
12,220 830 0 14,871 26,014 27,091 26,844 2,678 2,925
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,335)
2,175 0 0 110 2,285 2,285 2,285 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 2.8 0.0 50.0 87.4 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 15 12 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,770
COMMITMENTS
9,605 1,520 2,000 24,895 33,010 36,500 36,530 3,270 3,240
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,070)
1,170 50 -75 -620 500 475 475 595 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.8 5.0 62.6 83.0 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 3 15 12 23 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,990
COMMITMENTS
9,180 1,170 2,100 22,480 30,520 33,760 33,790 3,230 3,200
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 680)
1,305 50 -475 -780 475 50 50 630 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.2 5.7 60.8 82.5 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 4 15 11 23 15
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,615
COMMITMENTS
0 3,455 120 10,440 7,300 10,560 10,875 1,055 740
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.7 1.0 89.9 62.8 90.9 93.6 9.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 2 14 10 16 15
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,195
COMMITMENTS
0 3,635 100 9,940 6,620 10,040 10,355 1,155 840
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 0)
0 360 0 0 -360 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.5 0.9 88.8 59.1 89.7 92.5 10.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 1 14 9 15 14
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 50,365
COMMITMENTS
8,715 12,975 4,940 34,140 30,440 47,795 48,355 2,570 2,010
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,390)
-4,025 680 3,000 1,885 -2,820 860 860 530 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 25.8 9.8 67.8 60.4 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 4 19 19 26 23
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 49,730
COMMITMENTS
7,885 12,975 4,925 34,250 29,700 47,060 47,600 2,670 2,130
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,405)
-4,075 680 3,010 1,920 -2,835 855 855 550 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 26.1 9.9 68.9 59.7 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 6 18 18 25 24
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 46,140
COMMITMENTS
18,110 8,600 1,405 23,770 33,365 43,285 43,370 2,855 2,770
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 535)
-125 1,350 -130 680 -720 425 500 110 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 18.6 3.0 51.5 72.3 93.8 94.0 6.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 4 20 11 26 16
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,155
COMMITMENTS
17,715 7,940 1,440 21,215 31,075 40,370 40,455 2,785 2,700
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 55)
-425 850 -130 570 -630 15 90 40 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 18.4 3.3 49.2 72.0 93.5 93.7 6.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 4 19 11 25 16
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 116,389
COMMITMENTS
9,619 3,020 15,005 82,305 88,689 106,929 106,714 9,460 9,675
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,160)
1,465 -4,120 3,655 -1,260 4,325 3,860 3,860 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.6 12.9 70.7 76.2 91.9 91.7 8.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 6 24 27 31 35
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 110,478
COMMITMENTS
10,496 2,410 15,137 75,170 82,864 100,803 100,411 9,675 10,067
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,615)
975 -3,860 4,370 -1,000 3,835 4,345 4,345 270 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.2 13.7 68.0 75.0 91.2 90.9 8.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 6 21 24 28 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,245
COMMITMENTS
5,405 4,475 365 25,400 26,400 31,170 31,240 1,075 1,005
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 180)
-450 100 0 990 0 540 100 -360 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.9 1.1 78.8 81.9 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 18 20 20 25
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,020
COMMITMENTS
2,975 2,500 370 21,060 21,535 24,405 24,405 615 615
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 30)
200 0 0 380 580 580 580 -550 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.0 1.5 84.2 86.1 97.5 97.5 2.5 2.5
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 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,270
COMMITMENTS
9,350 945 130 10,590 19,115 20,070 20,190 1,200 1,080
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -525)
-575 0 50 0 -635 -525 -585 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 4.4 0.6 49.8 89.9 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 13 14 17 16
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 61,420
COMMITMENTS
900 7,630 545 48,515 41,845 49,960 50,020 11,460 11,400
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,295)
-100 -625 25 820 1,465 745 865 550 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.4 0.9 79.0 68.1 81.3 81.4 18.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 20 21 25 24
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 46,685
COMMITMENTS
970 4,675 150 31,455 28,370 32,575 33,195 14,110 13,490
CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,090)
0 -350 150 195 545 345 345 745 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.0 0.3 67.4 60.8 69.8 71.1 30.2 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 19 19 22 21
Updated December 10, 2018