MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,596
COMMITMENTS
625 0 0 15,725 16,180 16,350 16,180 246 416
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 94.8 97.5 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 13 14 13
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,649
COMMITMENTS
324 0 0 18,081 18,229 18,405 18,229 244 420
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.0 97.7 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 14 12 14
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 53,375
COMMITMENTS
0 185 215 52,531 52,081 52,746 52,481 629 894
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,455)
0 0 0 2,455 2,455 2,455 2,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.4 98.4 97.6 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 18 23 19 24
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 46,212
COMMITMENTS
215 0 0 45,427 45,070 45,642 45,070 570 1,142
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,330)
0 0 0 2,330 2,330 2,330 2,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.3 97.5 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 20 19 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,165
COMMITMENTS
0 4,720 150 16,160 12,225 16,310 17,095 855 70
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.5 0.9 94.1 71.2 95.0 99.6 5.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 9 17 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,671
COMMITMENTS
0 2,065 156 18,240 16,340 18,396 18,561 275 110
CHANGES FROM 11/17/15 (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 11.1 0.8 97.7 87.5 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 13 12 15
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,920
COMMITMENTS
0 2,905 165 21,665 18,840 21,830 21,910 90 10
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 425)
0 -350 150 275 625 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 0.8 98.8 85.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 15 18 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,125
COMMITMENTS
0 3,980 0 21,055 17,125 21,055 21,105 70 20
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -150)
0 -150 0 -150 0 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.8 0.0 99.7 81.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 11 13 12
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 79,897
COMMITMENTS
14,080 0 150 60,386 74,466 74,616 74,616 5,281 5,281
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,285)
750 0 0 789 1,539 1,539 1,539 746 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.2 75.6 93.2 93.4 93.4 6.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 23 28 27 29
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 73,003
COMMITMENTS
15,830 0 0 55,512 71,342 71,342 71,342 1,661 1,661
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,295)
1,050 0 0 245 1,345 1,295 1,345 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.0 0.0 76.0 97.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 22 25 25 25
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,689
COMMITMENTS
550 0 250 23,145 23,975 23,945 24,225 744 464
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,400)
0 0 0 2,400 2,400 2,400 2,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 1.0 93.7 97.1 97.0 98.1 3.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 18 21 19
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,305
COMMITMENTS
100 600 0 21,075 20,575 21,175 21,175 130 130
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 950)
0 0 0 950 950 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 0.0 98.9 96.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 21 16 22 17
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 11,085
COMMITMENTS
4,250 100 0 6,685 10,905 10,935 11,005 150 80
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 0.9 0.0 60.3 98.4 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 13 9 15 10
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 7,080
COMMITMENTS
1,200 100 0 5,600 6,860 6,800 6,960 280 120
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.4 0.0 79.1 96.9 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 10 12 11
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,458
COMMITMENTS
395 1,750 303 25,315 23,860 26,013 25,913 445 545
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.6 1.1 95.7 90.2 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 21 21 24 24
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,840
COMMITMENTS
470 600 270 22,955 23,085 23,695 23,955 1,145 885
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -875)
0 0 0 -875 -875 -875 -875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.4 1.1 92.4 92.9 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 20 22 22
Updated November 30, 2015