PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 45,723
COMMITMENTS
25 100 0 42,466 42,094 42,491 42,194 3,232 3,529
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 92.9 92.1 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 17 21 18 22
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,517
COMMITMENTS
25 100 0 36,352 35,735 36,377 35,835 3,140 3,682
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.0 92.0 90.4 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 20 16 21
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,345
COMMITMENTS
25 11,235 675 20,405 10,130 21,105 22,040 2,240 1,305
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,025)
-300 150 250 1,150 700 1,100 1,100 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 48.1 2.9 87.4 43.4 90.4 94.4 9.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 16 14 18 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,875
COMMITMENTS
0 10,730 475 19,230 9,290 19,705 20,495 2,170 1,380
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 650)
0 300 0 725 425 725 725 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 49.1 2.2 87.9 42.5 90.1 93.7 9.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 15 12 16 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,993
COMMITMENTS
5,280 0 495 15,034 20,314 20,809 20,809 1,184 1,184
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -40)
-240 0 140 250 10 150 150 -190 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 2.3 68.4 92.4 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 15 8 19 9
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,126
COMMITMENTS
5,025 0 330 12,899 17,909 18,254 18,239 872 887
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 159)
-240 0 140 349 109 249 249 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 0.0 1.7 67.4 93.6 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 16 9 19 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,122
COMMITMENTS
150 13,107 0 31,295 18,840 31,445 31,947 677 175
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 110)
150 0 0 -50 110 100 110 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 40.8 0.0 97.4 58.7 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 15 13 16 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,245
COMMITMENTS
0 11,015 0 25,600 15,075 25,600 26,090 645 155
CHANGES FROM 05/10/16 (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 42.0 0.0 97.5 57.4 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 10 14 12
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,435
COMMITMENTS
2,920 735 795 24,840 27,005 28,555 28,535 880 900
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -435)
150 525 -100 -510 -885 -460 -460 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.5 2.7 84.4 91.7 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 16 12 17 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,505
COMMITMENTS
0 2,940 420 26,155 23,170 26,575 26,530 1,930 1,975
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 205)
0 -25 350 -155 -130 195 195 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 1.5 91.8 81.3 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 14 12 15 15
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 113,457
COMMITMENTS
23,545 1,065 252 83,391 105,871 107,188 107,188 6,269 6,269
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,085)
375 -300 50 1,655 2,330 2,080 2,080 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.9 0.2 73.5 93.3 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 23 29 28 32
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 105,191
COMMITMENTS
25,830 165 150 73,941 99,606 99,921 99,921 5,270 5,270
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,605)
-25 -300 80 1,430 1,705 1,485 1,485 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.2 0.1 70.3 94.7 95.0 95.0 5.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 20 30 25 31
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,415
COMMITMENTS
0 300 0 15,265 14,905 15,265 15,205 150 210
CHANGES FROM 05/10/16 (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 1.9 0.0 99.0 96.7 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 13 15 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,625
COMMITMENTS
50 1,600 125 25,640 24,100 25,815 25,825 1,810 1,800
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -400)
0 -400 0 -380 20 -380 -380 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 0.5 92.8 87.2 93.4 93.5 6.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 19 19 21 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,875
COMMITMENTS
0 400 125 20,520 20,105 20,645 20,630 1,230 1,245
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -350)
0 -100 0 -45 50 -45 -50 -305 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.6 93.8 91.9 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 18 17 19
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,160
COMMITMENTS
150 25 0 15,310 15,595 15,460 15,620 700 540
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -320 -320 -320 -320 320 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.0 94.7 96.5 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 16 10 18 11
Updated May 20, 2016