PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 47,883
COMMITMENTS
25 100 0 44,566 44,194 44,591 44,294 3,292 3,589
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,920 1,920 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 93.1 92.3 93.1 92.5 6.9 7.5
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 41,677
COMMITMENTS
25 100 0 38,512 37,895 38,537 37,995 3,140 3,682
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,920 1,920 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 92.4 90.9 92.5 91.2 7.5 8.8
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,795
COMMITMENTS
25 11,410 675 20,855 10,405 21,555 22,490 2,240 1,305
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 400)
0 25 0 400 375 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 48.0 2.8 87.6 43.7 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 2 16 14 18 20
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,075
COMMITMENTS
0 10,730 475 19,405 9,465 19,880 20,670 2,195 1,405
CHANGES FROM 05/24/16 (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 48.6 2.2 87.9 42.9 90.1 93.6 9.9 6.4
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,228
COMMITMENTS
5,280 0 495 17,241 22,521 23,016 23,016 1,212 1,212
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 955)
0 0 0 927 927 927 927 28 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.0 2.0 71.2 93.0 95.0 95.0 5.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 16 9 20 10
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,511
COMMITMENTS
5,175 0 330 14,904 20,079 20,409 20,409 1,102 1,102
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,135)
150 0 0 830 995 980 995 155 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.0 1.5 69.3 93.3 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 18 10 22 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,142
COMMITMENTS
150 13,107 0 31,295 18,860 31,445 31,967 697 175
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 40.8 0.0 97.4 58.7 97.8 99.5 2.2 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,265
COMMITMENTS
0 11,015 0 25,600 15,095 25,600 26,110 665 155
CHANGES FROM 05/24/16 (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 41.9 0.0 97.5 57.5 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,810
COMMITMENTS
2,970 1,210 795 25,140 26,880 28,905 28,885 905 925
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0)
0 75 0 0 -75 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.1 2.7 84.3 90.2 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 16 12 18 15
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,830
COMMITMENTS
0 3,315 420 26,480 23,120 26,900 26,855 1,930 1,975
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 75)
0 75 0 75 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 1.5 91.8 80.2 93.3 93.1 6.7 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 114,162
COMMITMENTS
23,870 2,190 517 83,751 105,431 108,138 108,138 6,024 6,024
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -880)
75 225 25 -840 -990 -740 -740 -140 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 1.9 0.5 73.4 92.4 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 23 29 29 33
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 107,298
COMMITMENTS
26,065 0 450 74,983 101,048 101,498 101,498 5,800 5,800
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,287)
-65 -165 300 647 747 882 882 405 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 0.4 69.9 94.2 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 2 20 30 25 32
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,615
COMMITMENTS
600 300 0 14,835 15,075 15,435 15,375 180 240
CHANGES FROM 05/24/16 (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 1.9 0.0 95.0 96.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 13 17 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,025
COMMITMENTS
50 1,600 125 26,040 24,500 26,215 26,225 1,810 1,800
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.4 92.9 87.4 93.5 93.6 6.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 20 19 22 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,975
COMMITMENTS
0 400 125 20,895 20,480 21,020 21,005 955 970
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 75 75 75 75 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.6 95.1 93.2 95.7 95.6 4.3 4.4
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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 June 3, 2016