PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 47,520
COMMITMENTS
0 200 0 44,164 43,649 44,164 43,849 3,356 3,671
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 355)
0 0 0 280 280 280 280 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 92.9 91.9 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 21 16 22
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 41,728
COMMITMENTS
0 0 0 38,503 38,308 38,503 38,308 3,225 3,420
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 325)
0 0 0 350 350 350 350 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.8 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 21 14 21
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,435
COMMITMENTS
0 16,745 450 24,595 8,770 25,045 25,965 2,390 1,470
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,160)
0 2,100 0 1,860 -240 1,860 1,860 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 61.0 1.6 89.6 32.0 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 6 3 15 13 18 19
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,235
COMMITMENTS
0 13,315 25 20,640 8,095 20,665 21,435 2,570 1,800
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 420)
0 0 0 -45 -45 -45 -45 465 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 57.3 0.1 88.8 34.8 88.9 92.3 11.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 1 14 11 15 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,183
COMMITMENTS
4,870 100 580 18,221 22,991 23,671 23,671 1,512 1,512
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 685)
-150 -50 150 660 560 660 660 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.4 2.3 72.4 91.3 94.0 94.0 6.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 2 15 10 19 13
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,266
COMMITMENTS
5,085 0 390 15,356 20,604 20,831 20,994 1,435 1,272
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 880)
-150 0 150 880 730 880 880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 1.8 69.0 92.5 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 2 16 10 20 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,285
COMMITMENTS
0 13,620 0 30,745 17,620 30,745 31,240 540 45
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 865)
0 700 0 970 270 970 970 -105 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 43.5 0.0 98.3 56.3 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 0 17 9 17 14
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,025
COMMITMENTS
0 11,420 0 25,315 14,390 25,315 25,810 710 215
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 995)
0 700 0 970 270 970 970 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 43.9 0.0 97.3 55.3 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 8 15 11
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,715
COMMITMENTS
1,350 2,745 200 25,045 23,710 26,595 26,655 1,120 1,060
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 310 310 310 310 -285 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 9.9 0.7 90.4 85.5 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 12 17 15
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,030
COMMITMENTS
1,450 2,655 460 23,210 22,065 25,120 25,180 910 850
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,025)
-25 175 25 1,105 905 1,105 1,105 -80 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 10.2 1.8 89.2 84.8 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 14 11 18 14
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,769
COMMITMENTS
4,610 2,190 405 26,654 29,064 31,669 31,659 1,100 1,110
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.7 1.2 81.3 88.7 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 18 13 22 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,780
COMMITMENTS
0 3,440 820 25,020 21,580 25,840 25,840 1,940 1,940
CHANGES FROM 07/19/16 (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 12.4 3.0 90.1 77.7 93.0 93.0 7.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 3 18 12 21 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 118,994
COMMITMENTS
28,620 1,095 825 83,174 110,799 112,619 112,719 6,375 6,275
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,780)
2,900 -100 -15 -150 2,850 2,735 2,735 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.9 0.7 69.9 93.1 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 22 27 28 30
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 105,205
COMMITMENTS
28,635 0 525 70,336 98,960 99,496 99,485 5,709 5,720
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 760)
1,050 0 0 -205 845 845 845 -85 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.0 0.5 66.9 94.1 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 20 28 25 30
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,320
COMMITMENTS
75 0 125 19,925 20,170 20,125 20,295 1,195 1,025
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 300)
50 0 0 250 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 93.5 94.6 94.4 95.2 5.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 14 19 15
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,855
COMMITMENTS
600 275 0 15,925 16,210 16,525 16,485 330 370
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.6 0.0 94.5 96.2 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 13 19 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,800
COMMITMENTS
280 2,980 300 27,680 24,985 28,260 28,265 3,540 3,535
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 900)
0 950 0 900 -50 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.4 0.9 87.0 78.6 88.9 88.9 11.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 21 16 23 19
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,610
COMMITMENTS
0 575 0 20,270 19,695 20,270 20,270 3,340 3,340
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 100)
0 300 -125 150 -150 25 25 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 85.9 83.4 85.9 85.9 14.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
Updated July 29, 2016