PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,263
COMMITMENTS
0 50 0 39,899 39,794 39,899 39,844 3,364 3,419
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,487)
0 -100 0 -2,135 -2,020 -2,135 -2,120 -352 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 92.2 92.0 92.2 92.1 7.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 20 16 21
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,974
COMMITMENTS
0 0 0 35,533 35,558 35,533 35,558 3,441 3,416
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,268)
0 0 0 -1,090 -1,070 -1,090 -1,070 -178 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 91.2 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 20 14 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,210
COMMITMENTS
0 19,275 125 24,890 6,495 25,015 25,895 2,195 1,315
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,090)
0 625 -200 -310 -1,010 -510 -585 -580 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 70.8 0.5 91.5 23.9 91.9 95.2 8.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 2 14 9 16 14
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 23,205
COMMITMENTS
0 13,300 395 19,980 7,430 20,375 21,125 2,830 2,080
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -905)
0 -95 0 -735 -700 -735 -795 -170 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 57.3 1.7 86.1 32.0 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 2 13 11 15 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,418
COMMITMENTS
3,815 905 1,035 19,201 22,111 24,051 24,051 1,367 1,367
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -100)
-320 225 -5 220 -375 -105 -155 5 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.6 4.1 75.5 87.0 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 18 11 22 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,161
COMMITMENTS
4,190 980 535 15,127 18,464 19,852 19,979 1,309 1,182
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -590)
-335 300 -40 -232 -885 -607 -625 17 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.6 2.5 71.5 87.3 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 18 8 21 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,415
COMMITMENTS
950 14,400 0 32,725 19,845 33,675 34,245 740 170
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -830)
50 35 -50 -700 -700 -700 -715 -130 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 41.8 0.0 95.1 57.7 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 0 12 12 13 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,805
COMMITMENTS
0 13,730 0 28,880 15,720 28,880 29,450 925 355
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -255)
0 560 0 15 -560 15 0 -270 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 46.1 0.0 96.9 52.7 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 9 11 12
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,675
COMMITMENTS
1,250 4,330 200 25,095 22,355 26,545 26,885 1,130 790
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -805)
25 420 -25 -840 -990 -840 -595 35 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.6 0.7 90.7 80.8 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 2 14 12 17 17
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,595
COMMITMENTS
1,350 3,825 380 22,880 20,900 24,610 25,105 985 490
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -600)
25 435 -50 -800 -810 -825 -425 225 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.9 1.5 89.4 81.7 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 13 11 17 15
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,789
COMMITMENTS
5,165 2,385 280 23,384 26,154 28,829 28,819 960 970
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,795)
-115 275 -260 -1,300 -1,630 -1,675 -1,615 -120 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.0 0.9 78.5 87.8 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 19 14 21 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 24,385
COMMITMENTS
0 2,450 720 22,240 19,790 22,960 22,960 1,425 1,425
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,230)
0 -420 -125 -780 -360 -905 -905 -325 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 3.0 91.2 81.2 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 23 13 25 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 118,494
COMMITMENTS
32,110 870 395 80,440 111,760 112,945 113,025 5,549 5,469
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,935)
1,045 -200 -275 -4,174 -2,914 -3,404 -3,389 -531 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.7 0.3 67.9 94.3 95.3 95.4 4.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 4 23 29 28 34
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 106,050
COMMITMENTS
31,170 0 25 68,697 99,840 99,892 99,865 6,158 6,185
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,620)
415 0 -200 -3,275 -2,790 -3,060 -2,990 -560 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 0.0 0.0 64.8 94.1 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 1 22 30 27 31
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,405
COMMITMENTS
150 25 100 20,395 20,480 20,645 20,605 760 800
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -470)
-50 25 -25 -240 -325 -315 -325 -155 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.5 95.3 95.7 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 15 23 16
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,975
COMMITMENTS
900 225 0 16,510 17,145 17,410 17,370 565 605
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 210)
0 -25 0 150 165 150 140 60 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.3 0.0 91.8 95.4 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 20 12 22 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,305
COMMITMENTS
0 2,550 300 33,010 30,445 33,310 33,295 3,995 4,010
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -990)
-160 -305 -70 -565 -380 -795 -755 -195 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.8 88.5 81.6 89.3 89.3 10.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 18 18 19 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,270
COMMITMENTS
0 375 25 22,495 22,120 22,520 22,520 2,750 2,750
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -960)
0 -75 0 -775 -690 -775 -765 -185 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 89.0 87.5 89.1 89.1 10.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 15 17 16
Updated September 16, 2016