PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,438
COMMITMENTS
0 50 0 39,974 39,869 39,974 39,919 3,464 3,519
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 0 0 0 0 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 92.0 91.8 92.0 91.9 8.0 8.1
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 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,299
COMMITMENTS
0 0 0 35,608 35,633 35,608 35,633 3,691 3,666
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 250)
0 0 0 0 0 0 0 250 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 90.7 90.6 90.7 9.4 9.3
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 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,430
COMMITMENTS
0 22,850 225 29,455 7,485 29,680 30,560 2,750 1,870
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,150)
0 600 0 1,150 550 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 70.5 0.7 90.8 23.1 91.5 94.2 8.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 3 16 11 19 16
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,450
COMMITMENTS
0 16,350 645 23,975 8,375 24,620 25,370 2,830 2,080
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,230)
0 450 150 1,080 630 1,230 1,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 59.6 2.3 87.3 30.5 89.7 92.4 10.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 3 13 12 16 17
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,243
COMMITMENTS
3,515 1,130 935 20,466 22,851 24,916 24,916 1,327 1,327
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,010)
-300 325 -100 1,475 850 1,075 1,075 -65 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.3 3.6 78.0 87.1 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 12 22 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,386
COMMITMENTS
3,890 1,355 460 16,802 19,464 21,152 21,279 1,234 1,107
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,505)
-300 425 -75 1,955 1,230 1,580 1,580 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.1 2.1 75.1 86.9 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 18 9 21 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,590
COMMITMENTS
950 15,075 0 33,900 20,345 34,850 35,420 740 170
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 625)
0 675 0 625 -50 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 42.4 0.0 95.3 57.2 97.9 99.5 2.1 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 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,380
COMMITMENTS
0 13,805 0 29,535 16,300 29,535 30,105 845 275
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 25)
0 75 0 100 25 100 100 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 45.4 0.0 97.2 53.7 97.2 99.1 2.8 0.9
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 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,820
COMMITMENTS
1,200 4,000 250 25,240 22,780 26,690 27,030 1,130 790
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100)
-50 -375 50 100 425 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.4 0.9 90.7 81.9 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 15 12 18 17
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,915
COMMITMENTS
1,300 4,295 430 24,000 21,500 25,730 26,225 1,185 690
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,075)
-50 175 50 900 675 900 900 175 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 16.0 1.6 89.2 79.9 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 3 14 10 18 15
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,249
COMMITMENTS
5,490 2,360 330 25,084 28,204 30,904 30,894 1,345 1,355
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 350)
50 -125 50 95 270 195 195 155 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 7.3 1.0 77.8 87.5 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 20 14 23 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,530
COMMITMENTS
0 2,550 720 24,375 21,825 25,095 25,095 1,435 1,435
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 500)
0 -75 0 540 615 540 540 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 2.7 91.9 82.3 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 23 15 25 19
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 122,469
COMMITMENTS
35,770 870 610 81,310 116,265 117,690 117,745 4,779 4,724
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,680)
1,275 0 65 475 1,725 1,815 1,790 -135 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.7 0.5 66.4 94.9 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 5 23 30 28 36
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 109,730
COMMITMENTS
35,105 0 150 69,412 104,490 104,667 104,640 5,063 5,090
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,330)
1,275 0 125 830 2,105 2,230 2,230 -900 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.0 0.1 63.3 95.2 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 1 22 30 28 31
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,030
COMMITMENTS
250 75 100 20,940 21,075 21,290 21,250 740 780
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100)
100 50 0 -50 0 50 50 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.5 95.1 95.7 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 21 15 24 17
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,075
COMMITMENTS
900 225 0 16,610 17,245 17,510 17,470 565 605
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.2 0.0 91.9 95.4 96.9 96.7 3.1 3.3
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 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,965
COMMITMENTS
50 2,595 300 33,810 31,250 34,160 34,145 3,805 3,820
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 350)
50 100 0 800 750 850 850 -500 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.8 0.8 89.1 82.3 90.0 89.9 10.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 18 19 20 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,870
COMMITMENTS
0 375 25 22,925 22,550 22,950 22,950 2,920 2,920
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 480)
0 0 0 310 310 310 310 170 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 88.6 87.2 88.7 88.7 11.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 16 17 17
Updated September 30, 2016