PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,528
COMMITMENTS
0 50 0 39,914 39,809 39,914 39,859 3,614 3,669
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -60 -60 -60 -60 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 91.7 91.5 91.7 91.6 8.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 19 16 20
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,629
COMMITMENTS
0 0 0 35,813 35,838 35,813 35,838 3,816 3,791
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 330)
0 0 0 205 205 205 205 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 90.4 90.4 90.4 9.6 9.6
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 32,610
COMMITMENTS
0 22,850 225 29,635 7,665 29,860 30,740 2,750 1,870
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 70.1 0.7 90.9 23.5 91.6 94.3 8.4 5.7
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,630
COMMITMENTS
0 16,350 645 24,155 8,555 24,800 25,550 2,830 2,080
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 59.2 2.3 87.4 31.0 89.8 92.5 10.2 7.5
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,158
COMMITMENTS
3,515 1,680 910 20,551 22,386 24,976 24,976 1,182 1,182
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -85)
0 550 -25 85 -465 60 60 -145 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.4 3.5 78.6 85.6 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 12 24 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,621
COMMITMENTS
3,890 1,905 460 17,107 19,219 21,457 21,584 1,164 1,037
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 235)
0 550 0 305 -245 305 305 -70 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.4 2.0 75.6 85.0 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 19 9 22 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 35,770
COMMITMENTS
950 15,075 0 34,080 20,525 35,030 35,600 740 170
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 42.1 0.0 95.3 57.4 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,560
COMMITMENTS
0 13,805 0 29,715 16,480 29,715 30,285 845 275
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 45.2 0.0 97.2 53.9 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,430
COMMITMENTS
1,200 4,225 250 25,675 22,990 27,125 27,465 1,305 965
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 610)
0 225 0 435 210 435 435 175 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.9 0.9 90.3 80.9 95.4 96.6 4.6 3.4
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,115
COMMITMENTS
1,300 4,420 255 24,335 21,710 25,890 26,385 1,225 730
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 200)
0 125 -175 335 210 160 160 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 16.3 0.9 89.7 80.1 95.5 97.3 4.5 2.7
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,349
COMMITMENTS
5,190 2,160 730 26,084 29,104 32,004 31,994 1,345 1,355
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,100)
-300 -200 400 1,000 900 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.5 2.2 78.2 87.3 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 20 13 24 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,325
COMMITMENTS
0 2,325 820 25,090 22,765 25,910 25,910 1,415 1,415
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 795)
0 -225 100 715 940 815 815 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 3.0 91.8 83.3 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 23 13 26 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 125,339
COMMITMENTS
36,595 870 810 83,365 119,145 120,770 120,825 4,569 4,514
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,870)
825 0 200 2,055 2,880 3,080 3,080 -210 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.7 0.6 66.5 95.1 96.4 96.4 3.6 3.6
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 112,210
COMMITMENTS
35,555 0 300 71,642 107,170 107,497 107,470 4,713 4,740
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,480)
450 0 150 2,230 2,680 2,830 2,830 -350 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 0.0 0.3 63.8 95.5 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 2 21 30 27 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| 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 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/04/16 |
--------------------------------------------------------------| 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 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,115
COMMITMENTS
50 3,095 300 33,960 30,900 34,310 34,295 3,805 3,820
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 150)
0 500 0 150 -350 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.1 0.8 89.1 81.1 90.0 90.0 10.0 10.0
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,050
COMMITMENTS
0 375 25 22,925 22,550 22,950 22,950 3,100 3,100
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 0 0 0 0 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 88.0 86.6 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 16 17 17
Updated October 7, 2016