PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,569
COMMITMENTS
0 100 0 40,279 40,164 40,279 40,264 3,290 3,305
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,055)
0 0 0 1,230 1,230 1,230 1,230 -175 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.4 92.2 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 19 15 20
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,892
COMMITMENTS
0 100 0 36,348 36,293 36,348 36,393 3,544 3,499
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,045)
0 0 0 1,220 1,220 1,220 1,220 -175 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 91.1 91.0 91.1 91.2 8.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 19 13 20
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,460
COMMITMENTS
0 23,605 150 32,400 9,475 32,550 33,230 1,910 1,230
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 300 0 0 -300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 68.5 0.4 94.0 27.5 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 2 16 10 18 15
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 31,580
COMMITMENTS
0 17,280 620 28,985 12,265 29,605 30,165 1,975 1,415
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 300 0 0 -300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.7 2.0 91.8 38.8 93.7 95.5 6.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 2 14 11 16 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,923
COMMITMENTS
3,995 2,255 525 21,529 23,269 26,049 26,049 874 874
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 165)
0 50 0 125 75 125 125 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 8.4 2.0 80.0 86.4 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 19 11 23 15
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,978
COMMITMENTS
4,305 2,455 230 17,562 19,526 22,097 22,211 881 767
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 97)
0 50 0 167 117 167 167 -70 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.7 1.0 76.4 85.0 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 19 9 23 12
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 44,705
COMMITMENTS
600 16,965 0 43,360 27,395 43,960 44,360 745 345
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 350)
0 50 0 350 300 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 37.9 0.0 97.0 61.3 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 0 16 12 17 16
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 39,830
COMMITMENTS
0 16,095 0 38,755 23,050 38,755 39,145 1,075 685
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.4 0.0 97.3 57.9 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 14 11 14 15
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,925
COMMITMENTS
1,200 4,000 250 28,565 26,080 30,015 30,330 910 595
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 175)
0 -125 100 50 175 150 150 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.9 0.8 92.4 84.3 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 3 16 13 20 18
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,645
COMMITMENTS
1,200 3,535 315 28,300 26,280 29,815 30,130 830 515
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 215)
0 -450 100 210 660 310 310 -95 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 11.5 1.0 92.3 85.8 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 4 16 12 21 17
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 34,939
COMMITMENTS
5,555 1,445 1,040 27,154 31,259 33,749 33,744 1,190 1,195
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 165)
225 -25 50 -120 130 155 155 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.1 3.0 77.7 89.5 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 19 13 24 17
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 26,590
COMMITMENTS
530 1,275 870 24,250 23,525 25,650 25,670 940 920
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -145)
150 -75 0 -285 -60 -135 -135 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.8 3.3 91.2 88.5 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 13 24 17
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 125,534
COMMITMENTS
38,380 85 1,320 80,368 118,663 120,068 120,068 5,466 5,466
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,190)
125 0 75 875 1,000 1,075 1,075 115 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.1 1.1 64.0 94.5 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 6 21 30 27 36
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 114,496
COMMITMENTS
36,640 0 775 73,118 109,740 110,533 110,515 3,963 3,981
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,250)
-225 0 0 1,230 1,005 1,005 1,005 245 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.0 0.7 63.9 95.8 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 3 19 29 25 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,945
COMMITMENTS
200 200 75 21,735 21,705 22,010 21,980 935 965
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 850)
100 100 0 750 750 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.3 94.7 94.6 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 14 23 16
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,270
COMMITMENTS
750 200 0 17,955 18,475 18,705 18,675 565 595
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 0.0 93.2 95.9 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 20 12 21 13
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,035
COMMITMENTS
50 3,920 0 33,270 29,405 33,320 33,325 3,715 3,710
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 50)
50 50 0 0 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.6 0.0 89.8 79.4 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 18 18 19 21
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,820
COMMITMENTS
0 1,300 0 23,975 22,675 23,975 23,975 3,845 3,845
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 86.2 81.5 86.2 86.2 13.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
Updated November 4, 2016