PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 42,737
COMMITMENTS
0 100 0 39,354 38,679 39,354 38,779 3,383 3,958
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -832)
0 0 0 -925 -1,485 -925 -1,485 93 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.1 90.5 92.1 90.7 7.9 9.3
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,601
COMMITMENTS
0 100 0 34,838 34,803 34,838 34,903 3,763 3,698
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,291)
0 0 0 -1,510 -1,490 -1,510 -1,490 219 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.3 90.2 90.3 90.4 9.7 9.6
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,670
COMMITMENTS
0 23,805 50 31,900 8,765 31,950 32,620 1,720 1,050
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -790)
0 200 -100 -500 -710 -600 -610 -190 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 70.7 0.1 94.7 26.0 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 6 1 15 10 16 16
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 30,810
COMMITMENTS
0 17,285 490 28,420 11,625 28,910 29,400 1,900 1,410
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -770)
0 5 -130 -565 -640 -695 -765 -75 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.1 1.6 92.2 37.7 93.8 95.4 6.2 4.6
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,783
COMMITMENTS
4,040 2,255 205 20,834 22,619 25,079 25,079 704 704
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,140)
45 0 -320 -695 -650 -970 -970 -170 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.7 0.8 80.8 87.7 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 19 12 23 16
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,263
COMMITMENTS
4,070 2,355 190 17,232 19,051 21,492 21,596 771 667
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -715)
-235 -100 -40 -330 -475 -605 -615 -110 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 10.6 0.9 77.4 85.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 19 10 23 14
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 43,905
COMMITMENTS
400 16,660 0 42,880 27,010 43,280 43,670 625 235
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -800)
-200 -305 0 -480 -385 -680 -690 -120 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 37.9 0.0 97.7 61.5 98.6 99.5 1.4 0.5
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 38,900
COMMITMENTS
0 15,710 0 37,920 22,590 37,920 38,300 980 600
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -930)
0 -385 0 -835 -460 -835 -845 -95 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.4 0.0 97.5 58.1 97.5 98.5 2.5 1.5
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,570
COMMITMENTS
1,200 3,475 250 27,270 25,285 28,720 29,010 850 560
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,355)
0 -525 0 -1,295 -795 -1,295 -1,320 -60 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.8 0.8 92.2 85.5 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 16 13 20 17
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 29,665
COMMITMENTS
1,200 3,125 300 27,430 25,795 28,930 29,220 735 445
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -980)
0 -410 -15 -870 -485 -885 -910 -95 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.5 1.0 92.5 87.0 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 16 12 21 16
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 33,579
COMMITMENTS
5,160 1,645 980 26,224 29,744 32,364 32,369 1,215 1,210
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,360)
-395 200 -60 -930 -1,515 -1,385 -1,375 25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.9 2.9 78.1 88.6 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 20 14 24 18
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 25,475
COMMITMENTS
710 1,300 665 23,310 22,740 24,685 24,705 790 770
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,115)
180 25 -205 -940 -785 -965 -965 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.1 2.6 91.5 89.3 96.9 97.0 3.1 3.0
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 121,986
COMMITMENTS
38,195 0 1,145 77,233 115,488 116,573 116,633 5,413 5,353
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,548)
-185 -85 -175 -3,135 -3,175 -3,495 -3,435 -53 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 0.0 0.9 63.3 94.7 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 4 21 29 27 33
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 110,201
COMMITMENTS
35,350 0 775 70,323 105,715 106,448 106,490 3,753 3,711
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,295)
-1,290 0 0 -2,795 -4,025 -4,085 -4,025 -210 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 0.0 0.7 63.8 95.9 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 3 19 29 24 32
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 21,860
COMMITMENTS
200 225 50 20,550 20,655 20,800 20,930 1,060 930
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,085)
0 25 -25 -1,185 -1,050 -1,210 -1,050 125 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.2 94.0 94.5 95.2 95.7 4.8 4.3
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,205
COMMITMENTS
700 175 0 17,040 17,545 17,740 17,720 465 485
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,065)
-50 -25 0 -915 -930 -965 -955 -100 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.0 0.0 93.6 96.4 97.4 97.3 2.6 2.7
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 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 36,010
COMMITMENTS
50 3,650 0 32,365 28,770 32,415 32,420 3,595 3,590
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,025)
0 -270 0 -905 -635 -905 -905 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.1 0.0 89.9 79.9 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 17 18 18 20
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,330
COMMITMENTS
0 1,225 0 23,190 21,965 23,190 23,190 4,140 4,140
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -490)
0 -75 0 -785 -710 -785 -785 295 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 84.9 80.4 84.9 84.9 15.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
Updated November 11, 2016