MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,177 COMMITMENTS 1,100 100 100 13,647 14,672 14,847 14,872 2,330 2,305 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -100) -300 0 0 200 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.6 0.6 79.4 85.4 86.4 86.6 13.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 13 14 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,575 COMMITMENTS 1,350 75 175 10,730 12,000 12,255 12,250 1,320 1,325 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -300) -300 0 0 0 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.6 1.3 79.0 88.4 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 14 12 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,385 COMMITMENTS 14,370 5,520 725 35,576 44,386 50,671 50,631 5,714 5,754 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,756) 650 70 -175 3,830 4,385 4,305 4,280 -549 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 9.8 1.3 63.1 78.7 89.9 89.8 10.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 18 21 21 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,923 COMMITMENTS 14,540 5,520 625 33,938 42,901 49,103 49,046 4,820 4,877 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,945) 650 70 -175 4,215 4,805 4,690 4,700 -745 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 10.2 1.2 62.9 79.6 91.1 91.0 8.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 17 22 20 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,280 COMMITMENTS 825 9,070 175 18,025 10,000 19,025 19,245 3,255 3,035 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 40.7 0.8 80.9 44.9 85.4 86.4 14.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 17 12 19 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,375 COMMITMENTS 460 9,055 0 17,810 9,440 18,270 18,495 3,105 2,880 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 42.4 0.0 83.3 44.2 85.5 86.5 14.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 18 13 19 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,531 COMMITMENTS 11,000 600 0 15,396 25,536 26,396 26,136 3,135 3,395 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 250) 250 0 0 0 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 2.0 0.0 52.1 86.5 89.4 88.5 10.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 15 15 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,639 COMMITMENTS 9,975 600 0 11,259 20,404 21,234 21,004 3,405 3,635 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 250) 250 0 0 0 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 2.4 0.0 45.7 82.8 86.2 85.2 13.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 14 11 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,070 COMMITMENTS 5,105 1,585 25 31,565 35,085 36,695 36,695 2,375 2,375 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 480) 0 0 0 395 395 395 395 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 4.1 0.1 80.8 89.8 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 11 20 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,095 COMMITMENTS 5,180 1,535 25 27,810 31,455 33,015 33,015 2,080 2,080 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 360) 0 0 0 540 360 540 360 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 4.4 0.1 79.2 89.6 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 11 20 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,925 COMMITMENTS 0 4,185 0 13,230 9,320 13,230 13,505 1,695 1,420 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 50) 0 50 0 60 10 60 60 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.0 0.0 88.6 62.4 88.6 90.5 11.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 0 15 10 15 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,405 COMMITMENTS 0 3,765 0 11,780 8,290 11,780 12,055 1,625 1,350 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 25) 0 50 0 35 5 35 55 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.1 0.0 87.9 61.8 87.9 89.9 12.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 0 15 10 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,025 COMMITMENTS 2,115 220 895 23,025 25,115 26,035 26,230 990 795 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 445) 0 0 75 350 350 425 425 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.8 3.3 85.2 92.9 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 5 19 17 24 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,090 COMMITMENTS 2,075 120 935 21,660 24,190 24,670 25,245 1,420 845 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 445) 0 0 75 350 350 425 425 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.5 3.6 83.0 92.7 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 5 19 16 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,095 COMMITMENTS 8,845 1,950 565 27,730 34,650 37,140 37,165 955 930 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 550) -50 0 200 400 350 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 5.1 1.5 72.8 91.0 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 16 10 20 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,790 COMMITMENTS 9,015 2,000 125 24,215 31,255 33,355 33,380 1,435 1,410 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 475) -50 0 125 400 350 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 5.7 0.4 69.6 89.8 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 15 11 18 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,555 COMMITMENTS 10,350 2,160 2,945 80,430 88,615 93,725 93,720 6,830 6,835 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,220) 160 0 0 975 1,135 1,135 1,135 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.1 2.9 80.0 88.1 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 3 19 26 26 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,700 COMMITMENTS 9,695 2,300 2,320 71,865 79,255 83,880 83,875 7,820 7,825 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,020) 160 0 0 785 945 945 945 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 2.5 2.5 78.4 86.4 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 2 19 25 26 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,800 COMMITMENTS 2,525 4,970 375 25,040 22,595 27,940 27,940 1,860 1,860 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 600) 0 300 -175 775 475 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 16.7 1.3 84.0 75.8 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 18 20 21 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 2,875 1,475 0 18,865 20,325 21,740 21,800 775 715 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -210) -280 0 -70 -95 -495 -445 -565 235 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 6.6 0.0 83.8 90.3 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 13 16 14 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,875 COMMITMENTS 380 600 1,280 42,195 41,975 43,855 43,855 10,020 10,020 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 2,205) 0 0 0 355 355 355 355 1,850 1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.1 2.4 78.3 77.9 81.4 81.4 18.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 20 23 23 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,680 COMMITMENTS 2,330 400 100 26,640 28,710 29,070 29,210 11,610 11,470 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 -860 -860 -860 -860 1,160 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.0 0.2 65.5 70.6 71.5 71.8 28.5 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 21 20 22
Updated June 1, 2018