MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,187 COMMITMENTS 1,100 100 100 13,657 14,682 14,857 14,882 2,330 2,305 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.6 0.6 79.5 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 06/05/18 | --------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,515 COMMITMENTS 13,685 5,520 725 38,326 46,474 52,736 52,719 5,779 5,796 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,130) -685 0 0 2,750 2,088 2,065 2,088 65 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 9.4 1.2 65.5 79.4 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 18 22 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,271 COMMITMENTS 15,775 5,520 625 34,956 45,196 51,356 51,341 4,915 4,930 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,348) 1,235 0 0 1,018 2,295 2,253 2,295 95 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 9.8 1.1 62.1 80.3 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 17 23 20 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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 05/29/18 (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 06/05/18 | --------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,511 COMMITMENTS 12,920 600 0 15,361 27,421 28,281 28,021 3,230 3,490 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,980) 1,920 0 0 -35 1,885 1,885 1,885 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 1.9 0.0 48.7 87.0 89.7 88.9 10.3 11.1 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,699 COMMITMENTS 9,975 600 0 11,224 20,369 21,199 20,969 3,500 3,730 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 60) 0 0 0 -35 -35 -35 -35 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 2.4 0.0 45.4 82.5 85.8 84.9 14.2 15.1 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,725 COMMITMENTS 5,105 1,585 25 31,150 34,670 36,280 36,280 2,445 2,445 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -345) 0 0 0 -415 -415 -415 -415 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 4.1 0.1 80.4 89.5 93.7 93.7 6.3 6.3 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,750 COMMITMENTS 5,180 1,535 25 27,395 31,040 32,600 32,600 2,150 2,150 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -345) 0 0 0 -415 -415 -415 -415 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 4.4 0.1 78.8 89.3 93.8 93.8 6.2 6.2 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,975 COMMITMENTS 0 4,185 0 13,280 9,430 13,280 13,615 1,695 1,360 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 110 50 110 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.9 0.0 88.7 63.0 88.7 90.9 11.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 0 15 11 15 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,455 COMMITMENTS 0 3,765 0 11,830 8,400 11,830 12,165 1,625 1,290 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 110 50 110 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.0 0.0 87.9 62.4 87.9 90.4 12.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 0 15 11 15 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,275 COMMITMENTS 1,840 245 895 23,470 25,260 26,205 26,400 1,070 875 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 250) -275 25 0 445 145 170 170 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.9 3.3 86.0 92.6 96.1 96.8 3.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 5 19 17 24 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,260 COMMITMENTS 1,900 245 835 22,025 24,255 24,760 25,335 1,500 925 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 170) -175 125 -100 365 65 90 90 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.9 3.2 83.9 92.4 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 5 19 16 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/05/18 | --------------------------------------------------------------| 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 05/29/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,205 COMMITMENTS 10,800 2,160 2,925 80,325 88,960 94,050 94,045 7,155 7,160 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 650) 450 0 -20 -105 345 325 325 325 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.1 2.9 79.4 87.9 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 2 19 26 26 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,245 COMMITMENTS 10,145 2,300 2,320 71,835 79,675 84,300 84,295 7,945 7,950 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 545) 450 0 0 -30 420 420 420 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.5 2.5 77.9 86.4 91.4 91.4 8.6 8.6 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,725 COMMITMENTS 2,825 3,350 200 24,840 24,315 27,865 27,865 1,860 1,860 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -75) 300 -1,620 -175 -200 1,720 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 11.3 0.7 83.6 81.8 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 17 20 20 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,695 COMMITMENTS 2,875 1,475 0 19,225 20,505 22,100 21,980 595 715 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 180) 0 0 0 360 180 360 180 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 6.5 0.0 84.7 90.4 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 14 16 15 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,885 COMMITMENTS 380 600 1,280 42,265 42,105 43,925 43,985 9,960 9,900 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 10) 0 0 0 70 130 70 130 -60 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.1 2.4 78.4 78.1 81.5 81.6 18.5 18.4 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,875 COMMITMENTS 2,330 400 100 27,015 29,145 29,445 29,645 11,430 11,230 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 195) 0 0 0 375 435 375 435 -180 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.0 0.2 66.1 71.3 72.0 72.5 28.0 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 21 20 22
Updated June 8, 2018