MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,952 COMMITMENTS 350 1,715 0 14,647 13,282 14,997 14,997 1,955 1,955 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,315) 100 1,250 -35 1,340 190 1,405 1,405 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.1 0.0 86.4 78.4 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 14 14 16 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,705 COMMITMENTS 275 165 35 10,480 10,595 10,790 10,795 915 910 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 100) -1,035 165 -65 1,215 15 115 115 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.4 0.3 89.5 90.5 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 14 13 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,301 COMMITMENTS 11,835 5,965 1,930 42,106 47,642 55,871 55,537 8,430 8,764 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,345) 110 -475 180 930 1,155 1,220 860 125 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 9.3 3.0 65.5 74.1 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 15 20 18 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,541 COMMITMENTS 13,110 6,000 1,930 40,188 46,831 55,228 54,761 7,313 7,780 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,345) 60 -475 180 930 1,105 1,170 810 175 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 9.6 3.1 64.3 74.9 88.3 87.6 11.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 14 20 17 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,265 COMMITMENTS 205 11,010 485 17,085 6,575 17,775 18,070 3,490 3,195 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,200) 0 500 -200 1,400 900 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 51.8 2.3 80.3 30.9 83.6 85.0 16.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 2 16 11 19 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,280 COMMITMENTS 105 11,155 485 17,150 6,390 17,740 18,030 3,540 3,250 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,200) 0 500 -200 1,400 900 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 52.4 2.3 80.6 30.0 83.4 84.7 16.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 17 10 19 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,200 COMMITMENTS 9,165 930 0 16,327 24,315 25,492 25,245 2,708 2,955 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 3.3 0.0 57.9 86.2 90.4 89.5 9.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 13 11 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,745 COMMITMENTS 6,405 1,230 950 25,820 31,175 33,175 33,355 2,570 2,390 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,655) 1,500 25 330 1,000 2,475 2,830 2,830 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.4 2.7 72.2 87.2 92.8 93.3 7.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 1 16 9 21 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,115 COMMITMENTS 6,245 1,230 950 23,295 28,490 30,490 30,670 2,625 2,445 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,675) 1,500 25 350 900 2,375 2,750 2,750 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 3.7 2.9 70.3 86.0 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 1 16 9 21 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,365 COMMITMENTS 9,110 3,540 685 22,505 28,665 32,300 32,890 1,065 475 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,510) 1,925 0 -265 -150 1,775 1,510 1,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 10.6 2.1 67.5 85.9 96.8 98.6 3.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 16 16 20 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,555 COMMITMENTS 7,630 3,490 710 22,990 27,670 31,330 31,870 1,225 685 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,195) 1,925 0 -425 -305 1,620 1,195 1,195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 10.7 2.2 70.6 85.0 96.2 97.9 3.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 16 15 20 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,890 COMMITMENTS 9,965 3,950 1,255 24,140 30,100 35,360 35,305 2,530 2,585 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,885) 100 115 820 265 250 1,185 1,185 700 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 10.4 3.3 63.7 79.4 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 17 11 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,965 COMMITMENTS 9,890 3,645 1,255 21,180 27,365 32,325 32,265 2,640 2,700 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,930) 100 115 820 240 225 1,160 1,160 770 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 10.4 3.6 60.6 78.3 92.4 92.3 7.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 17 11 23 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,915 COMMITMENTS 5,305 2,525 7,940 78,680 81,415 91,925 91,880 8,990 9,035 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,905) -1,745 -95 890 3,045 1,395 2,190 2,190 715 715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.5 7.9 78.0 80.7 91.1 91.0 8.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 5 20 27 26 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,039 COMMITMENTS 6,247 2,020 8,017 69,830 73,955 84,094 83,992 9,945 10,047 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 3,204) -1,628 0 877 2,820 1,135 2,069 2,012 1,135 1,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.1 8.5 74.3 78.6 89.4 89.3 10.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 5 19 24 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,155 COMMITMENTS 5,950 2,750 50 24,775 28,045 30,775 30,845 1,380 1,310 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 700) -950 0 0 1,635 685 685 685 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 8.6 0.2 77.0 87.2 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 16 21 19 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,795 COMMITMENTS 2,210 1,300 360 20,060 21,040 22,630 22,700 1,165 1,095 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,330) -950 0 330 1,360 410 740 740 590 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.5 1.5 84.3 88.4 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 13 18 15 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,365 COMMITMENTS 8,450 1,425 0 10,440 17,645 18,890 19,070 1,475 1,295 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 2,205) 2,400 -350 0 -550 2,200 1,850 1,850 355 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 7.0 0.0 51.3 86.6 92.8 93.6 7.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 14 14 16 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,925 COMMITMENTS 50 6,260 890 45,555 39,405 46,495 46,555 11,430 11,370 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 1,850) 0 1,800 0 1,780 -20 1,780 1,780 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.8 1.5 78.6 68.0 80.3 80.4 19.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 19 21 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/25/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,420 COMMITMENTS 1,040 2,375 200 28,690 27,875 29,930 30,450 12,490 11,970 CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST: 30) 0 300 0 0 -300 0 0 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.6 0.5 67.6 65.7 70.6 71.8 29.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 18 22 20 24
Updated September 29, 2018