MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,967 COMMITMENTS 300 1,690 0 13,817 12,427 14,117 14,117 1,850 1,850 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -985) -50 -25 0 -830 -855 -880 -880 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.6 0.0 86.5 77.8 88.4 88.4 11.6 11.6 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 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,885 COMMITMENTS 200 140 35 9,815 9,875 10,050 10,050 835 835 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -820) -75 -25 0 -665 -720 -740 -745 -80 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.3 0.3 90.2 90.7 92.3 92.3 7.7 7.7 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 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,654 COMMITMENTS 9,840 5,540 5,350 42,187 46,150 57,377 57,040 9,277 9,614 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,687) -1,035 -315 -135 -1,159 -1,882 -2,329 -2,332 -358 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 8.3 8.0 63.3 69.2 86.1 85.6 13.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 16 20 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,881 COMMITMENTS 10,560 5,540 5,385 40,504 45,057 56,449 55,982 8,432 8,899 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,700) -1,195 -315 -135 -1,135 -2,015 -2,465 -2,465 -235 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 8.5 8.3 62.4 69.4 87.0 86.3 13.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 15 20 18 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,965 COMMITMENTS 855 11,275 2,360 16,450 6,325 19,665 19,960 3,300 3,005 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -500) 535 150 -160 -685 -300 -310 -310 -190 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 49.1 10.3 71.6 27.5 85.6 86.9 14.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 16 11 19 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,140 COMMITMENTS 655 11,225 2,560 16,465 6,190 19,680 19,975 3,460 3,165 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -340) 430 -50 45 -735 -250 -260 -255 -80 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 48.5 11.1 71.2 26.8 85.0 86.3 15.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 17 11 20 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,825 COMMITMENTS 0 4,040 1,500 12,540 8,485 14,040 14,025 1,785 1,800 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 80) 0 -50 575 -485 -440 90 85 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.5 9.5 79.2 53.6 88.7 88.6 11.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 13 9 14 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,501 COMMITMENTS 8,130 880 0 15,713 22,716 23,843 23,596 2,658 2,905 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -2,299) -1,035 -50 0 -1,214 -2,199 -2,249 -2,249 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 3.3 0.0 59.3 85.7 90.0 89.0 10.0 11.0 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 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,900 COMMITMENTS 8,340 2,300 850 24,975 31,280 34,165 34,430 2,735 2,470 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,090) 325 895 -100 -1,280 -1,805 -1,055 -1,010 -35 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 6.2 2.3 67.7 84.8 92.6 93.3 7.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 3 15 11 20 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,145 COMMITMENTS 8,030 2,000 1,050 22,450 28,745 31,530 31,795 2,615 2,350 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,215) 175 595 100 -1,280 -1,655 -1,005 -960 -210 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 5.9 3.1 65.7 84.2 92.3 93.1 7.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 15 10 20 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,810 COMMITMENTS 10,635 10,315 2,645 25,950 26,840 39,230 39,800 1,580 1,010 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,675) 5,020 6,700 -470 -5 -1,730 4,545 4,500 130 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 25.3 6.5 63.6 65.8 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 6 16 16 23 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,185 COMMITMENTS 9,555 10,290 2,730 26,235 26,040 38,520 39,060 1,665 1,125 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 4,660) 5,420 6,700 -470 -395 -1,700 4,555 4,530 105 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 25.6 6.8 65.3 64.8 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 6 17 15 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,875 COMMITMENTS 8,965 1,520 4,105 23,640 31,085 36,710 36,710 3,165 3,165 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,015) -25 570 -600 -900 -1,495 -1,525 -1,525 510 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 3.8 10.3 59.3 78.0 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 4 21 13 27 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,680 COMMITMENTS 8,940 1,520 4,165 21,300 28,720 34,405 34,405 3,275 3,275 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -465) 225 875 -600 -530 -1,180 -905 -905 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 4.0 11.1 56.5 76.2 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 5 20 13 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,185 COMMITMENTS 16,440 10,010 8,620 76,235 82,665 101,295 101,295 9,890 9,890 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,935) 8,595 5,960 -1,045 -3,680 -1,045 3,870 3,870 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 9.0 7.8 68.6 74.3 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 6 21 27 27 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,244 COMMITMENTS 17,052 9,455 8,297 68,260 75,800 93,609 93,552 10,635 10,692 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 3,585) 8,170 6,040 -1,425 -3,060 -930 3,685 3,685 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 9.1 8.0 65.5 72.7 89.8 89.7 10.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 6 19 25 25 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,140 COMMITMENTS 5,925 3,950 250 24,435 26,765 30,610 30,965 1,530 1,175 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 240) -50 1,150 200 250 -950 400 400 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 12.3 0.8 76.0 83.3 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 16 20 18 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,370 COMMITMENTS 2,575 2,475 390 20,270 20,370 23,235 23,235 1,135 1,135 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 115) 10 1,175 40 455 -1,140 505 75 -390 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.2 1.6 83.2 83.6 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 15 18 17 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,235 COMMITMENTS 9,550 1,200 50 10,285 18,815 19,885 20,065 1,350 1,170 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: 870) 1,100 -200 50 -155 1,145 995 995 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 5.7 0.2 48.4 88.6 93.6 94.5 6.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 13 14 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,375 COMMITMENTS 50 7,370 455 45,540 38,280 46,045 46,105 10,330 10,270 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,595) -25 1,085 -460 60 -1,050 -425 -425 -1,170 -1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 13.1 0.8 80.8 67.9 81.7 81.8 18.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 20 20 22 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,415 COMMITMENTS 855 3,275 0 28,315 26,525 29,170 29,800 12,245 11,615 CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST: -1,500) -185 450 -200 -380 -1,025 -765 -775 -735 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 7.9 0.0 68.4 64.0 70.4 72.0 29.6 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 17 19 18 21
Updated October 12, 2018