MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,057 COMMITMENTS 300 2,690 950 14,607 12,217 15,857 15,857 2,200 2,200 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 180) 0 -200 350 -170 30 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.9 5.3 80.9 67.7 87.8 87.8 12.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 14 15 17 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,575 COMMITMENTS 200 1,340 635 10,855 9,715 11,690 11,690 885 885 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -220 -220 -220 -220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.7 5.0 86.3 77.3 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 10 15 13 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,704 COMMITMENTS 10,700 5,540 4,150 45,588 50,411 60,438 60,101 9,266 9,603 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 895) -400 0 0 1,065 665 665 665 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 7.9 6.0 65.4 72.3 86.7 86.2 13.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 16 21 19 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,131 COMMITMENTS 11,520 5,540 4,185 44,104 49,617 59,809 59,342 8,322 8,789 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 1,045) -300 0 0 1,190 890 890 890 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.1 6.1 64.7 72.8 87.8 87.1 12.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 15 21 18 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,365 COMMITMENTS 880 11,125 2,590 16,415 6,465 19,885 20,180 3,480 3,185 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 400) 25 -150 230 -75 100 180 180 220 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 47.6 11.1 70.3 27.7 85.1 86.4 14.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 11 20 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,490 COMMITMENTS 705 11,025 2,765 16,315 6,290 19,785 20,080 3,705 3,410 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 350) 50 -200 205 -150 100 105 105 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 46.9 11.8 69.5 26.8 84.2 85.5 15.8 14.5 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 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,895 COMMITMENTS 0 4,110 1,500 12,550 8,485 14,050 14,095 1,845 1,800 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.9 9.4 79.0 53.4 88.4 88.7 11.6 11.3 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 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,926 COMMITMENTS 9,930 880 0 15,238 24,041 25,168 24,921 2,758 3,005 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 260) 0 0 0 160 160 160 160 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 3.2 0.0 54.6 86.1 90.1 89.2 9.9 10.8 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 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,565 COMMITMENTS 8,565 2,225 925 25,320 31,925 34,810 35,075 2,755 2,490 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 445) 350 -100 -175 220 670 395 395 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 5.9 2.5 67.4 85.0 92.7 93.4 7.3 6.6 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 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,825 COMMITMENTS 8,255 1,925 1,125 22,820 29,415 32,200 32,465 2,625 2,360 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 430) 350 -100 -175 245 695 420 420 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 5.5 3.2 65.5 84.5 92.5 93.2 7.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 15 10 20 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,590 COMMITMENTS 0 2,480 100 9,205 7,070 9,305 9,650 1,285 940 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0) 0 200 0 0 -200 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.4 0.9 86.9 66.8 87.9 91.1 12.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 11 11 12 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,350 COMMITMENTS 10,940 9,790 3,270 27,375 29,095 41,585 42,155 1,765 1,195 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 310) -175 -125 330 -5 -55 150 150 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 22.6 7.5 63.1 67.1 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 6 17 17 24 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,945 COMMITMENTS 9,860 9,765 3,355 27,965 28,600 41,180 41,720 1,765 1,225 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 310) -175 -125 330 40 -10 195 195 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 22.7 7.8 65.1 66.6 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 6 18 17 25 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,330 COMMITMENTS 16,710 4,370 3,430 23,725 36,065 43,865 43,865 2,465 2,465 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,870) 3,575 50 350 245 3,770 4,170 4,170 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 9.4 7.4 51.2 77.8 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 20 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,110 COMMITMENTS 16,565 4,370 3,490 21,415 33,610 41,470 41,470 2,640 2,640 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 3,965) 3,575 50 350 295 3,820 4,220 4,220 -255 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 9.9 7.9 48.5 76.2 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 5 19 13 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,420 COMMITMENTS 10,555 8,215 11,140 82,260 84,540 103,955 103,895 9,465 9,525 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,560) -1,475 1,025 965 3,075 575 2,565 2,565 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.2 9.8 72.5 74.5 91.7 91.6 8.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 6 23 28 29 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,674 COMMITMENTS 11,117 7,415 10,677 74,380 77,845 96,174 95,937 10,500 10,737 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 2,900) -1,525 1,050 900 3,350 775 2,725 2,725 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 7.0 10.0 69.7 73.0 90.2 89.9 9.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 6 20 26 26 33 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,335 COMMITMENTS 6,595 4,000 250 24,930 27,880 31,775 32,130 1,560 1,205 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 585) 300 0 0 285 585 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 12.0 0.7 74.8 83.6 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 16 20 18 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,685 COMMITMENTS 3,195 2,475 370 20,955 21,675 24,520 24,520 1,165 1,165 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 865) 350 0 -50 565 915 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.6 1.4 81.6 84.4 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 16 18 18 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,635 COMMITMENTS 10,700 1,170 80 10,505 20,215 21,285 21,465 1,350 1,170 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 5.2 0.4 46.4 89.3 94.0 94.8 6.0 5.2 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 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,975 COMMITMENTS 400 8,920 455 46,940 38,480 47,795 47,855 10,180 10,120 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 15.4 0.8 81.0 66.4 82.4 82.5 17.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 21 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,615 COMMITMENTS 855 4,875 0 29,665 26,275 30,520 31,150 12,095 11,465 CHANGES FROM 10/16/18 (CHANGE IN OPEN INTEREST: 350) 0 350 0 350 0 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.4 0.0 69.6 61.7 71.6 73.1 28.4 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 19 19 21
Updated October 26, 2018