MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,307 COMMITMENTS 400 2,840 850 14,807 12,367 16,057 16,057 2,250 2,250 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 250) 100 150 -100 200 150 200 200 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 15.5 4.6 80.9 67.6 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 14 15 18 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| 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 10/23/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,979 COMMITMENTS 10,900 5,540 4,090 45,683 50,706 60,673 60,336 9,306 9,643 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 275) 200 0 -60 95 295 235 235 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 7.9 5.8 65.3 72.5 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,411 COMMITMENTS 11,430 5,540 4,225 44,419 49,842 60,074 59,607 8,337 8,804 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 280) -90 0 40 315 225 265 265 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 8.1 6.2 64.9 72.9 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,515 COMMITMENTS 1,245 11,215 2,555 16,090 6,415 19,890 20,185 3,625 3,330 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 150) 365 90 -35 -325 -50 5 5 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 47.7 10.9 68.4 27.3 84.6 85.8 15.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 3 17 12 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,640 COMMITMENTS 1,145 11,090 2,755 15,890 6,240 19,790 20,085 3,850 3,555 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 150) 440 65 -10 -425 -50 5 5 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 46.9 11.7 67.2 26.4 83.7 85.0 16.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 3 17 12 20 17 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| 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 10/23/18 (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: 21) 0 4 1 14 9 15 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,226 COMMITMENTS 9,930 880 0 15,538 24,341 25,468 25,221 2,758 3,005 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 3.1 0.0 55.0 86.2 90.2 89.4 9.8 10.6 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,400 COMMITMENTS 8,855 2,225 825 25,990 32,885 35,670 35,935 2,730 2,465 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 835) 290 0 -100 670 960 860 860 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 5.8 2.1 67.7 85.6 92.9 93.6 7.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 2 16 11 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,745 COMMITMENTS 8,495 1,875 1,175 23,490 30,375 33,160 33,425 2,585 2,320 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 920) 240 -50 50 670 960 960 960 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 5.2 3.3 65.7 85.0 92.8 93.5 7.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 3 16 10 21 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,860 COMMITMENTS 0 2,430 140 9,435 7,350 9,575 9,920 1,285 940 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 270) 0 -50 40 230 280 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 22.4 1.3 86.9 67.7 88.2 91.3 11.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 2 11 11 13 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,135 COMMITMENTS 10,305 9,740 3,430 27,625 28,760 41,360 41,930 1,775 1,205 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -215) -635 -50 160 250 -335 -225 -225 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 22.6 8.0 64.0 66.7 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,650 COMMITMENTS 9,225 9,715 3,515 28,135 28,185 40,875 41,415 1,775 1,235 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: -295) -635 -50 160 170 -415 -305 -305 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 22.8 8.2 66.0 66.1 95.8 97.1 4.2 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,710 COMMITMENTS 17,635 5,545 3,055 24,545 36,635 45,235 45,235 2,475 2,475 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,380) 925 1,175 -375 820 570 1,370 1,370 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 11.6 6.4 51.4 76.8 94.8 94.8 5.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 21 13 27 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,480 COMMITMENTS 17,490 5,545 3,115 22,235 34,180 42,840 42,840 2,640 2,640 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,370) 925 1,175 -375 820 570 1,370 1,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 12.2 6.8 48.9 75.2 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 5 20 13 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,200 COMMITMENTS 9,655 8,145 10,925 84,210 85,660 104,790 104,730 9,410 9,470 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 780) -900 -70 -215 1,950 1,120 835 835 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 7.1 9.6 73.7 75.0 91.8 91.7 8.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 6 24 27 30 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,729 COMMITMENTS 10,417 7,445 10,232 76,715 79,450 97,364 97,127 10,365 10,602 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 1,055) -700 30 -445 2,335 1,605 1,190 1,190 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 6.9 9.5 71.2 73.7 90.4 90.2 9.6 9.8 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,560 COMMITMENTS 6,480 4,000 365 25,135 27,950 31,980 32,315 1,580 1,245 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 225) -115 0 115 205 70 205 185 20 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 11.9 1.1 74.9 83.3 95.3 96.3 4.7 3.7 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,940 COMMITMENTS 3,295 2,475 370 21,110 21,930 24,775 24,775 1,165 1,165 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 255) 100 0 0 155 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 9.5 1.4 81.4 84.5 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,935 COMMITMENTS 10,700 1,170 80 10,805 20,515 21,585 21,765 1,350 1,170 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 5.1 0.3 47.1 89.4 94.1 94.9 5.9 5.1 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 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,115 COMMITMENTS 400 8,920 755 46,250 37,790 47,405 47,465 10,710 10,650 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 140) 0 0 300 -690 -690 -390 -390 530 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 15.3 1.3 79.6 65.0 81.6 81.7 18.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 20 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,665 COMMITMENTS 855 4,975 0 29,115 25,625 29,970 30,600 12,695 12,065 CHANGES FROM 10/23/18 (CHANGE IN OPEN INTEREST: 50) 0 100 0 -550 -650 -550 -550 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.7 0.0 68.2 60.1 70.2 71.7 29.8 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 20 19 22
Updated November 2, 2018