MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,157 COMMITMENTS 625 2,765 900 13,752 11,612 15,277 15,277 1,880 1,880 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0) -50 0 0 50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 16.1 5.2 80.2 67.7 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 14 16 18 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,250 COMMITMENTS 75 1,315 660 9,785 8,545 10,520 10,520 730 730 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 25) -50 0 25 50 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 11.7 5.9 87.0 76.0 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 11 15 14 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,676 COMMITMENTS 8,295 5,740 5,655 45,750 47,967 59,700 59,362 8,976 9,314 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -45) -575 150 -20 550 -175 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 8.4 8.2 66.6 69.8 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 14 21 17 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,128 COMMITMENTS 9,145 5,740 5,740 44,220 47,158 59,105 58,638 8,023 8,490 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 25) -525 150 50 460 -215 -15 -15 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.6 8.6 65.9 70.3 88.0 87.4 12.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 14 21 17 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,615 COMMITMENTS 200 11,660 3,350 17,195 6,035 20,745 21,045 3,870 3,570 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 45) 0 25 -10 40 15 30 30 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 47.4 13.6 69.9 24.5 84.3 85.5 15.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 3 16 12 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,700 COMMITMENTS 100 11,535 3,550 16,955 5,820 20,605 20,905 4,095 3,795 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 30) 0 25 -10 25 0 15 15 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 46.7 14.4 68.6 23.6 83.4 84.6 16.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 3 16 12 19 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,384 COMMITMENTS 10,045 830 0 14,711 23,679 24,756 24,509 2,628 2,875 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 3.0 0.0 53.7 86.5 90.4 89.5 9.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 10 14 13 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,550 COMMITMENTS 8,510 1,470 1,975 25,390 32,460 35,875 35,905 2,675 2,645 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,225) 550 25 -75 550 1,275 1,025 1,225 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 3.8 5.1 65.9 84.2 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 16 12 23 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,160 COMMITMENTS 7,950 1,120 2,475 23,135 29,995 33,560 33,590 2,600 2,570 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,150) 350 25 50 550 1,075 950 1,150 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 3.1 6.8 64.0 83.0 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 6 16 11 23 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,195 COMMITMENTS 0 3,275 100 9,940 6,980 10,040 10,355 1,155 840 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.3 0.9 88.8 62.3 89.7 92.5 10.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 13 9 14 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,880 COMMITMENTS 11,990 11,555 2,395 32,455 33,450 46,840 47,400 2,040 1,480 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,390) 105 2,380 65 2,220 -55 2,390 2,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 23.6 4.9 66.4 68.4 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 18 19 24 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,230 COMMITMENTS 11,210 11,555 2,370 32,530 32,725 46,110 46,650 2,120 1,580 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,550) 155 2,380 65 2,300 75 2,520 2,520 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 24.0 4.9 67.4 67.9 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 5 18 19 24 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,585 COMMITMENTS 18,315 7,175 1,510 22,990 34,140 42,815 42,825 2,770 2,760 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 215) 225 400 -290 -70 -245 -135 -135 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 15.7 3.3 50.4 74.9 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 12 24 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,080 COMMITMENTS 18,220 7,015 1,545 20,545 31,760 40,310 40,320 2,770 2,760 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 130) 225 400 -290 -45 -220 -110 -110 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 16.3 3.6 47.7 73.7 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 17 12 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,959 COMMITMENTS 7,189 8,245 11,870 83,740 82,469 102,799 102,584 9,160 9,375 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -375) -20 1,280 -575 115 -1,385 -480 -680 105 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.4 10.6 74.8 73.7 91.8 91.6 8.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 6 24 28 31 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,323 COMMITMENTS 8,556 7,375 10,937 76,525 77,214 96,018 95,526 9,305 9,797 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -160) 5 1,205 -425 195 -1,305 -225 -525 65 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.0 10.4 72.7 73.3 91.2 90.7 8.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 6 22 25 29 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,290 COMMITMENTS 5,905 4,150 365 24,330 26,655 30,600 31,170 1,690 1,120 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 30) 0 50 0 -30 -20 -30 30 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 12.9 1.1 75.3 82.5 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 16 18 18 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,990 COMMITMENTS 2,825 2,450 370 20,680 21,055 23,875 23,875 1,115 1,115 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 60) 50 0 0 10 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 9.8 1.5 82.8 84.3 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 18 19 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,095 COMMITMENTS 9,925 995 380 10,590 19,700 20,895 21,075 1,200 1,020 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 4.5 1.7 47.9 89.2 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 13 13 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,670 COMMITMENTS 775 8,055 570 47,515 39,975 48,860 48,600 10,810 11,070 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -25) -50 -250 50 -125 -125 -125 -325 100 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.5 1.0 79.6 67.0 81.9 81.4 18.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 2 20 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,955 COMMITMENTS 1,120 4,975 0 31,000 27,565 32,120 32,540 12,835 12,415 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 305) 200 0 0 470 470 670 470 -365 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.1 0.0 69.0 61.3 71.4 72.4 28.6 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 19 19 21 21
Updated November 23, 2018