MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,257 COMMITMENTS 650 2,765 900 13,772 11,657 15,322 15,322 1,935 1,935 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 100) 25 0 0 20 45 45 45 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 16.0 5.2 79.8 67.5 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 1 14 16 19 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,275 COMMITMENTS 100 1,340 660 9,785 8,545 10,545 10,545 730 730 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 25) 25 25 0 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 11.9 5.9 86.8 75.8 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 11 15 15 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,886 COMMITMENTS 8,355 5,740 5,655 45,955 48,232 59,965 59,627 8,921 9,259 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 210) 60 0 0 205 265 265 265 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 8.3 8.2 66.7 70.0 87.0 86.6 13.0 13.4 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,178 COMMITMENTS 9,205 5,740 5,740 44,280 47,278 59,225 58,758 7,953 8,420 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 50) 60 0 0 60 120 120 120 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 8.5 8.5 65.9 70.4 88.2 87.5 11.8 12.5 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 11/27/18 | --------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 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 11/27/18 | --------------------------------------------------------------| 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 11/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,434 COMMITMENTS 10,045 830 0 14,761 23,729 24,806 24,559 2,628 2,875 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 3.0 0.0 53.8 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,700 COMMITMENTS 8,435 1,470 2,075 25,515 32,510 36,025 36,055 2,675 2,645 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 150) -75 0 100 125 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 3.8 5.4 65.9 84.0 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 16 12 23 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,310 COMMITMENTS 7,875 1,120 2,575 23,260 30,045 33,710 33,740 2,600 2,570 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 150) -75 0 100 125 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 3.1 7.1 64.1 82.7 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 5 16 11 23 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| 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 11/20/18 (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 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,975 COMMITMENTS 12,740 12,295 1,940 32,255 33,260 46,935 47,495 2,040 1,480 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 95) 750 740 -455 -200 -190 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 25.1 4.0 65.9 67.9 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,325 COMMITMENTS 11,960 12,295 1,915 32,330 32,535 46,205 46,745 2,120 1,580 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 95) 750 740 -455 -200 -190 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 25.4 4.0 66.9 67.3 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,605 COMMITMENTS 18,235 7,250 1,535 23,090 34,085 42,860 42,870 2,745 2,735 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 20) -80 75 25 100 -55 45 45 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 15.9 3.4 50.6 74.7 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 19 12 25 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,100 COMMITMENTS 18,140 7,090 1,570 20,645 31,705 40,355 40,365 2,745 2,735 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 20) -80 75 25 100 -55 45 45 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 16.5 3.6 47.9 73.6 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 18 12 24 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 112,229 COMMITMENTS 8,154 7,140 11,350 83,565 84,364 103,069 102,854 9,160 9,375 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 270) 965 -1,105 -520 -175 1,895 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 6.4 10.1 74.5 75.2 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,863 COMMITMENTS 9,521 6,270 10,767 76,170 79,029 96,458 96,066 9,405 9,797 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 540) 965 -1,105 -170 -355 1,815 440 540 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.9 10.2 72.0 74.7 91.1 90.7 8.9 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,065 COMMITMENTS 5,855 4,375 365 24,410 26,400 30,630 31,140 1,435 925 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -225) -50 225 0 80 -255 30 -30 -255 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 13.6 1.1 76.1 82.3 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 17 19 19 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,990 COMMITMENTS 2,775 2,500 370 20,680 20,955 23,825 23,825 1,165 1,165 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 0) -50 50 0 0 -100 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 10.0 1.5 82.8 83.9 95.3 95.3 4.7 4.7 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,795 COMMITMENTS 9,925 945 80 10,590 19,750 20,595 20,775 1,200 1,020 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: -300) 0 -50 -300 0 50 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 4.3 0.4 48.6 90.6 94.5 95.3 5.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 13 13 17 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,125 COMMITMENTS 1,000 8,255 520 47,695 40,380 49,215 49,155 10,910 10,970 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 455) 225 200 -50 180 405 355 555 100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 13.7 0.9 79.3 67.2 81.9 81.8 18.1 18.2 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 11/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,595 COMMITMENTS 970 5,025 0 31,260 27,825 32,230 32,850 13,365 12,745 CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST: 640) -150 50 0 260 260 110 310 530 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 11.0 0.0 68.6 61.0 70.7 72.0 29.3 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 19 19 21 21
Updated November 30, 2018