MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,282 COMMITMENTS 650 2,715 850 14,122 12,057 15,622 15,622 1,660 1,660 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 25) 0 -50 -50 350 400 300 300 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 15.7 4.9 81.7 69.8 90.4 90.4 9.6 9.6 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 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,250 COMMITMENTS 100 1,190 685 9,840 8,750 10,625 10,625 625 625 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -25) 0 -150 25 55 205 80 80 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 10.6 6.1 87.5 77.8 94.4 94.4 5.6 5.6 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 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,091 COMMITMENTS 8,235 5,690 6,955 46,015 48,222 61,205 60,867 8,886 9,224 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,205) -120 -50 1,300 60 -10 1,240 1,240 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 8.1 9.9 65.7 68.8 87.3 86.8 12.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 21 18 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,183 COMMITMENTS 8,475 5,690 7,040 44,795 47,113 60,310 59,843 7,873 8,340 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,005) -730 -50 1,300 515 -165 1,085 1,085 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 8.3 10.3 65.7 69.1 88.5 87.8 11.5 12.2 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 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 11,635 3,475 17,220 5,885 20,695 20,995 3,870 3,570 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -50) -200 -25 125 25 -150 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 47.4 14.1 70.1 24.0 84.2 85.5 15.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 7 3 16 11 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,725 COMMITMENTS 0 11,560 3,625 17,005 5,745 20,630 20,930 4,095 3,795 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 25) -100 25 75 50 -75 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 46.8 14.7 68.8 23.2 83.4 84.7 16.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 7 3 16 11 19 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,769 COMMITMENTS 12,220 830 0 14,871 26,014 27,091 26,844 2,678 2,925 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 2,335) 2,175 0 0 110 2,285 2,285 2,285 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 2.8 0.0 50.0 87.4 91.0 90.2 9.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 15 12 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,770 COMMITMENTS 9,605 1,520 2,000 24,895 33,010 36,500 36,530 3,270 3,240 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,070) 1,170 50 -75 -620 500 475 475 595 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 3.8 5.0 62.6 83.0 91.8 91.9 8.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 3 15 12 23 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,990 COMMITMENTS 9,180 1,170 2,100 22,480 30,520 33,760 33,790 3,230 3,200 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 680) 1,305 50 -475 -780 475 50 50 630 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 3.2 5.7 60.8 82.5 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 4 15 11 23 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,615 COMMITMENTS 0 3,455 120 10,440 7,300 10,560 10,875 1,055 740 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.7 1.0 89.9 62.8 90.9 93.6 9.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 2 14 10 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,195 COMMITMENTS 0 3,635 100 9,940 6,620 10,040 10,355 1,155 840 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 0) 0 360 0 0 -360 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 32.5 0.9 88.8 59.1 89.7 92.5 10.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 1 14 9 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,365 COMMITMENTS 8,715 12,975 4,940 34,140 30,440 47,795 48,355 2,570 2,010 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,390) -4,025 680 3,000 1,885 -2,820 860 860 530 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 25.8 9.8 67.8 60.4 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 4 19 19 26 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,730 COMMITMENTS 7,885 12,975 4,925 34,250 29,700 47,060 47,600 2,670 2,130 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,405) -4,075 680 3,010 1,920 -2,835 855 855 550 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 26.1 9.9 68.9 59.7 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 6 18 18 25 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,140 COMMITMENTS 18,110 8,600 1,405 23,770 33,365 43,285 43,370 2,855 2,770 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 535) -125 1,350 -130 680 -720 425 500 110 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 18.6 3.0 51.5 72.3 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 4 20 11 26 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,155 COMMITMENTS 17,715 7,940 1,440 21,215 31,075 40,370 40,455 2,785 2,700 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 55) -425 850 -130 570 -630 15 90 40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 18.4 3.3 49.2 72.0 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 4 19 11 25 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 116,389 COMMITMENTS 9,619 3,020 15,005 82,305 88,689 106,929 106,714 9,460 9,675 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,160) 1,465 -4,120 3,655 -1,260 4,325 3,860 3,860 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.6 12.9 70.7 76.2 91.9 91.7 8.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 6 24 27 31 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,478 COMMITMENTS 10,496 2,410 15,137 75,170 82,864 100,803 100,411 9,675 10,067 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 4,615) 975 -3,860 4,370 -1,000 3,835 4,345 4,345 270 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 2.2 13.7 68.0 75.0 91.2 90.9 8.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 6 21 24 28 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,245 COMMITMENTS 5,405 4,475 365 25,400 26,400 31,170 31,240 1,075 1,005 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 180) -450 100 0 990 0 540 100 -360 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 13.9 1.1 78.8 81.9 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 18 20 20 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,020 COMMITMENTS 2,975 2,500 370 21,060 21,535 24,405 24,405 615 615 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 30) 200 0 0 380 580 580 580 -550 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 10.0 1.5 84.2 86.1 97.5 97.5 2.5 2.5 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 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,270 COMMITMENTS 9,350 945 130 10,590 19,115 20,070 20,190 1,200 1,080 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: -525) -575 0 50 0 -635 -525 -585 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 4.4 0.6 49.8 89.9 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 13 14 17 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,420 COMMITMENTS 900 7,630 545 48,515 41,845 49,960 50,020 11,460 11,400 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,295) -100 -625 25 820 1,465 745 865 550 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.4 0.9 79.0 68.1 81.3 81.4 18.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 20 21 25 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 12/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,685 COMMITMENTS 970 4,675 150 31,455 28,370 32,575 33,195 14,110 13,490 CHANGES FROM 11/27/18 (CHANGE IN OPEN INTEREST: 1,090) 0 -350 150 195 545 345 345 745 745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.0 0.3 67.4 60.8 69.8 71.1 30.2 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 19 19 22 21
Updated December 10, 2018