MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,747 COMMITMENTS 1,530 400 0 10,922 12,067 12,452 12,467 1,295 1,280 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.9 0.0 79.5 87.8 90.6 90.7 9.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 10 14 11 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,370 COMMITMENTS 6,355 4,325 175 28,220 30,183 34,750 34,683 5,620 5,687 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -40) 150 0 0 -190 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 10.7 0.4 69.9 74.8 86.1 85.9 13.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 17 19 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,921 COMMITMENTS 6,385 4,325 175 26,571 28,389 33,131 32,889 4,790 5,032 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -215) 180 0 0 -410 -230 -230 -230 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 11.4 0.5 70.1 74.9 87.4 86.7 12.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 15 18 16 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,610 COMMITMENTS 100 10,100 110 21,650 11,800 21,860 22,010 2,750 2,600 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 70) 100 -25 60 -200 -75 -40 -40 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 41.0 0.4 88.0 47.9 88.8 89.4 11.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 2 19 11 21 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,735 COMMITMENTS 100 10,000 50 22,220 12,470 22,370 22,520 2,365 2,215 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 85) 100 75 0 -25 0 75 75 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 40.4 0.2 89.8 50.4 90.4 91.0 9.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 1 20 13 21 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,415 COMMITMENTS 1,475 1,620 250 33,080 32,935 34,805 34,805 2,610 2,610 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 775) 75 0 0 725 800 800 800 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.3 0.7 88.4 88.0 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 16 13 18 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,010 COMMITMENTS 1,675 1,620 100 31,160 31,215 32,935 32,935 2,075 2,075 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 625) 75 0 0 575 650 650 650 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 4.6 0.3 89.0 89.2 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 16 13 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,645 COMMITMENTS 0 4,490 0 15,365 11,005 15,365 15,495 1,280 1,150 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 200) 0 225 0 225 0 225 225 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.0 0.0 92.3 66.1 92.3 93.1 7.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 0 15 10 15 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,820 COMMITMENTS 0 3,780 0 14,155 10,505 14,155 14,285 1,665 1,535 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 100) 0 225 0 125 -100 125 125 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.9 0.0 89.5 66.4 89.5 90.3 10.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 10 15 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,975 COMMITMENTS 2,745 50 505 20,090 23,515 23,340 24,070 2,635 1,905 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 390) 125 50 0 505 340 630 390 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 0.2 1.9 77.3 90.5 89.9 92.7 10.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 15 13 19 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,425 COMMITMENTS 2,775 50 475 17,550 21,270 20,800 21,795 2,625 1,630 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 390) 125 50 0 265 340 390 390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.2 2.0 74.9 90.8 88.8 93.0 11.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 16 13 20 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,695 COMMITMENTS 10,515 1,175 540 26,260 35,615 37,315 37,330 1,380 1,365 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 150) -100 50 100 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 3.0 1.4 67.9 92.0 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 15 13 19 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,245 COMMITMENTS 9,185 1,175 120 23,040 31,065 32,345 32,360 1,900 1,885 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 150) -100 50 100 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 3.4 0.4 67.3 90.7 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 15 13 19 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,800 COMMITMENTS 10,680 2,460 2,670 76,365 84,570 89,715 89,700 8,085 8,100 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,790) 1,135 -75 30 1,055 2,265 2,220 2,220 570 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 2.5 2.7 78.1 86.5 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 2 20 27 26 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,125 COMMITMENTS 10,310 2,360 2,320 67,595 75,530 80,225 80,210 9,900 9,915 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,205) 1,235 -75 30 150 1,460 1,415 1,415 790 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.6 2.6 75.0 83.8 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 2 2 18 26 24 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,020 COMMITMENTS 2,275 3,970 175 18,375 16,860 20,825 21,005 2,195 2,015 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 950) 0 50 0 950 900 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 17.2 0.8 79.8 73.2 90.5 91.2 9.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 17 16 20 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,325 COMMITMENTS 2,825 175 0 13,925 16,635 16,750 16,810 575 515 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -400) -50 0 0 -90 -140 -140 -140 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.0 0.0 80.4 96.0 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,315 COMMITMENTS 8,020 1,675 0 7,945 14,290 15,965 15,965 1,350 1,350 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 9.7 0.0 45.9 82.5 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 9 12 11 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,890 COMMITMENTS 200 935 1,345 38,850 38,115 40,395 40,395 7,495 7,495 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 350) 0 -675 425 -25 650 400 400 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.0 2.8 81.1 79.6 84.3 84.3 15.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 19 21 22 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,610 COMMITMENTS 2,265 400 100 22,185 24,030 24,550 24,530 9,060 9,080 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 110) 475 -200 100 -580 375 -5 275 115 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.2 0.3 66.0 71.5 73.0 73.0 27.0 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 21 19 22
Updated March 30, 2018