MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,847 COMMITMENTS 1,530 400 0 11,022 12,167 12,552 12,567 1,295 1,280 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.9 0.0 79.6 87.9 90.6 90.8 9.4 9.2 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,760 COMMITMENTS 7,795 4,505 175 28,865 31,908 36,835 36,588 5,925 6,172 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,390) 1,440 180 0 645 1,725 2,085 1,905 305 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 10.5 0.4 67.5 74.6 86.1 85.6 13.9 14.4 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,391 COMMITMENTS 7,825 4,505 175 27,326 30,224 35,326 34,904 5,065 5,487 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,470) 1,440 180 0 755 1,835 2,195 2,015 275 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 11.2 0.4 67.7 74.8 87.5 86.4 12.5 13.6 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,815 COMMITMENTS 100 10,000 210 21,655 11,905 21,965 22,115 2,850 2,700 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 205) 0 -100 100 5 105 105 105 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 40.3 0.8 87.3 48.0 88.5 89.1 11.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 18 11 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,790 COMMITMENTS 100 10,000 50 22,275 12,525 22,425 22,575 2,365 2,215 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 40.3 0.2 89.9 50.5 90.5 91.1 9.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 1 19 12 20 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,935 COMMITMENTS 2,475 1,620 250 33,600 34,455 36,325 36,325 2,610 2,610 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,520) 1,000 0 0 520 1,520 1,520 1,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 4.2 0.6 86.3 88.5 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 16 13 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,140 COMMITMENTS 2,625 1,620 100 31,340 32,345 34,065 34,065 2,075 2,075 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,130) 950 0 0 180 1,130 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.5 0.3 86.7 89.5 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 16 13 19 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,765 COMMITMENTS 0 4,610 0 15,465 10,985 15,465 15,595 1,300 1,170 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 120) 0 120 0 100 -20 100 100 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.5 0.0 92.2 65.5 92.2 93.0 7.8 7.0 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 04/03/18 | --------------------------------------------------------------| 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 03/27/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,260 COMMITMENTS 2,895 225 505 20,425 23,625 23,825 24,355 2,435 1,905 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 285) 150 175 0 335 110 485 285 -200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.9 1.9 77.8 90.0 90.7 92.7 9.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 16 14 20 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,680 COMMITMENTS 2,925 175 475 17,825 21,400 21,225 22,050 2,455 1,630 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 255) 150 125 0 275 130 425 255 -170 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.7 2.0 75.3 90.4 89.6 93.1 10.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 14 21 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,830 COMMITMENTS 10,515 1,250 515 26,470 35,750 37,500 37,515 1,330 1,315 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 135) 0 75 -25 210 135 185 185 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 3.2 1.3 68.2 92.1 96.6 96.6 3.4 3.4 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 04/03/18 | --------------------------------------------------------------| 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 1,250 95 23,040 30,990 32,320 32,335 1,925 1,910 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 0) 0 75 -25 0 -75 -25 -25 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 3.7 0.3 67.3 90.5 94.4 94.4 5.6 5.6 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,235 COMMITMENTS 9,865 2,825 2,755 78,995 86,020 91,615 91,600 7,620 7,635 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,435) -815 365 85 2,630 1,450 1,900 1,900 -465 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.8 2.8 79.6 86.7 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 4 20 26 26 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,025 COMMITMENTS 9,475 2,725 2,405 70,200 76,935 82,080 82,065 8,945 8,960 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 900) -835 365 85 2,605 1,405 1,855 1,855 -955 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 3.0 2.6 77.1 84.5 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 3 18 25 24 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,985 COMMITMENTS 2,275 3,820 325 19,190 17,825 21,790 21,970 2,195 2,015 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 965) 0 -150 150 815 965 965 965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 15.9 1.4 80.0 74.3 90.8 91.6 9.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 17 16 21 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,540 COMMITMENTS 2,825 175 0 14,140 16,850 16,965 17,025 575 515 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 1.0 0.0 80.6 96.1 96.7 97.1 3.3 2.9 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,565 COMMITMENTS 8,020 1,675 0 8,195 14,540 16,215 16,215 1,350 1,350 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.7 9.5 0.0 46.7 82.8 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 9 13 11 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,065 COMMITMENTS 50 935 1,495 40,025 39,140 41,570 41,570 7,495 7,495 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,175) -150 0 150 1,175 1,025 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.9 3.0 81.6 79.8 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 19 21 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,735 COMMITMENTS 2,265 400 100 23,370 25,215 25,735 25,715 9,000 9,020 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,185 1,185 1,185 1,185 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.2 0.3 67.3 72.6 74.1 74.0 25.9 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 21 19 22
Updated April 6, 2018