MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,752 COMMITMENTS 1,530 300 0 10,387 11,637 11,917 11,937 1,835 1,815 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -95) 0 -100 0 -635 -530 -635 -630 540 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.2 0.0 75.5 84.6 86.7 86.8 13.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 10 13 11 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,245 COMMITMENTS 6,380 4,930 175 27,995 29,211 34,550 34,316 5,695 5,929 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -2,515) -1,415 425 0 -870 -2,697 -2,285 -2,272 -230 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 12.2 0.4 69.6 72.6 85.8 85.3 14.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 17 19 19 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,901 COMMITMENTS 6,355 4,930 175 26,386 27,420 32,916 32,525 4,985 5,376 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -2,490) -1,470 425 0 -940 -2,804 -2,410 -2,379 -80 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 13.0 0.5 69.6 72.3 86.8 85.8 13.2 14.2 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 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,520 COMMITMENTS 315 9,915 355 18,890 9,520 19,560 19,790 2,960 2,730 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -2,295) 215 -85 145 -2,765 -2,385 -2,405 -2,325 110 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 44.0 1.6 83.9 42.3 86.9 87.9 13.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 15 10 17 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,350 COMMITMENTS 150 10,250 0 19,725 9,860 19,875 20,110 2,475 2,240 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -2,440) 50 250 -50 -2,550 -2,665 -2,550 -2,465 110 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 45.9 0.0 88.3 44.1 88.9 90.0 11.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 0 16 10 17 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,437 COMMITMENTS 8,525 0 0 12,502 20,787 21,027 20,787 2,410 2,650 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 0.0 0.0 53.3 88.7 89.7 88.7 10.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 10 13 12 13 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,698 COMMITMENTS 8,370 0 0 9,918 18,068 18,288 18,068 2,410 2,630 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.0 0.0 47.9 87.3 88.4 87.3 11.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 9 13 11 13 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,830 COMMITMENTS 3,125 1,490 150 32,120 34,115 35,395 35,755 2,435 2,075 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,105) 650 -130 -100 -1,480 -340 -930 -570 -175 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.9 0.4 84.9 90.2 93.6 94.5 6.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 16 12 19 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,410 COMMITMENTS 3,275 1,490 0 28,950 31,095 32,225 32,585 2,185 1,825 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,730) 650 -130 -100 -2,390 -1,250 -1,840 -1,480 110 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 4.3 0.0 84.1 90.4 93.7 94.7 6.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 16 12 19 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,060 COMMITMENTS 0 5,115 0 14,800 9,970 14,800 15,085 1,260 975 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -705) 0 505 0 -665 -1,015 -665 -510 -40 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.8 0.0 92.2 62.1 92.2 93.9 7.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 0 14 9 14 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,320 COMMITMENTS 2,430 225 270 20,090 22,800 22,790 23,295 1,530 1,025 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,940) -465 0 -235 -335 -825 -1,035 -1,060 -905 -880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.9 1.1 82.6 93.8 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 2 15 13 19 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,330 COMMITMENTS 2,450 175 250 17,765 20,830 20,465 21,255 1,865 1,075 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,350) -475 0 -225 -60 -570 -760 -795 -590 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.8 1.1 79.6 93.3 91.6 95.2 8.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 16 13 20 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,010 COMMITMENTS 9,275 1,200 540 25,650 34,085 35,465 35,825 1,545 1,185 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,820) -1,240 -50 25 -820 -1,665 -2,035 -1,690 215 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 3.2 1.5 69.3 92.1 95.8 96.8 4.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 15 13 19 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,780 COMMITMENTS 8,370 1,200 120 22,285 29,815 30,775 31,135 2,005 1,645 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,465) -815 -50 25 -755 -1,175 -1,545 -1,200 80 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 3.7 0.4 68.0 91.0 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 14 13 18 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,820 COMMITMENTS 10,600 2,475 2,705 75,875 83,460 89,180 88,640 6,640 7,180 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -3,415) 735 -350 -50 -3,120 -2,560 -2,435 -2,960 -980 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.6 2.8 79.2 87.1 93.1 92.5 6.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 4 19 24 25 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,265 COMMITMENTS 9,895 2,375 2,355 67,255 74,235 79,505 78,965 7,760 8,300 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -3,760) 420 -350 -50 -2,945 -2,700 -2,575 -3,100 -1,185 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.7 2.7 77.1 85.1 91.1 90.5 8.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 3 17 23 23 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,595 COMMITMENTS 2,250 3,970 175 18,175 16,635 20,600 20,780 1,995 1,815 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,390) -25 150 -150 -1,015 -1,190 -1,190 -1,190 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 17.6 0.8 80.4 73.6 91.2 92.0 8.8 8.0 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 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,615 COMMITMENTS 2,625 175 0 13,415 15,925 16,040 16,100 575 515 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -925) -200 0 0 -725 -925 -925 -925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 1.1 0.0 80.7 95.8 96.5 96.9 3.5 3.1 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 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,965 COMMITMENTS 8,020 1,650 0 7,695 14,065 15,715 15,715 1,250 1,250 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -600) 0 -25 0 -500 -475 -500 -500 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 9.7 0.0 45.4 82.9 92.6 92.6 7.4 7.4 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 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,645 COMMITMENTS 200 1,060 1,220 39,585 38,725 41,005 41,005 6,640 6,640 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -1,420) 150 125 -275 -440 -415 -565 -565 -855 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.2 2.6 83.1 81.3 86.1 86.1 13.9 13.9 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 04/10/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,405 COMMITMENTS 2,115 400 100 23,660 25,375 25,875 25,875 8,530 8,530 CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST: -330) -150 0 0 290 160 140 160 -470 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.2 0.3 68.8 73.8 75.2 75.2 24.8 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 21 19 22
Updated April 13, 2018