MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,212 COMMITMENTS 1,580 300 0 10,947 12,247 12,527 12,547 1,685 1,665 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 460) 50 0 0 560 610 610 610 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.1 0.0 77.0 86.2 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 10 13 12 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,060 COMMITMENTS 1,550 250 0 10,510 11,215 12,060 11,465 1,000 1,595 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 1.9 0.0 80.5 85.9 92.3 87.8 7.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 10 13 12 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,245 COMMITMENTS 8,300 5,230 175 28,380 31,396 36,855 36,801 6,390 6,444 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 3,000) 1,920 300 0 385 2,185 2,305 2,485 695 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 12.1 0.4 65.6 72.6 85.2 85.1 14.8 14.9 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,886 COMMITMENTS 8,275 5,230 175 26,856 29,690 35,306 35,095 5,580 5,791 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,985) 1,920 300 0 470 2,270 2,390 2,570 595 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 12.8 0.4 65.7 72.6 86.4 85.8 13.6 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,560 COMMITMENTS 375 9,915 315 18,840 9,530 19,530 19,760 3,030 2,800 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 40) 60 0 -40 -50 10 -30 -30 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 43.9 1.4 83.5 42.2 86.6 87.6 13.4 12.4 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,290 COMMITMENTS 150 10,190 0 19,665 9,860 19,815 20,050 2,475 2,240 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -60) 0 -60 0 -60 0 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 45.7 0.0 88.2 44.2 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,302 COMMITMENTS 9,525 0 0 12,362 21,647 21,887 21,647 2,415 2,655 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 865) 1,000 0 0 -140 860 860 860 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 0.0 0.0 50.9 89.1 90.1 89.1 9.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 10 13 12 13 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,480 COMMITMENTS 3,300 1,490 150 32,595 34,765 36,045 36,405 2,435 2,075 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 650) 175 0 0 475 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 3.9 0.4 84.7 90.3 93.7 94.6 6.3 5.4 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,710 COMMITMENTS 3,450 1,490 0 29,075 31,395 32,525 32,885 2,185 1,825 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 300) 175 0 0 125 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.3 0.0 83.8 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,890 COMMITMENTS 0 4,935 0 14,195 9,545 14,195 14,480 1,695 1,410 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -170) 0 -180 0 -605 -425 -605 -605 435 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.1 0.0 89.3 60.1 89.3 91.1 10.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 0 14 10 14 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,335 COMMITMENTS 2,785 225 270 22,090 25,155 25,145 25,650 1,190 685 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,015) 355 0 0 2,000 2,355 2,355 2,355 -340 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 0.9 1.0 83.9 95.5 95.5 97.4 4.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 2 15 14 20 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,355 COMMITMENTS 2,805 175 250 19,765 23,185 22,820 23,610 1,535 745 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,025) 355 0 0 2,000 2,355 2,355 2,355 -330 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.7 1.0 81.2 95.2 93.7 96.9 6.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 2 16 14 21 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,085 COMMITMENTS 9,700 1,200 515 25,650 34,160 35,865 35,875 1,220 1,210 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 75) 425 0 -25 0 75 400 50 -325 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 3.2 1.4 69.2 92.1 96.7 96.7 3.3 3.3 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,855 COMMITMENTS 8,795 1,200 95 22,285 29,890 31,175 31,185 1,680 1,670 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 75) 425 0 -25 0 75 400 50 -325 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 3.7 0.3 67.8 91.0 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 14 13 18 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,645 COMMITMENTS 10,310 3,125 2,745 76,535 83,710 89,590 89,580 7,055 7,065 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 825) -290 650 40 660 250 410 940 415 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 3.2 2.8 79.2 86.6 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 4 19 24 25 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,665 COMMITMENTS 9,705 3,025 2,355 68,390 75,060 80,450 80,440 8,215 8,225 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 1,400) -190 650 0 1,135 825 945 1,475 455 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 3.4 2.7 77.1 84.7 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 4 3 17 23 23 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,840 COMMITMENTS 2,250 3,970 175 18,425 16,885 20,850 21,030 1,990 1,810 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 245) 0 0 0 250 250 250 250 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 17.4 0.8 80.7 73.9 91.3 92.1 8.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 17 17 20 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,800 COMMITMENTS 2,625 175 0 13,635 16,145 16,260 16,320 540 480 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 185) 0 0 0 220 220 220 220 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 1.0 0.0 81.2 96.1 96.8 97.1 3.2 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,165 COMMITMENTS 8,020 1,650 0 8,895 15,265 16,915 16,915 1,250 1,250 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 9.1 0.0 49.0 84.0 93.1 93.1 6.9 6.9 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 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,695 COMMITMENTS 200 1,060 1,220 41,460 40,600 42,880 42,880 6,815 6,815 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,050) 0 0 0 1,875 1,875 1,875 1,875 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.1 2.5 83.4 81.7 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 20 21 23 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,105 COMMITMENTS 2,115 400 100 25,300 27,015 27,515 27,515 8,590 8,590 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 1,700) 0 0 0 1,640 1,640 1,640 1,640 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.1 0.3 70.1 74.8 76.2 76.2 23.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 21 19 22
Updated April 20, 2018