MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,537 COMMITMENTS 1,280 300 175 12,127 13,127 13,582 13,602 1,955 1,935 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,325) -300 0 175 1,180 880 1,055 1,055 270 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.9 1.1 78.1 84.5 87.4 87.5 12.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 10 13 12 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,370 COMMITMENTS 1,425 250 175 10,770 11,230 12,370 11,655 1,000 1,715 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 310) -125 0 175 260 15 310 190 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 1.9 1.3 80.6 84.0 92.5 87.2 7.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 10 13 12 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,645 COMMITMENTS 13,460 5,230 175 28,830 37,006 42,465 42,411 6,180 6,234 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,400) 5,160 0 0 450 5,610 5,610 5,610 -210 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 10.8 0.4 59.3 76.1 87.3 87.2 12.7 12.8 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,121 COMMITMENTS 13,440 5,230 175 25,746 33,860 39,361 39,265 5,760 5,856 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,235) 5,165 0 0 -1,110 4,170 4,055 4,170 180 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 11.6 0.4 57.1 75.0 87.2 87.0 12.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 15 19 17 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,015 COMMITMENTS 480 9,870 270 18,835 9,675 19,585 19,815 3,430 3,200 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 455) 105 -45 -45 -5 145 55 55 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 42.9 1.2 81.8 42.0 85.1 86.1 14.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 15 11 17 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,505 COMMITMENTS 150 10,040 0 19,535 9,880 19,685 19,920 2,820 2,585 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 215) 0 -150 0 -130 20 -130 -130 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 44.6 0.0 86.8 43.9 87.5 88.5 12.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 0 16 11 17 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,342 COMMITMENTS 10,125 0 0 12,362 22,247 22,487 22,247 2,855 3,095 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,040) 600 0 0 0 600 600 600 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 0.0 0.0 48.8 87.8 88.7 87.8 11.3 12.2 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 04/24/18 | --------------------------------------------------------------| 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 1,515 150 32,620 34,765 36,070 36,430 2,410 2,050 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) 0 25 0 25 0 25 25 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 3.9 0.4 84.8 90.3 93.7 94.7 6.3 5.3 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 04/24/18 | --------------------------------------------------------------| 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 1,515 0 29,100 31,395 32,550 32,910 2,160 1,800 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) 0 25 0 25 0 25 25 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.4 0.0 83.8 90.4 93.8 94.8 6.2 5.2 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,310 COMMITMENTS 0 4,275 0 13,615 9,625 13,615 13,900 1,695 1,410 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -580) 0 -660 0 -580 80 -580 -580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.9 0.0 88.9 62.9 88.9 90.8 11.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 0 14 10 14 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,395 COMMITMENTS 2,485 275 530 22,090 24,805 25,105 25,610 1,290 785 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 60) -300 50 260 0 -350 -40 -40 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.0 2.0 83.7 94.0 95.1 97.0 4.9 3.0 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,315 COMMITMENTS 2,505 175 510 19,765 22,885 22,780 23,570 1,535 745 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -40) -300 0 260 0 -300 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.7 2.1 81.3 94.1 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,230 COMMITMENTS 9,800 1,150 440 25,905 34,565 36,145 36,155 1,085 1,075 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 145) 100 -50 -75 255 405 280 280 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 3.1 1.2 69.6 92.8 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 15 12 19 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,015 COMMITMENTS 8,795 1,200 95 22,580 30,185 31,470 31,480 1,545 1,535 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 160) 0 0 0 295 295 295 295 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 3.6 0.3 68.4 91.4 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 14 12 18 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,175 COMMITMENTS 9,870 3,100 2,750 77,365 84,125 89,985 89,975 7,190 7,200 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 530) -440 -25 5 830 415 395 395 135 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 3.2 2.8 79.6 86.6 92.6 92.6 7.4 7.4 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,890 COMMITMENTS 10,025 3,050 2,330 69,195 76,160 81,550 81,540 8,340 8,350 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,225) 320 25 -25 805 1,100 1,100 1,100 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 3.4 2.6 77.0 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,165 COMMITMENTS 2,850 3,970 175 18,150 17,210 21,175 21,355 1,990 1,810 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 325) 600 0 0 -275 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 17.1 0.8 78.4 74.3 91.4 92.2 8.6 7.8 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,325 COMMITMENTS 3,225 175 0 13,560 16,670 16,785 16,845 540 480 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 525) 600 0 0 -75 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 1.0 0.0 78.3 96.2 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 14 13 15 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,515 COMMITMENTS 8,020 2,250 0 9,945 15,715 17,965 17,965 1,550 1,550 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,350) 0 600 0 1,050 450 1,050 1,050 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 11.5 0.0 51.0 80.5 92.1 92.1 7.9 7.9 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,120 COMMITMENTS 200 1,060 1,220 41,235 40,375 42,655 42,655 7,465 7,465 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 425) 0 0 0 -225 -225 -225 -225 650 650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.1 2.4 82.3 80.6 85.1 85.1 14.9 14.9 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 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,425 COMMITMENTS 2,115 400 100 24,370 26,085 26,585 26,585 9,840 9,840 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 320) 0 0 0 -930 -930 -930 -930 1,250 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 1.1 0.3 66.9 71.6 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 April 27, 2018