MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,582 COMMITMENTS 1,400 100 100 13,172 14,497 14,672 14,697 1,910 1,885 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 320) 0 0 0 320 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.6 0.6 79.4 87.4 88.5 88.6 11.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 11 13 13 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,900 COMMITMENTS 1,650 75 175 10,755 12,325 12,580 12,575 1,320 1,325 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.5 1.3 77.4 88.7 90.5 90.5 9.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 14 12 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,769 COMMITMENTS 13,720 5,250 900 30,336 38,791 44,956 44,941 5,813 5,828 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 286) -180 170 0 203 -124 23 46 263 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 10.3 1.8 59.8 76.4 88.6 88.5 11.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 17 20 20 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,153 COMMITMENTS 13,890 5,250 800 28,208 36,781 42,898 42,831 5,255 5,322 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 600) -180 170 0 490 140 310 310 290 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 10.9 1.7 58.6 76.4 89.1 88.9 10.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 20 18 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,920 COMMITMENTS 565 8,860 85 18,075 10,000 18,725 18,945 3,195 2,975 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 40.4 0.4 82.5 45.6 85.4 86.4 14.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 16 11 18 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,965 COMMITMENTS 50 8,695 0 17,810 9,390 17,860 18,085 3,105 2,880 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 41.5 0.0 85.0 44.8 85.2 86.3 14.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 17 12 18 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,581 COMMITMENTS 10,750 600 0 14,696 24,586 25,446 25,186 3,135 3,395 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,030) 300 0 0 770 1,050 1,070 1,050 -40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 2.1 0.0 51.4 86.0 89.0 88.1 11.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 14 15 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,689 COMMITMENTS 9,725 600 0 10,559 19,454 20,284 20,054 3,405 3,635 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 350) 300 0 0 0 300 300 300 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 2.5 0.0 44.6 82.1 85.6 84.7 14.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 13 11 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,215 COMMITMENTS 5,130 1,585 25 30,640 34,365 35,795 35,975 2,420 2,240 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 290) -20 0 0 455 280 435 280 -145 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 4.1 0.1 80.2 89.9 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 11 20 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,335 COMMITMENTS 5,080 1,585 25 26,970 30,645 32,075 32,255 2,260 2,080 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 25) -20 0 0 190 15 170 15 -145 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 4.6 0.1 78.5 89.3 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 11 20 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,515 COMMITMENTS 0 3,775 0 12,810 9,310 12,810 13,085 1,705 1,430 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 270) 0 0 0 250 270 250 270 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.0 0.0 88.3 64.1 88.3 90.1 11.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 0 15 10 15 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,020 COMMITMENTS 0 3,355 0 11,385 8,285 11,385 11,640 1,635 1,380 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 270) 0 0 0 250 250 250 250 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 0.0 87.4 63.6 87.4 89.4 12.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 0 15 9 15 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,540 COMMITMENTS 2,165 220 795 22,610 24,750 25,570 25,765 970 775 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 50) -380 0 0 430 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.8 3.0 85.2 93.3 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 4 19 17 24 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,220 COMMITMENTS 2,175 120 785 20,860 23,490 23,820 24,395 1,400 825 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 50) -380 0 0 430 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.5 3.1 82.7 93.1 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 4 19 17 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,170 COMMITMENTS 8,995 1,950 365 26,855 33,925 36,215 36,240 955 930 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 60) -40 0 0 120 100 80 100 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 5.2 1.0 72.2 91.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 15 10 19 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,940 COMMITMENTS 9,165 2,000 0 23,340 30,530 32,505 32,530 1,435 1,410 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 580) 560 0 0 0 580 560 580 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 5.9 0.0 68.8 90.0 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 0 14 11 17 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,920 COMMITMENTS 9,655 2,165 2,890 79,680 87,165 92,225 92,220 6,695 6,700 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 730) -10 -545 40 665 1,200 695 695 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 2.2 2.9 80.5 88.1 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 3 18 26 24 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,455 COMMITMENTS 9,120 2,300 2,270 71,370 78,185 82,760 82,755 7,695 7,700 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 750) -610 -545 30 1,160 1,095 580 580 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 2.5 2.5 78.9 86.4 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 2 18 25 24 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,800 COMMITMENTS 2,525 4,670 550 23,810 21,845 26,885 27,065 1,915 1,735 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 16.2 1.9 82.7 75.9 93.4 94.0 6.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 16 18 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,275 COMMITMENTS 3,155 1,475 70 19,510 21,370 22,735 22,915 540 360 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 25) 0 100 0 25 -75 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 6.3 0.3 83.8 91.8 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 13 16 15 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,730 COMMITMENTS 380 600 1,280 40,850 40,630 42,510 42,510 8,220 8,220 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 630) 80 -295 145 175 550 400 400 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.2 2.5 80.5 80.1 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 20 22 23 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,760 COMMITMENTS 2,330 400 100 25,880 27,950 28,310 28,450 10,450 10,310 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 515) 375 0 0 0 375 375 375 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.0 0.3 66.8 72.1 73.0 73.4 27.0 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 21 20 22
Updated May 18, 2018