MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,495 COMMITMENTS 1,385 0 100 12,745 14,130 14,230 14,230 2,265 2,265 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 0.6 77.3 85.7 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 14 13 16 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,742 COMMITMENTS 14,780 5,090 600 39,159 48,866 54,539 54,556 6,203 6,186 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,264) 1,020 -150 0 -17 1,134 1,003 984 261 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 8.4 1.0 64.5 80.4 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 16 21 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,528 COMMITMENTS 17,080 5,240 600 35,530 47,383 53,210 53,223 5,318 5,305 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,398) 1,400 0 0 -31 1,472 1,369 1,472 29 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 9.0 1.0 60.7 81.0 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 14 22 17 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,015 COMMITMENTS 910 8,700 40 16,845 9,305 17,795 18,045 3,220 2,970 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 450) 100 0 -100 450 550 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 41.4 0.2 80.2 44.3 84.7 85.9 15.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 9 17 12 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,965 COMMITMENTS 410 8,700 0 16,550 8,475 16,960 17,175 3,005 2,790 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 550) 0 0 0 550 550 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 43.6 0.0 82.9 42.4 84.9 86.0 15.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 16 9 17 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,121 COMMITMENTS 12,645 600 0 15,368 27,164 28,013 27,764 3,108 3,357 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 630) 50 0 0 500 581 550 581 80 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 1.9 0.0 49.4 87.3 90.0 89.2 10.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 14 12 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,465 COMMITMENTS 4,530 1,230 20 29,535 32,835 34,085 34,085 2,380 2,380 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 200) -100 0 20 200 100 120 120 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 3.4 0.1 81.0 90.0 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 9 18 11 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,955 COMMITMENTS 4,605 1,180 20 26,370 29,795 30,995 30,995 1,960 1,960 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 430) -100 0 20 500 400 420 420 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 3.6 0.1 80.0 90.4 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 9 18 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,735 COMMITMENTS 2,275 345 210 20,920 23,640 23,405 24,195 1,330 540 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.4 0.8 84.6 95.6 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 16 16 19 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,465 COMMITMENTS 2,225 245 260 20,715 23,375 23,200 23,880 1,265 585 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.0 1.1 84.7 95.5 94.8 97.6 5.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 15 15 18 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,900 COMMITMENTS 8,430 1,925 540 26,880 33,655 35,850 36,120 1,050 780 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 50) 75 -50 0 -5 120 70 70 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 5.2 1.5 72.8 91.2 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 15 8 18 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,800 COMMITMENTS 8,875 1,925 125 23,560 30,660 32,560 32,710 1,240 1,090 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 75) 75 -50 0 35 160 110 110 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 5.7 0.4 69.7 90.7 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 1 14 9 17 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,605 COMMITMENTS 10,015 2,160 2,935 78,495 86,290 91,445 91,385 8,160 8,220 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,475) 175 0 20 1,340 1,515 1,535 1,535 940 940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 2.2 2.9 78.8 86.6 91.8 91.7 8.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 1 3 20 26 26 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,130 COMMITMENTS 8,760 2,190 2,420 71,215 77,725 82,395 82,335 7,735 7,795 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,835) -125 -100 100 1,240 1,215 1,215 1,215 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.4 2.7 79.0 86.2 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 19 24 25 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,315 COMMITMENTS 3,950 3,250 200 25,355 26,125 29,505 29,575 1,810 1,740 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 2,430) 1,150 -100 0 1,280 2,530 2,430 2,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 10.4 0.6 81.0 83.4 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 16 20 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,965 COMMITMENTS 2,975 1,475 0 20,325 21,775 23,300 23,250 665 715 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,565) 300 0 0 1,265 1,565 1,565 1,565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 6.2 0.0 84.8 90.9 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 13 17 14 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,495 COMMITMENTS 500 1,855 1,075 42,745 41,450 44,320 44,380 11,175 11,115 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,295) 200 1,150 -100 385 -565 485 485 810 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.3 1.9 77.0 74.7 79.9 80.0 20.1 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 19 22 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,225 COMMITMENTS 2,270 700 100 27,200 29,060 29,570 29,860 11,655 11,365 CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST: 1,440) 150 300 0 805 655 955 955 485 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.7 0.2 66.0 70.5 71.7 72.4 28.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 16 21 19 22
Updated June 22, 2018