MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,450 COMMITMENTS 1,460 100 100 12,630 13,990 14,190 14,190 2,260 2,260 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -45) 75 100 0 -115 -140 -40 -40 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.6 0.6 76.8 85.0 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 14 13 17 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,720 COMMITMENTS 1,475 0 175 9,875 11,350 11,525 11,525 1,195 1,195 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 1.4 77.6 89.2 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 10 14 13 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,702 COMMITMENTS 14,340 5,210 800 39,159 48,306 54,299 54,316 6,403 6,386 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -40) -440 120 200 0 -560 -240 -240 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 8.6 1.3 64.5 79.6 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 16 21 20 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,358 COMMITMENTS 17,040 5,360 800 35,000 46,693 52,840 52,853 5,518 5,505 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -170) -40 120 200 -530 -690 -370 -370 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 9.2 1.4 60.0 80.0 90.5 90.6 9.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 14 22 18 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,615 COMMITMENTS 910 9,300 40 17,445 9,305 18,395 18,645 3,220 2,970 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 43.0 0.2 80.7 43.0 85.1 86.3 14.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 15 9 17 13 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,565 COMMITMENTS 410 9,300 0 17,150 8,475 17,560 17,775 3,005 2,790 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 45.2 0.0 83.4 41.2 85.4 86.4 14.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 16 9 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,361 COMMITMENTS 12,645 1,080 0 15,608 26,924 28,253 28,004 3,108 3,357 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 240) 0 480 0 240 -240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 3.4 0.0 49.8 85.9 90.1 89.3 9.9 10.7 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 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,435 COMMITMENTS 5,030 1,475 120 29,905 33,460 35,055 35,055 2,380 2,380 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 970) 500 245 100 370 625 970 970 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 3.9 0.3 79.9 89.4 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 1 14 10 18 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,825 COMMITMENTS 5,105 1,425 120 26,640 30,320 31,865 31,865 1,960 1,960 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 870) 500 245 100 270 525 870 870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 4.2 0.4 78.8 89.6 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 1 14 10 18 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,435 COMMITMENTS 2,275 345 210 20,620 23,340 23,105 23,895 1,330 540 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 1.4 0.9 84.4 95.5 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 16 15 19 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,275 COMMITMENTS 2,225 245 260 20,525 23,185 23,010 23,690 1,265 585 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 -190 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.0 1.1 84.6 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 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,920 COMMITMENTS 8,430 1,925 540 26,900 33,675 35,870 36,140 1,050 780 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 5.2 1.5 72.9 91.2 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 1 14 8 17 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| 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 06/19/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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: 23) 3 2 1 13 9 16 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,205 COMMITMENTS 11,360 2,160 2,915 78,450 87,590 92,725 92,665 8,480 8,540 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,600) 1,345 0 -20 -45 1,300 1,280 1,280 320 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 2.1 2.9 77.5 86.5 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 21 25 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,405 COMMITMENTS 9,605 2,090 2,520 71,550 79,005 83,675 83,615 7,730 7,790 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 1,275) 845 -100 100 335 1,280 1,280 1,280 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 2.3 2.8 78.3 86.4 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 2 20 23 26 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,315 COMMITMENTS 4,550 3,250 200 24,755 26,125 29,505 29,575 1,810 1,740 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 0) 600 0 0 -600 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 10.4 0.6 79.1 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 06/26/18 | --------------------------------------------------------------| 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 06/19/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/26/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,295 COMMITMENTS 500 1,855 1,075 43,545 42,250 45,120 45,180 11,175 11,115 CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.3 1.9 77.4 75.1 80.1 80.3 19.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 1 19 22 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18 | --------------------------------------------------------------| 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 06/19/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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: 24) 2 1 1 15 21 18 22
Updated June 29, 2018