MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,320 COMMITMENTS 1,375 100 100 11,770 13,045 13,245 13,245 2,075 2,075 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.7 0.7 76.8 85.2 86.5 86.5 13.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 14 13 16 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,780 COMMITMENTS 1,400 0 125 9,135 10,535 10,660 10,660 1,120 1,120 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -25) 50 0 -25 -50 0 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.0 1.1 77.5 89.4 90.5 90.5 9.5 9.5 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 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,941 COMMITMENTS 12,875 5,035 800 37,968 45,846 51,643 51,681 6,298 6,260 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 385) -250 0 0 635 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 8.7 1.4 65.5 79.1 89.1 89.2 10.9 10.8 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 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,078 COMMITMENTS 15,465 5,235 750 34,340 44,583 50,555 50,568 5,523 5,510 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 410) -250 0 0 660 410 410 410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 9.3 1.3 61.2 79.5 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 13 21 17 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,725 COMMITMENTS 755 8,750 40 16,840 9,105 17,635 17,895 3,090 2,830 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 25 0 -20 -25 0 -20 -20 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 42.2 0.2 81.3 43.9 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 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,850 COMMITMENTS 355 8,750 0 16,625 8,450 16,980 17,200 2,870 2,650 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 25 0 -20 -25 0 -20 -20 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 44.1 0.0 83.8 42.6 85.5 86.6 14.5 13.4 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 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,620 COMMITMENTS 11,835 1,030 0 14,797 25,353 26,632 26,383 2,988 3,237 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 250) 250 0 0 0 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 3.5 0.0 50.0 85.6 89.9 89.1 10.1 10.9 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 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,770 COMMITMENTS 4,735 1,535 220 28,385 31,700 33,340 33,455 2,430 2,315 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 300 0 -150 -150 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 4.3 0.6 79.4 88.6 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 1 13 11 18 13 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,275 COMMITMENTS 4,555 1,535 220 25,485 28,620 30,260 30,375 2,015 1,900 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 300 0 -150 -150 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 4.8 0.7 79.0 88.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 1 13 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,050 COMMITMENTS 2,635 625 60 19,080 21,840 21,775 22,525 1,275 525 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 85) 210 0 60 -195 15 75 75 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.7 0.3 82.8 94.8 94.5 97.7 5.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 1 15 14 19 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,615 COMMITMENTS 2,635 410 60 18,700 21,585 21,395 22,055 1,220 560 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 60) 210 0 60 -210 0 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 1.8 0.3 82.7 95.4 94.6 97.5 5.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 1 14 14 18 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,475 COMMITMENTS 9,380 2,100 290 25,535 32,995 35,205 35,385 1,270 1,090 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 665) 385 600 0 60 -215 445 385 220 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 5.8 0.8 70.0 90.5 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 14 10 18 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,630 COMMITMENTS 9,775 2,100 50 22,515 30,250 32,340 32,400 1,290 1,230 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 560) 385 600 0 0 -275 385 325 175 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 6.2 0.1 66.9 89.9 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 1 13 10 17 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,330 COMMITMENTS 9,810 2,075 3,580 76,705 84,385 90,095 90,040 8,235 8,290 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 435) -10 0 310 55 45 355 355 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.1 3.6 78.0 85.8 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 4 21 26 27 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,570 COMMITMENTS 8,240 2,000 3,005 69,790 75,975 81,035 80,980 7,535 7,590 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 375) -10 0 310 50 40 350 350 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.3 3.4 78.8 85.8 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 3 20 23 26 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,525 COMMITMENTS 4,600 3,200 150 24,145 25,615 28,895 28,965 1,630 1,560 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 325) 150 0 0 175 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 10.5 0.5 79.1 83.9 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 16 19 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,625 COMMITMENTS 2,975 1,350 0 19,300 20,885 22,275 22,235 350 390 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -200) 150 0 0 -70 80 80 80 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 6.0 0.0 85.3 92.3 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 12 16 13 18 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,605 COMMITMENTS 6,500 2,200 0 9,830 14,130 16,330 16,330 1,275 1,275 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 150 0 0 -150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 12.5 0.0 55.8 80.3 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 12 12 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,240 COMMITMENTS 450 2,040 790 43,395 41,865 44,635 44,695 10,605 10,545 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,165) 0 0 0 1,175 1,175 1,175 1,175 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.7 1.4 78.6 75.8 80.8 80.9 19.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 1 20 22 23 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,115 COMMITMENTS 2,060 650 100 26,630 28,340 28,790 29,090 11,325 11,025 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 150) 0 0 0 0 0 0 0 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.6 0.2 66.4 70.6 71.8 72.5 28.2 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 21 18 22
Updated July 20, 2018