MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,335 COMMITMENTS 1,435 100 100 11,725 13,060 13,260 13,260 2,075 2,075 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.7 0.7 76.5 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,840 COMMITMENTS 1,460 0 125 9,135 10,595 10,720 10,720 1,120 1,120 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.0 1.1 77.2 89.5 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,871 COMMITMENTS 14,375 5,910 1,100 39,048 47,551 54,523 54,561 6,348 6,310 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,555) 2,100 875 100 305 1,530 2,505 2,505 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 9.7 1.8 64.1 78.1 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 15 21 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,898 COMMITMENTS 16,590 5,985 1,100 35,465 45,963 53,155 53,048 5,743 5,850 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,480) 1,925 750 150 285 1,340 2,360 2,240 120 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 10.2 1.9 60.2 78.0 90.2 90.1 9.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 14 21 18 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,065 COMMITMENTS 705 8,965 40 17,035 9,100 17,780 18,105 3,285 2,960 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 310) -50 60 0 100 50 50 110 260 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 42.6 0.2 80.9 43.2 84.4 85.9 15.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 15 10 17 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,205 COMMITMENTS 305 8,900 0 16,875 8,500 17,180 17,400 3,025 2,805 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 310) -50 0 0 100 50 50 50 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 44.0 0.0 83.5 42.1 85.0 86.1 15.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 16 10 17 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| 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 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,875 COMMITMENTS 5,160 1,535 195 27,960 31,700 33,315 33,430 2,560 2,445 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 105) 325 0 -25 -325 0 -25 -25 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.3 0.5 77.9 88.4 92.9 93.2 7.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 13 11 18 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,450 COMMITMENTS 4,970 1,535 205 25,070 28,620 30,245 30,360 2,205 2,090 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 155) 315 0 -15 -315 0 -15 -15 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 4.7 0.6 77.3 88.2 93.2 93.6 6.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 13 11 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,230 COMMITMENTS 2,835 700 60 19,050 21,935 21,945 22,695 1,285 535 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 3.0 0.3 82.0 94.4 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,820 COMMITMENTS 2,685 500 60 18,835 21,680 21,580 22,240 1,240 580 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 15) 0 90 0 0 -90 0 0 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.2 0.3 82.5 95.0 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,390 COMMITMENTS 9,280 2,450 315 26,225 33,235 35,820 36,000 1,570 1,390 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 915) -100 350 25 690 240 615 615 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 6.6 0.8 70.1 88.9 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 3 15 10 19 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 9,675 2,450 75 23,215 30,500 32,965 33,025 1,465 1,405 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 800) -100 350 25 700 250 625 625 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 7.1 0.2 67.4 88.6 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 14 10 18 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,900 COMMITMENTS 8,045 2,075 5,130 77,960 83,875 91,135 91,080 8,765 8,820 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 875) 285 0 225 140 425 650 650 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.1 5.1 78.0 84.0 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 5 21 25 27 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,040 COMMITMENTS 6,695 1,880 4,535 69,975 74,735 81,205 81,150 8,835 8,890 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,125) 135 -120 175 640 895 950 950 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.1 5.0 77.7 83.0 90.2 90.1 9.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 4 20 22 26 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,395 COMMITMENTS 5,650 3,200 150 23,965 26,485 29,765 29,835 1,630 1,560 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 870) 750 0 0 120 870 870 870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 10.2 0.5 76.3 84.4 94.8 95.0 5.2 5.0 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 3,025 1,400 0 19,300 20,885 22,325 22,285 350 390 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 50) 50 50 0 0 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 6.2 0.0 85.1 92.1 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 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,505 COMMITMENTS 6,800 2,050 0 10,730 15,480 17,530 17,530 975 975 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 300) 300 -150 0 300 750 600 600 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 11.1 0.0 58.0 83.7 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 11 12 13 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,335 COMMITMENTS 150 2,640 940 44,790 42,360 45,880 45,940 10,455 10,395 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,185) -300 600 150 345 -555 195 195 990 990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.7 1.7 79.5 75.2 81.4 81.5 18.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 20 21 23 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,445 COMMITMENTS 2,060 800 0 27,585 29,265 29,645 30,065 11,800 11,380 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 920) 0 150 -100 970 820 870 870 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.9 0.0 66.6 70.6 71.5 72.5 28.5 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 16 22 18 23
Updated August 3, 2018