MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,547 COMMITMENTS 1,410 50 100 10,947 12,307 12,457 12,457 2,090 2,090 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 305) 0 0 0 155 155 155 155 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.3 0.7 75.3 84.6 85.6 85.6 14.4 14.4 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,750 COMMITMENTS 1,410 0 100 8,245 9,655 9,755 9,755 995 995 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -160 -160 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 0.0 0.9 76.7 89.8 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 11 14 14 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,169 COMMITMENTS 13,250 6,230 1,100 36,695 43,749 51,045 51,079 7,124 7,090 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 60) -600 0 0 110 -490 -490 -490 550 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 10.7 1.9 63.1 75.2 87.8 87.8 12.2 12.2 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,232 COMMITMENTS 14,915 6,230 1,100 33,544 42,122 49,559 49,452 6,673 6,780 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 60) -600 0 0 110 -490 -490 -490 550 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 11.1 2.0 59.7 74.9 88.1 87.9 11.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 14 22 18 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,525 COMMITMENTS 525 8,740 20 15,755 7,850 16,300 16,610 3,225 2,915 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 44.8 0.1 80.7 40.2 83.5 85.1 16.5 14.9 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,215 COMMITMENTS 275 8,935 0 15,700 7,325 15,975 16,260 3,240 2,955 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 46.5 0.0 81.7 38.1 83.1 84.6 16.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 16 10 17 14 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,427 COMMITMENTS 10,475 980 0 14,114 23,360 24,589 24,340 2,838 3,087 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 3.6 0.0 51.5 85.2 89.7 88.7 10.3 11.3 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,250 COMMITMENTS 5,405 1,395 10 25,705 29,715 31,120 31,120 2,130 2,130 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 200) 300 -50 0 25 250 325 200 -125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 4.2 0.0 77.3 89.4 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 14 11 19 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,960 COMMITMENTS 5,030 1,395 20 23,145 26,780 28,195 28,195 1,765 1,765 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -50) 150 -50 0 -65 10 85 -40 -135 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 4.7 0.1 77.3 89.4 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 14 11 19 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,750 COMMITMENTS 2,010 1,155 510 19,105 20,570 21,625 22,235 1,125 515 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 500) -540 0 465 645 5 570 470 -70 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 5.1 2.2 84.0 90.4 95.1 97.7 4.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 15 16 19 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,665 COMMITMENTS 1,825 1,895 45 19,710 20,180 21,580 22,120 1,085 545 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 655) 100 690 -175 800 110 725 625 -70 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 8.4 0.2 87.0 89.0 95.2 97.6 4.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 14 16 17 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,160 COMMITMENTS 9,330 2,000 320 24,270 31,770 33,920 34,090 1,240 1,070 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -100) 60 -400 150 -125 335 85 85 -185 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 5.7 0.9 69.0 90.4 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 16 10 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,580 COMMITMENTS 9,515 2,000 200 21,720 29,285 31,435 31,485 1,145 1,095 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -100) 60 -400 150 -125 335 85 85 -185 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 6.1 0.6 66.7 89.9 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 3 15 10 20 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,195 COMMITMENTS 6,295 2,030 4,640 73,295 77,510 84,230 84,180 7,965 8,015 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -160) 65 60 -95 -165 -160 -195 -195 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 2.2 5.0 79.5 84.1 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 5 20 25 26 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,810 COMMITMENTS 7,100 1,890 3,885 64,670 69,830 75,655 75,605 8,155 8,205 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -195) -60 -265 155 -325 -120 -230 -230 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.3 4.6 77.2 83.3 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 5 19 22 25 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,645 COMMITMENTS 5,950 2,975 100 23,135 26,180 29,185 29,255 1,460 1,390 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 425) 275 0 0 150 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 9.7 0.3 75.5 85.4 95.2 95.5 4.8 4.5 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,850 COMMITMENTS 2,850 1,375 0 18,660 20,105 21,510 21,480 340 370 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 100) 75 0 0 25 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 6.3 0.0 85.4 92.0 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 12 17 13 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,615 COMMITMENTS 6,125 1,975 0 10,640 14,790 16,765 16,765 850 850 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 700) 0 75 0 700 625 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 11.2 0.0 60.4 84.0 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 12 13 14 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,735 COMMITMENTS 100 2,875 915 42,435 39,720 43,450 43,510 11,285 11,225 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 175) 0 200 0 -1,125 -1,325 -1,125 -1,125 1,300 1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.3 1.7 77.5 72.6 79.4 79.5 20.6 20.5 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,550 COMMITMENTS 1,950 650 0 26,890 28,600 28,840 29,250 11,710 11,300 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 270) 100 -50 0 450 600 550 550 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.6 0.0 66.3 70.5 71.1 72.1 28.9 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 17 22 19 23
Updated August 17, 2018