MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,627 COMMITMENTS 1,310 50 100 11,127 12,387 12,537 12,537 2,090 2,090 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 80) -100 0 0 180 80 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.3 0.7 76.1 84.7 85.7 85.7 14.3 14.3 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,755 COMMITMENTS 1,410 0 100 8,245 9,660 9,755 9,760 1,000 995 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 5 0 5 5 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,849 COMMITMENTS 13,950 7,230 1,240 37,345 44,099 52,535 52,569 7,314 7,280 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,680) 700 1,000 140 650 350 1,490 1,490 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 12.1 2.1 62.4 73.7 87.8 87.8 12.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 15 20 19 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,912 COMMITMENTS 15,615 7,230 1,240 34,289 42,567 51,144 51,037 6,768 6,875 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,680) 700 1,000 140 745 445 1,585 1,585 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 12.5 2.1 59.2 73.5 88.3 88.1 11.7 11.9 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,595 COMMITMENTS 525 8,840 20 15,825 7,820 16,370 16,680 3,225 2,915 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 70) 0 100 0 70 -30 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 45.1 0.1 80.8 39.9 83.5 85.1 16.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 16 10 18 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,335 COMMITMENTS 275 9,035 0 15,820 7,345 16,095 16,380 3,240 2,955 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 120) 0 100 0 120 20 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 46.7 0.0 81.8 38.0 83.2 84.7 16.8 15.3 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,627 COMMITMENTS 10,475 980 0 14,314 23,560 24,789 24,540 2,838 3,087 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 3.5 0.0 51.8 85.3 89.7 88.8 10.3 11.2 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,400 COMMITMENTS 5,055 1,395 610 26,120 29,780 31,785 31,785 2,615 2,615 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,150) -350 0 600 415 65 665 665 485 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 4.1 1.8 75.9 86.6 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 2 14 11 19 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,110 COMMITMENTS 4,680 1,395 620 23,560 26,845 28,860 28,860 2,250 2,250 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 1,150) -350 0 600 415 65 665 665 485 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 4.5 2.0 75.7 86.3 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 2 14 11 19 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,975 COMMITMENTS 2,170 1,155 1,420 22,260 23,885 25,850 26,460 1,125 515 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,225) 160 0 910 3,155 3,315 4,225 4,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 4.3 5.3 82.5 88.5 95.8 98.1 4.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 15 15 19 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,515 COMMITMENTS 1,825 1,295 1,195 22,410 23,480 25,430 25,970 1,085 545 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 3,850) 0 -600 1,150 2,700 3,300 3,850 3,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 4.9 4.5 84.5 88.6 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 2 14 16 18 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,970 COMMITMENTS 9,330 2,500 470 24,305 31,305 34,105 34,275 1,865 1,695 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 810) 0 500 150 35 -465 185 185 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 7.0 1.3 67.6 87.0 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 5 17 10 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,365 COMMITMENTS 9,165 2,150 700 21,755 28,820 31,620 31,670 1,745 1,695 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 785) -350 150 500 35 -465 185 185 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 6.4 2.1 65.2 86.4 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 4 16 10 22 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,095 COMMITMENTS 7,085 2,030 5,765 75,875 80,880 88,725 88,675 8,370 8,420 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,900) 790 0 1,125 2,580 3,370 4,495 4,495 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.1 5.9 78.1 83.3 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 5 19 27 25 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,460 COMMITMENTS 7,420 1,980 5,240 67,310 72,700 79,970 79,920 8,490 8,540 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 4,650) 320 90 1,355 2,640 2,870 4,315 4,315 335 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 2.2 5.9 76.1 82.2 90.4 90.3 9.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 1 5 18 23 24 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,945 COMMITMENTS 5,950 2,975 100 23,435 26,480 29,485 29,555 1,460 1,390 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 9.6 0.3 75.7 85.6 95.3 95.5 4.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 17 20 20 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,815 COMMITMENTS 2,850 1,375 0 18,585 20,030 21,435 21,405 380 410 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -75 -75 -75 -75 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 6.3 0.0 85.2 91.8 98.3 98.1 1.7 1.9 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 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,475 COMMITMENTS 6,125 1,975 0 10,500 14,650 16,625 16,625 850 850 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: -140) 0 0 0 -140 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 11.3 0.0 60.1 83.8 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 13 13 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,725 COMMITMENTS 100 2,875 915 43,115 40,400 44,130 44,190 11,595 11,535 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 990) 0 0 0 680 680 680 680 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.2 1.6 77.4 72.5 79.2 79.3 20.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 22 21 25 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,380 COMMITMENTS 1,600 650 0 27,850 29,330 29,450 29,980 11,930 11,400 CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST: 830) -350 0 0 960 730 610 730 220 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.6 0.0 67.3 70.9 71.2 72.5 28.8 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 22 20 23
Updated August 24, 2018