MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,327 COMMITMENTS 1,310 350 100 11,827 12,787 13,237 13,237 2,090 2,090 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 700) 0 300 0 700 400 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.3 0.7 77.2 83.4 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 14 13 16 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,055 COMMITMENTS 1,410 0 100 8,525 9,940 10,035 10,040 1,020 1,015 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 280 280 280 280 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.0 0.9 77.1 89.9 90.8 90.8 9.2 9.2 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,484 COMMITMENTS 13,900 7,555 1,750 38,540 44,919 54,190 54,224 7,294 7,260 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,635) -50 325 510 1,195 820 1,655 1,655 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 12.3 2.8 62.7 73.1 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 15 20 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,497 COMMITMENTS 15,565 7,555 1,750 35,414 43,317 52,729 52,622 6,768 6,875 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,585) -50 325 510 1,125 750 1,585 1,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 12.7 2.9 59.5 72.8 88.6 88.4 11.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 14 21 17 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,725 COMMITMENTS 425 8,840 40 15,905 7,800 16,370 16,680 3,355 3,045 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 130) -100 0 20 80 -20 0 0 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 44.8 0.2 80.6 39.5 83.0 84.6 17.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 17 10 19 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,465 COMMITMENTS 175 9,035 20 15,900 7,325 16,095 16,380 3,370 3,085 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 130) -100 0 20 80 -20 0 0 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 46.4 0.1 81.7 37.6 82.7 84.2 17.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 17 10 18 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,677 COMMITMENTS 10,525 980 0 14,314 23,610 24,839 24,590 2,838 3,087 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 3.5 0.0 51.7 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,130 COMMITMENTS 5,055 1,395 610 26,860 30,520 32,525 32,525 2,605 2,605 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 730) 0 0 0 740 740 740 740 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.0 1.7 76.5 86.9 92.6 92.6 7.4 7.4 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,840 COMMITMENTS 4,670 1,395 630 24,290 27,565 29,590 29,590 2,250 2,250 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 730) -10 0 10 730 720 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 4.4 2.0 76.3 86.6 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 2 14 11 19 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,870 COMMITMENTS 0 3,120 100 11,490 8,775 11,590 11,995 1,280 875 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.2 0.8 89.3 68.2 90.1 93.2 9.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 5 1 11 12 12 17 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 3,365 1,155 1,245 22,960 25,780 27,570 28,180 900 290 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,495) 1,195 0 -175 700 1,895 1,720 1,720 -225 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 4.1 4.4 80.6 90.6 96.8 99.0 3.2 1.0 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,435 COMMITMENTS 2,505 1,030 1,335 23,510 25,525 27,350 27,890 1,085 545 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,920) 680 -265 140 1,100 2,045 1,920 1,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 3.6 4.7 82.7 89.8 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 14 16 18 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,755 COMMITMENTS 9,305 3,375 470 24,855 30,955 34,630 34,800 2,125 1,955 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 785) -25 875 0 550 -350 525 525 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 9.2 1.3 67.6 84.2 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 5 17 11 23 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,125 COMMITMENTS 9,740 3,025 700 21,705 28,470 32,145 32,195 1,980 1,930 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 760) 575 875 0 -50 -350 525 525 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 8.9 2.1 63.6 83.4 94.2 94.3 5.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 16 11 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,245 COMMITMENTS 7,065 2,030 6,325 77,745 82,730 91,135 91,085 8,110 8,160 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 2,150) -20 0 560 1,870 1,850 2,410 2,410 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.0 6.4 78.3 83.4 91.8 91.8 8.2 8.2 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,325 COMMITMENTS 7,060 1,980 5,930 68,850 73,880 81,840 81,790 8,485 8,535 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 1,865) -360 0 690 1,540 1,180 1,870 1,870 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.2 6.6 76.2 81.8 90.6 90.6 9.4 9.4 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,070 COMMITMENTS 5,950 2,975 100 23,535 26,580 29,585 29,655 1,485 1,415 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 125) 0 0 0 100 100 100 100 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 9.6 0.3 75.7 85.5 95.2 95.4 4.8 4.6 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,840 COMMITMENTS 2,850 1,375 0 18,610 20,055 21,460 21,430 380 410 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,710 COMMITMENTS 6,125 1,975 0 10,500 14,710 16,625 16,685 1,085 1,025 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 235) 0 0 0 0 60 0 60 235 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 11.2 0.0 59.3 83.1 93.9 94.2 6.1 5.8 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,965 COMMITMENTS 100 2,875 915 42,405 39,690 43,420 43,480 11,545 11,485 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: -760) 0 0 0 -710 -710 -710 -710 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.2 1.7 77.1 72.2 79.0 79.1 21.0 20.9 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 08/28/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,515 COMMITMENTS 1,225 650 225 27,575 28,680 29,025 29,555 12,490 11,960 CHANGES FROM 08/21/18 (CHANGE IN OPEN INTEREST: 135) -375 0 225 -275 -650 -425 -425 560 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.6 0.5 66.4 69.1 69.9 71.2 30.1 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 22 20 24
Updated August 31, 2018