MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,572 COMMITMENTS 250 490 60 13,087 12,847 13,397 13,397 2,175 2,175 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 245) -1,060 140 -40 1,260 60 160 160 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.1 0.4 84.0 82.5 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 1 15 13 17 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,760 COMMITMENTS 1,410 0 100 9,195 10,610 10,705 10,710 1,055 1,050 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 705) 0 0 0 670 670 670 670 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 0.0 0.9 78.2 90.2 91.0 91.1 9.0 8.9 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,314 COMMITMENTS 13,880 7,515 1,750 40,315 46,714 55,945 55,979 7,369 7,335 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,830) -20 -40 0 1,775 1,795 1,755 1,755 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 11.9 2.8 63.7 73.8 88.4 88.4 11.6 11.6 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,372 COMMITMENTS 15,545 7,515 1,750 37,234 45,157 54,529 54,422 6,843 6,950 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,875) -20 -40 0 1,820 1,840 1,800 1,800 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 12.2 2.9 60.7 73.6 88.8 88.7 11.2 11.3 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,000 COMMITMENTS 460 8,865 225 15,920 7,825 16,605 16,915 3,395 3,085 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 275) 35 25 185 15 25 235 235 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 44.3 1.1 79.6 39.1 83.0 84.6 17.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 17 10 20 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,690 COMMITMENTS 210 9,060 205 15,865 7,300 16,280 16,565 3,410 3,125 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 225) 35 25 185 -35 -25 185 185 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 46.0 1.0 80.6 37.1 82.7 84.1 17.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 18 10 20 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,952 COMMITMENTS 10,525 980 0 15,569 24,865 26,094 25,845 2,858 3,107 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,255 1,255 1,255 1,255 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 3.4 0.0 53.8 85.9 90.1 89.3 9.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 13 12 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,280 COMMITMENTS 5,205 1,345 610 26,860 30,720 32,675 32,675 2,605 2,605 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 150) 150 -50 0 0 200 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 3.8 1.7 76.1 87.1 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,890 COMMITMENTS 4,670 1,345 630 24,340 27,665 29,640 29,640 2,250 2,250 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 50) 0 -50 0 50 100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 4.2 2.0 76.3 86.8 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,930 COMMITMENTS 0 3,330 100 11,550 8,625 11,650 12,055 1,280 875 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 60) 0 210 0 60 -150 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 0.8 89.3 66.7 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,570 COMMITMENTS 3,265 1,155 1,245 23,160 25,880 27,670 28,280 900 290 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 100) -100 0 0 200 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 4.0 4.4 81.1 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,435 COMMITMENTS 2,305 1,030 1,335 23,710 25,525 27,350 27,890 1,085 545 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 0) -200 0 0 200 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 3.6 4.7 83.4 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,185 COMMITMENTS 9,705 3,805 470 24,880 30,955 35,055 35,230 2,130 1,955 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 430) 400 430 0 25 0 425 430 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 10.2 1.3 66.9 83.2 94.3 94.7 5.7 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,250 COMMITMENTS 9,840 3,150 700 21,730 28,470 32,270 32,320 1,980 1,930 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 125) 100 125 0 25 0 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 9.2 2.0 63.4 83.1 94.2 94.4 5.8 5.6 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,315 COMMITMENTS 7,195 2,030 6,245 77,795 82,910 91,235 91,185 8,080 8,130 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 70) 130 0 -80 50 180 100 100 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.0 6.3 78.3 83.5 91.9 91.8 8.1 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,370 COMMITMENTS 7,435 1,980 5,775 68,670 74,075 81,880 81,830 8,490 8,540 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 45) 375 0 -155 -180 195 40 40 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 2.2 6.4 76.0 82.0 90.6 90.5 9.4 9.5 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,070 COMMITMENTS 5,900 2,975 100 23,585 26,580 29,585 29,655 1,485 1,415 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 0) -50 0 0 50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 9.6 0.3 75.9 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,065 COMMITMENTS 2,800 1,375 0 18,885 20,280 21,685 21,655 380 410 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 225) -50 0 0 275 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 6.2 0.0 85.6 91.9 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 12 18 13 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,010 COMMITMENTS 6,125 1,925 0 10,800 15,060 16,925 16,985 1,085 1,025 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 300) 0 -50 0 300 350 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 10.7 0.0 60.0 83.6 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 14 13 16 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,265 COMMITMENTS 100 2,850 915 42,705 40,015 43,720 43,780 11,545 11,485 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 300) 0 -25 0 300 325 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.2 1.7 77.3 72.4 79.1 79.2 20.9 20.8 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 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,515 COMMITMENTS 1,225 650 225 28,205 29,310 29,655 30,185 12,860 12,330 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 630 630 630 630 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.5 0.5 66.3 68.9 69.8 71.0 30.2 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 22 20 24
Updated September 7, 2018