MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,337 COMMITMENTS 250 465 35 13,007 12,792 13,292 13,292 2,045 2,045 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -235) 0 -25 -25 -80 -55 -105 -105 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.0 0.2 84.8 83.4 86.7 86.7 13.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 13 16 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,305 COMMITMENTS 1,310 0 100 8,965 10,280 10,375 10,380 930 925 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -455) -100 0 0 -230 -330 -330 -330 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 0.9 79.3 90.9 91.8 91.8 8.2 8.2 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 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,051 COMMITMENTS 13,255 7,700 1,750 39,985 45,566 54,990 55,016 7,061 7,035 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,263) -625 185 0 -330 -1,148 -955 -963 -308 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 12.4 2.8 64.4 73.4 88.6 88.7 11.4 11.3 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 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,221 COMMITMENTS 14,570 7,700 1,750 37,308 44,071 53,628 53,521 6,593 6,700 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,151) -975 185 0 74 -1,086 -901 -901 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 12.8 2.9 62.0 73.2 89.1 88.9 10.9 11.1 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 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,030 COMMITMENTS 205 9,210 835 15,735 7,025 16,775 17,070 3,255 2,960 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 30) -255 345 610 -185 -800 170 155 -140 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 46.0 4.2 78.6 35.1 83.7 85.2 16.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 14 10 17 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 105 9,355 835 15,775 6,815 16,715 17,005 3,305 3,015 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 330) -105 295 630 -90 -485 435 440 -105 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 46.7 4.2 78.8 34.0 83.5 84.9 16.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 15 9 17 14 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,400 COMMITMENTS 9,165 930 0 14,527 22,515 23,692 23,445 2,708 2,955 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -2,552) -1,360 -50 0 -1,042 -2,350 -2,402 -2,400 -150 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 3.5 0.0 55.0 85.3 89.7 88.8 10.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 13 11 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,420 COMMITMENTS 4,825 1,205 600 24,500 28,300 29,925 30,105 2,495 2,315 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -2,860) -380 -140 -10 -2,360 -2,420 -2,750 -2,570 -110 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 3.7 1.9 75.6 87.3 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 1 14 9 19 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,545 COMMITMENTS 4,365 1,205 610 22,375 25,715 27,350 27,530 2,195 2,015 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -2,345) -305 -140 -20 -1,965 -1,950 -2,290 -2,110 -55 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 4.1 2.1 75.7 87.0 92.6 93.2 7.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 2 14 9 19 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,610 COMMITMENTS 3,765 980 1,340 21,480 24,855 26,585 27,175 1,025 435 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -960) 500 -175 95 -1,680 -1,025 -1,085 -1,105 125 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 3.5 4.9 77.8 90.0 96.3 98.4 3.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 14 16 18 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,115 COMMITMENTS 2,205 930 1,535 22,190 24,005 25,930 26,470 1,185 645 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,320) -100 -100 200 -1,520 -1,520 -1,420 -1,420 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 3.4 5.7 81.8 88.5 95.6 97.6 4.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 13 15 17 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,475 COMMITMENTS 9,745 3,805 400 23,245 29,350 33,390 33,555 2,085 1,920 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,710) 40 0 -70 -1,635 -1,605 -1,665 -1,675 -45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 10.7 1.1 65.5 82.7 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 16 11 22 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,445 COMMITMENTS 9,670 3,500 400 20,430 26,640 30,500 30,540 1,945 1,905 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -1,805) -170 350 -300 -1,300 -1,830 -1,770 -1,780 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 10.8 1.2 63.0 82.1 94.0 94.1 6.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 16 11 22 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,225 COMMITMENTS 6,190 2,355 5,725 74,655 78,445 86,570 86,525 7,655 7,700 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -5,090) -1,005 325 -520 -3,140 -4,465 -4,665 -4,660 -425 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.5 6.1 79.2 83.3 91.9 91.8 8.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 4 19 24 25 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,625 COMMITMENTS 7,540 1,900 5,385 65,570 71,165 78,495 78,450 8,130 8,175 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -3,745) 105 -80 -390 -3,100 -2,910 -3,385 -3,380 -360 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.2 6.2 75.7 82.2 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 1 4 18 22 24 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,515 COMMITMENTS 6,300 2,750 50 22,835 26,455 29,185 29,255 1,330 1,260 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -555) 400 -225 -50 -750 -125 -400 -400 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 9.0 0.2 74.8 86.7 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 16 21 19 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,260 COMMITMENTS 3,160 1,300 30 18,495 20,425 21,685 21,755 575 505 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: 195) 360 -75 30 -390 145 0 100 195 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 5.8 0.1 83.1 91.8 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 13 19 15 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,620 COMMITMENTS 6,050 1,775 0 10,490 14,945 16,540 16,720 1,080 900 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -390) -75 -150 0 -310 -115 -385 -265 -5 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 10.1 0.0 59.5 84.8 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 14 12 16 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,795 COMMITMENTS 50 3,860 890 42,745 38,995 43,685 43,745 11,110 11,050 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -470) -50 1,010 -25 40 -1,020 -35 -35 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 7.0 1.6 78.0 71.2 79.7 79.8 20.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 18 21 21 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,985 COMMITMENTS 1,040 2,075 200 28,285 27,770 29,525 30,045 12,460 11,940 CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST: -530) -185 1,425 -25 80 -1,540 -130 -140 -400 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 4.9 0.5 67.4 66.1 70.3 71.6 29.7 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 18 22 20 24
Updated September 14, 2018