MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,637 COMMITMENTS 250 465 35 13,307 13,092 13,592 13,592 2,045 2,045 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.0 0.2 85.1 83.7 86.9 86.9 13.1 13.1 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,605 COMMITMENTS 1,310 0 100 9,265 10,580 10,675 10,680 930 925 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.0 0.9 79.8 91.2 92.0 92.0 8.0 8.0 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,956 COMMITMENTS 11,725 6,440 1,750 41,176 46,487 54,651 54,677 8,305 8,279 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 905) -1,530 -1,260 0 1,191 921 -339 -339 1,244 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 10.2 2.8 65.4 73.8 86.8 86.8 13.2 13.2 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,196 COMMITMENTS 13,050 6,475 1,750 39,258 45,726 54,058 53,951 7,138 7,245 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 975) -1,520 -1,225 0 1,950 1,655 430 430 545 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 10.6 2.9 64.2 74.7 88.3 88.2 11.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 14 20 17 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,065 COMMITMENTS 205 10,510 685 15,685 5,675 16,575 16,870 3,490 3,195 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 35) 0 1,300 -150 -50 -1,350 -200 -200 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 52.4 3.4 78.2 28.3 82.6 84.1 17.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 15 10 18 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,080 COMMITMENTS 105 10,655 685 15,750 5,490 16,540 16,830 3,540 3,250 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 60) 0 1,300 -150 -25 -1,325 -175 -175 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 53.1 3.4 78.4 27.3 82.4 83.8 17.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 16 9 18 14 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,200 COMMITMENTS 9,165 930 0 16,327 24,315 25,492 25,245 2,708 2,955 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,800) 0 0 0 1,800 1,800 1,800 1,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 3.3 0.0 57.9 86.2 90.4 89.5 9.6 10.5 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,090 COMMITMENTS 4,905 1,205 620 24,820 28,700 30,345 30,525 2,745 2,565 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 670) 80 0 20 320 400 420 420 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 3.6 1.9 75.0 86.7 91.7 92.2 8.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 15 9 20 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,440 COMMITMENTS 4,745 1,205 600 22,395 26,115 27,740 27,920 2,700 2,520 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 895) 380 0 -10 20 400 390 390 505 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 4.0 2.0 73.6 85.8 91.1 91.7 8.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 15 9 20 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,855 COMMITMENTS 7,185 3,540 950 22,655 26,890 30,790 31,380 1,065 475 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,245) 3,420 2,560 -390 1,175 2,035 4,205 4,205 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 11.1 3.0 71.1 84.4 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 15 16 19 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,360 COMMITMENTS 5,705 3,490 1,135 23,295 26,050 30,135 30,675 1,225 685 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,245) 3,500 2,560 -400 1,105 2,045 4,205 4,205 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 11.1 3.6 74.3 83.1 96.1 97.8 3.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 3 15 15 19 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,005 COMMITMENTS 9,865 3,835 435 23,875 29,850 34,175 34,120 1,830 1,885 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 530) 120 30 35 630 500 785 565 -255 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.7 1.2 66.3 82.9 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 17 11 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,035 COMMITMENTS 9,790 3,530 435 20,940 27,140 31,165 31,105 1,870 1,930 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 590) 120 30 35 510 500 665 565 -75 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 10.7 1.3 63.4 82.2 94.3 94.2 5.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 17 11 23 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,010 COMMITMENTS 7,050 2,620 7,050 75,635 80,020 89,735 89,690 8,275 8,320 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 3,785) 860 265 1,325 980 1,575 3,165 3,165 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.7 7.2 77.2 81.6 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 5 19 25 25 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,835 COMMITMENTS 7,875 2,020 7,140 67,010 72,820 82,025 81,980 8,810 8,855 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,210) 335 120 1,755 1,440 1,655 3,530 3,530 680 680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.2 7.9 73.8 80.2 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 1 4 19 23 25 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,455 COMMITMENTS 6,900 2,750 50 23,140 27,360 30,090 30,160 1,365 1,295 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 940) 600 0 0 305 905 905 905 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 8.7 0.2 73.6 87.0 95.7 95.9 4.3 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,465 COMMITMENTS 3,160 1,300 30 18,700 20,630 21,890 21,960 575 505 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 5.8 0.1 83.2 91.8 97.4 97.8 2.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 13 18 15 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,160 COMMITMENTS 6,050 1,775 0 10,990 15,445 17,040 17,220 1,120 940 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 540) 0 0 0 500 500 500 500 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 9.8 0.0 60.5 85.0 93.8 94.8 6.2 5.2 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 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,075 COMMITMENTS 50 4,460 890 43,775 39,425 44,715 44,775 11,360 11,300 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,280) 0 600 0 1,030 430 1,030 1,030 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.0 1.6 78.1 70.3 79.7 79.8 20.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 19 21 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,390 COMMITMENTS 1,040 2,075 200 28,690 28,175 29,930 30,450 12,460 11,940 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 405) 0 0 0 405 405 405 405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 4.9 0.5 67.7 66.5 70.6 71.8 29.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 18 22 20 24
Updated September 21, 2018