MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,877 COMMITMENTS 300 2,890 600 14,777 12,187 15,677 15,677 2,200 2,200 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,910) 0 1,200 600 960 -240 1,560 1,560 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 16.2 3.4 82.7 68.2 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 14 15 17 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,795 COMMITMENTS 200 1,340 635 11,075 9,935 11,910 11,910 885 885 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,910) 0 1,200 600 1,260 60 1,860 1,860 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 10.5 5.0 86.6 77.6 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 10 15 13 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,809 COMMITMENTS 11,100 5,540 4,150 44,523 49,746 59,773 59,436 9,036 9,373 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,155) 1,260 0 -1,200 2,336 3,596 2,396 2,396 -241 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 8.1 6.0 64.7 72.3 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 16 20 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,086 COMMITMENTS 11,820 5,540 4,185 42,914 48,727 58,919 58,452 8,167 8,634 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,205) 1,260 0 -1,200 2,410 3,670 2,470 2,470 -265 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 8.3 6.2 64.0 72.6 87.8 87.1 12.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 15 20 18 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,965 COMMITMENTS 855 11,275 2,360 16,490 6,365 19,705 20,000 3,260 2,965 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 40 40 40 40 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 49.1 10.3 71.8 27.7 85.8 87.1 14.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 16 11 19 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,140 COMMITMENTS 655 11,225 2,560 16,465 6,190 19,680 19,975 3,460 3,165 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 48.5 11.1 71.2 26.8 85.0 86.3 15.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 17 11 20 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,895 COMMITMENTS 0 4,110 1,500 12,550 8,485 14,050 14,095 1,845 1,800 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 70) 0 70 0 10 0 10 70 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.9 9.4 79.0 53.4 88.4 88.7 11.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 13 9 14 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,666 COMMITMENTS 9,930 880 0 15,078 23,881 25,008 24,761 2,658 2,905 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,165) 1,800 0 0 -635 1,165 1,165 1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 3.2 0.0 54.5 86.3 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 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,120 COMMITMENTS 8,215 2,325 1,100 25,100 31,255 34,415 34,680 2,705 2,440 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 220) -125 25 250 125 -25 250 250 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 6.3 3.0 67.6 84.2 92.7 93.4 7.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 3 15 11 20 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,395 COMMITMENTS 7,905 2,025 1,300 22,575 28,720 31,780 32,045 2,615 2,350 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 250) -125 25 250 125 -25 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 5.9 3.8 65.6 83.5 92.4 93.2 7.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 15 10 20 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,590 COMMITMENTS 0 2,280 100 9,205 7,270 9,305 9,650 1,285 940 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.5 0.9 86.9 68.6 87.9 91.1 12.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 11 11 12 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,040 COMMITMENTS 11,115 9,915 2,940 27,380 29,150 41,435 42,005 1,605 1,035 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,230) 480 -400 295 1,430 2,310 2,205 2,205 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 23.0 6.8 63.6 67.7 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 5 16 17 22 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,635 COMMITMENTS 10,035 9,890 3,025 27,925 28,610 40,985 41,525 1,650 1,110 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,450) 480 -400 295 1,690 2,570 2,465 2,465 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 23.2 7.1 65.5 67.1 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 5 17 17 23 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,460 COMMITMENTS 13,135 4,320 3,080 23,480 32,295 39,695 39,695 2,765 2,765 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,585) 4,170 2,800 -1,025 -160 1,210 2,985 2,985 -400 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 10.2 7.3 55.3 76.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 21 13 27 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,145 COMMITMENTS 12,990 4,320 3,140 21,120 29,790 37,250 37,250 2,895 2,895 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 2,465) 4,050 2,800 -1,025 -180 1,070 2,845 2,845 -380 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 10.8 7.8 52.6 74.2 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 5 20 13 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,860 COMMITMENTS 12,030 7,190 10,175 79,185 83,965 101,390 101,330 9,470 9,530 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -325) -4,410 -2,820 1,555 2,950 1,300 95 35 -420 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 6.5 9.2 71.4 75.7 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 6 22 28 28 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,774 COMMITMENTS 12,642 6,365 9,777 71,030 77,070 93,449 93,212 10,325 10,562 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: -470) -4,410 -3,090 1,480 2,770 1,270 -160 -340 -310 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 6.1 9.4 68.4 74.3 90.1 89.8 9.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 6 20 25 26 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,750 COMMITMENTS 6,295 4,000 250 24,645 27,295 31,190 31,545 1,560 1,205 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 610) 370 50 0 210 530 580 580 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 12.2 0.8 75.3 83.3 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 16 20 18 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,820 COMMITMENTS 2,845 2,475 420 20,390 20,760 23,655 23,655 1,165 1,165 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 450) 270 0 30 120 390 420 420 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 10.0 1.7 82.2 83.6 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 16 18 18 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,635 COMMITMENTS 10,700 1,170 80 10,505 20,215 21,285 21,465 1,350 1,170 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,400) 1,150 -30 30 220 1,400 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 5.2 0.4 46.4 89.3 94.0 94.8 6.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 13 14 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,780 COMMITMENTS 400 8,920 455 46,745 38,285 47,600 47,660 10,180 10,120 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 1,405) 350 1,550 0 1,205 5 1,555 1,555 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 15.4 0.8 80.9 66.3 82.4 82.5 17.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 21 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,265 COMMITMENTS 855 4,525 0 29,315 26,275 30,170 30,800 12,095 11,465 CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST: 850) 0 1,250 0 1,000 -250 1,000 1,000 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 10.7 0.0 69.4 62.2 71.4 72.9 28.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 19 19 21
Updated October 19, 2018