MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,007 COMMITMENTS 375 2,865 850 13,902 11,412 15,127 15,127 1,880 1,880 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,300) -25 25 0 -905 -955 -930 -930 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 16.8 5.0 81.7 67.1 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 14 16 18 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,225 COMMITMENTS 125 1,315 635 9,735 8,545 10,495 10,495 730 730 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,350) -75 -25 0 -1,120 -1,170 -1,195 -1,195 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 11.7 5.7 86.7 76.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 11 15 14 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,051 COMMITMENTS 8,555 5,590 4,755 45,455 48,082 58,765 58,427 9,286 9,624 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,928) -2,345 50 665 -228 -2,624 -1,908 -1,909 -20 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 8.2 7.0 66.8 70.7 86.4 85.9 13.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 21 18 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,678 COMMITMENTS 9,155 5,590 4,915 44,215 47,313 58,285 57,818 8,393 8,860 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,733) -2,275 50 690 -204 -2,529 -1,789 -1,789 56 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 8.4 7.4 66.3 71.0 87.4 86.7 12.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 15 21 18 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,310 COMMITMENTS 1,575 10,535 2,160 14,780 6,055 18,515 18,750 3,795 3,560 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,205) 330 -680 -395 -1,310 -360 -1,375 -1,435 170 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 47.2 9.7 66.2 27.1 83.0 84.0 17.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 3 15 11 18 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,435 COMMITMENTS 1,475 10,410 2,360 14,580 5,880 18,415 18,650 4,020 3,785 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,205) 330 -680 -395 -1,310 -360 -1,375 -1,435 170 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 46.4 10.5 65.0 26.2 82.1 83.1 17.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 3 15 11 18 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,124 COMMITMENTS 9,845 830 0 14,651 23,419 24,496 24,249 2,628 2,875 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,102) -85 -50 0 -887 -922 -972 -972 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 3.1 0.0 54.0 86.3 90.3 89.4 9.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 14 11 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,350 COMMITMENTS 9,705 1,805 890 24,290 32,220 34,885 34,915 2,465 2,435 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,050) 850 -420 65 -1,700 -665 -785 -1,020 -265 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 4.8 2.4 65.0 86.3 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 3 15 11 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,085 COMMITMENTS 9,445 1,455 1,265 21,985 30,005 32,695 32,725 2,390 2,360 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -660) 950 -420 90 -1,505 -370 -465 -700 -195 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 4.1 3.6 62.7 85.5 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 4 15 10 21 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,460 COMMITMENTS 11,630 9,645 2,205 30,575 33,120 44,410 44,970 2,050 1,490 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,325) 1,325 -95 -1,225 2,950 4,360 3,050 3,040 275 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 20.8 4.7 65.8 71.3 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 17 18 23 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,910 COMMITMENTS 10,805 9,575 2,275 30,770 32,540 43,850 44,390 2,060 1,520 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,260) 1,580 -140 -1,240 2,635 4,355 2,975 2,975 285 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 20.9 5.0 67.0 70.9 95.5 96.7 4.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 5 18 18 24 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,590 COMMITMENTS 17,990 7,080 1,980 23,185 34,045 43,155 43,105 2,435 2,485 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,120) 355 1,535 -1,075 -1,360 -2,590 -2,080 -2,130 -40 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 15.5 4.3 50.9 74.7 94.7 94.5 5.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 18 12 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,260 COMMITMENTS 17,895 6,980 1,980 20,810 31,675 40,685 40,635 2,575 2,625 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,220) 405 1,435 -1,135 -1,425 -2,505 -2,155 -2,205 -65 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 16.1 4.6 48.1 73.2 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 17 12 23 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,754 COMMITMENTS 7,084 9,760 10,790 83,285 80,354 101,159 100,904 8,595 8,850 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,446) -2,571 1,615 -135 -925 -5,306 -3,631 -3,826 -815 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 8.9 9.8 75.9 73.2 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 6 22 27 29 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,483 COMMITMENTS 8,571 9,375 8,762 76,040 74,769 93,373 92,906 9,110 9,577 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,246) -1,846 1,930 -1,470 -675 -4,681 -3,991 -4,221 -1,255 -1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 9.1 8.5 74.2 73.0 91.1 90.7 8.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 6 20 24 27 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,260 COMMITMENTS 5,905 4,100 365 24,360 26,675 30,630 31,140 1,630 1,120 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,300) -575 100 0 -775 -1,275 -1,350 -1,175 50 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 12.7 1.1 75.5 82.7 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 16 18 18 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,780 COMMITMENTS 2,775 2,450 370 20,520 20,845 23,665 23,665 1,115 1,115 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,160) -520 -25 0 -590 -1,085 -1,110 -1,110 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 9.9 1.5 82.8 84.1 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 18 19 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,020 COMMITMENTS 9,775 945 505 10,540 19,550 20,820 21,000 1,200 1,020 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -915) -925 -225 425 -265 -965 -765 -765 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 4.3 2.3 47.9 88.8 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 13 13 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,340 COMMITMENTS 600 8,080 645 44,720 37,300 45,965 46,025 10,375 10,315 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,775) 200 -840 -110 -1,530 -490 -1,440 -1,440 -335 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 14.3 1.1 79.4 66.2 81.6 81.7 18.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 2 20 19 25 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,645 COMMITMENTS 770 4,975 0 27,745 24,160 28,515 29,135 13,130 12,510 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,020) -85 0 0 -1,370 -1,465 -1,455 -1,465 435 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 11.9 0.0 66.6 58.0 68.5 70.0 31.5 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 18 19 20 21
Updated November 9, 2018