MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,157 COMMITMENTS 675 2,765 900 13,702 11,612 15,277 15,277 1,880 1,880 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 150) 300 -100 50 -200 200 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 16.1 5.2 79.9 67.7 89.0 89.0 11.0 11.0 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 11/13/18 | --------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,721 COMMITMENTS 8,870 5,590 5,675 45,200 48,142 59,745 59,407 8,976 9,314 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 670) 315 0 920 -255 60 980 980 -310 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.1 8.3 65.8 70.1 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 14 21 17 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,103 COMMITMENTS 9,670 5,590 5,690 43,760 47,373 59,120 58,653 7,983 8,450 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 425) 515 0 775 -455 60 835 835 -410 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 8.3 8.5 65.2 70.6 88.1 87.4 11.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 14 21 17 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,570 COMMITMENTS 200 11,635 3,360 17,155 6,020 20,715 21,015 3,855 3,555 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,260) -1,375 1,100 1,200 2,375 -35 2,200 2,265 60 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 47.4 13.7 69.8 24.5 84.3 85.5 15.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 3 15 12 18 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,670 COMMITMENTS 100 11,510 3,560 16,930 5,820 20,590 20,890 4,080 3,780 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,235) -1,375 1,100 1,200 2,350 -60 2,175 2,240 60 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 46.7 14.4 68.6 23.6 83.5 84.7 16.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 3 15 12 18 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,324 COMMITMENTS 10,045 830 0 14,651 23,619 24,696 24,449 2,628 2,875 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 200) 200 0 0 0 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 3.0 0.0 53.6 86.4 90.4 89.5 9.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 10 14 13 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,325 COMMITMENTS 7,960 1,445 2,050 24,840 31,185 34,850 34,680 2,475 2,645 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -25) -1,745 -360 1,160 550 -1,035 -35 -235 10 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 3.9 5.5 66.6 83.5 93.4 92.9 6.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 16 12 23 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,010 COMMITMENTS 7,600 1,095 2,425 22,585 28,920 32,610 32,440 2,400 2,570 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -75) -1,845 -360 1,160 600 -1,085 -85 -285 10 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 3.1 6.9 64.5 82.6 93.1 92.7 6.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 6 16 11 23 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,145 COMMITMENTS 0 3,225 100 9,890 6,980 9,990 10,305 1,155 840 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.9 0.9 88.7 62.6 89.6 92.5 10.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 13 9 14 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,490 COMMITMENTS 11,885 9,175 2,330 30,235 33,505 44,450 45,010 2,040 1,480 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 30) 255 -470 125 -340 385 40 40 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 19.7 5.0 65.0 72.1 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 18 18 24 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,680 COMMITMENTS 11,055 9,175 2,305 30,230 32,650 43,590 44,130 2,090 1,550 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -230) 250 -400 30 -540 110 -260 -260 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 20.1 5.0 66.2 71.5 95.4 96.6 4.6 3.4 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 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,370 COMMITMENTS 18,090 6,775 1,800 23,060 34,385 42,950 42,960 2,420 2,410 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -220) 100 -305 -180 -125 340 -205 -145 -15 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 14.9 4.0 50.8 75.8 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 18 12 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,950 COMMITMENTS 17,995 6,615 1,835 20,590 31,980 40,420 40,430 2,530 2,520 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: -310) 100 -365 -145 -220 305 -265 -205 -45 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 15.4 4.3 47.9 74.5 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 17 12 23 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 112,334 COMMITMENTS 7,209 6,965 12,445 83,625 83,854 103,279 103,264 9,055 9,070 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 2,580) 125 -2,795 1,655 340 3,500 2,120 2,360 460 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.2 11.1 74.4 74.6 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 6 23 28 30 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,483 COMMITMENTS 8,551 6,170 11,362 76,330 78,519 96,243 96,051 9,240 9,432 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,000) -20 -3,205 2,600 290 3,750 2,870 3,145 130 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 5.8 10.8 72.4 74.4 91.2 91.1 8.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 6 21 25 28 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| 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 11/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,930 COMMITMENTS 2,775 2,450 370 20,670 20,995 23,815 23,815 1,115 1,115 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 9.8 1.5 82.9 84.2 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 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,045 COMMITMENTS 9,925 945 380 10,540 19,700 20,845 21,025 1,200 1,020 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 25) 150 0 -125 0 150 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 4.3 1.7 47.8 89.4 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 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,695 COMMITMENTS 825 8,305 520 47,640 40,100 48,985 48,925 10,710 10,770 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,355) 225 225 -125 2,920 2,800 3,020 2,900 335 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 13.9 0.9 79.8 67.2 82.1 82.0 17.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 2 20 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,650 COMMITMENTS 920 4,975 0 30,530 27,095 31,450 32,070 13,200 12,580 CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST: 3,005) 150 0 0 2,785 2,935 2,935 2,935 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 11.1 0.0 68.4 60.7 70.4 71.8 29.6 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 19 19 21 21
Updated November 16, 2018