MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,252 COMMITMENTS 525 2,640 850 13,362 11,247 14,737 14,737 1,515 1,515 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,030) -125 -75 0 -760 -810 -885 -885 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 16.2 5.2 82.2 69.2 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 13 15 17 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,660 COMMITMENTS 50 1,190 660 9,350 8,210 10,060 10,060 600 600 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -590) -50 0 -25 -490 -540 -565 -565 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 11.2 6.2 87.7 77.0 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 11 15 14 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,313 COMMITMENTS 6,730 4,890 6,830 44,243 45,743 57,803 57,463 8,510 8,850 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,778) -1,505 -800 -125 -1,772 -2,479 -3,402 -3,404 -376 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 7.4 10.3 66.7 69.0 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 16 21 19 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,476 COMMITMENTS 7,010 4,890 6,815 42,997 44,706 56,822 56,411 7,654 8,065 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,707) -1,465 -800 -225 -1,798 -2,407 -3,488 -3,432 -219 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 7.6 10.6 66.7 69.3 88.1 87.5 11.9 12.5 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 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,170 COMMITMENTS 0 11,465 1,530 16,830 5,680 18,360 18,675 3,810 3,495 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,395) 0 -170 -1,945 -390 -205 -2,335 -2,320 -60 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 51.7 6.9 75.9 25.6 82.8 84.2 17.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 7 3 16 11 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,330 COMMITMENTS 0 11,415 1,680 16,640 5,540 18,320 18,635 4,010 3,695 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,395) 0 -145 -1,945 -365 -205 -2,310 -2,295 -85 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 51.1 7.5 74.5 24.8 82.0 83.5 18.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 7 3 17 11 20 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,862 COMMITMENTS 11,235 780 0 14,029 24,237 25,264 25,017 2,598 2,845 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,907) -985 -50 0 -842 -1,777 -1,827 -1,827 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 2.8 0.0 50.4 87.0 90.7 89.8 9.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 16 12 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,555 COMMITMENTS 9,165 1,340 2,025 23,240 31,080 34,430 34,445 3,125 3,110 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,215) -440 -180 25 -1,655 -1,930 -2,070 -2,085 -145 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 3.6 5.4 61.9 82.8 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 3 15 12 23 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,090 COMMITMENTS 9,050 990 1,825 21,235 29,310 32,110 32,125 2,980 2,965 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,900) -130 -180 -275 -1,245 -1,210 -1,650 -1,665 -250 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 2.8 5.2 60.5 83.5 91.5 91.6 8.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 4 15 11 23 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,790 COMMITMENTS 0 2,940 260 9,565 6,910 9,825 10,110 965 680 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -825) 0 -515 140 -875 -390 -735 -765 -90 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.2 2.4 88.6 64.0 91.1 93.7 8.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 3 14 10 17 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,340 COMMITMENTS 0 3,120 140 9,170 6,335 9,310 9,595 1,030 745 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -855) 0 -515 40 -770 -285 -730 -760 -125 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.2 1.4 88.7 61.3 90.0 92.8 10.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 2 14 9 16 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,240 COMMITMENTS 8,060 12,765 5,035 32,720 28,640 45,815 46,440 2,425 1,800 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,125) -655 -210 95 -1,420 -1,800 -1,980 -1,915 -145 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 26.5 10.4 67.8 59.4 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 5 18 18 25 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,695 COMMITMENTS 7,505 12,765 4,985 32,690 28,000 45,180 45,750 2,515 1,945 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,035) -380 -210 60 -1,560 -1,700 -1,880 -1,850 -155 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 26.8 10.5 68.5 58.7 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 6 17 18 24 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,910 COMMITMENTS 17,495 8,480 1,105 21,685 30,700 40,285 40,285 2,625 2,625 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,230) -615 -120 -300 -2,085 -2,665 -3,000 -3,085 -230 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 19.8 2.6 50.5 71.5 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 4 21 11 27 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,025 COMMITMENTS 17,050 7,820 1,140 19,305 28,535 37,495 37,495 2,530 2,530 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -3,130) -665 -120 -300 -1,910 -2,540 -2,875 -2,960 -255 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 19.5 2.8 48.2 71.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 4 20 11 26 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,059 COMMITMENTS 10,724 3,160 12,730 77,845 85,379 101,299 101,269 8,760 8,790 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -6,330) 1,105 140 -2,275 -4,460 -3,310 -5,630 -5,445 -700 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.9 11.6 70.7 77.6 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 4 6 25 27 32 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,068 COMMITMENTS 10,936 2,595 13,282 71,485 79,739 95,703 95,616 9,365 9,452 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -5,410) 440 185 -1,855 -3,685 -3,125 -5,100 -4,795 -310 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 2.5 12.6 68.0 75.9 91.1 91.0 8.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 6 21 25 28 33 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,895 COMMITMENTS 5,220 4,775 250 24,565 25,080 30,035 30,105 860 790 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,350) -185 300 -115 -835 -1,320 -1,135 -1,135 -215 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 15.5 0.8 79.5 81.2 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 17 20 20 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,530 COMMITMENTS 2,600 2,475 360 19,965 20,090 22,925 22,925 605 605 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,490) -375 -25 -10 -1,095 -1,445 -1,480 -1,480 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 10.5 1.5 84.8 85.4 97.4 97.4 2.6 2.6 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 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,730 COMMITMENTS 9,250 695 130 10,275 18,950 19,655 19,775 1,075 955 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -540) -100 -250 0 -315 -165 -415 -415 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 3.4 0.6 49.6 91.4 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 13 14 17 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,080 COMMITMENTS 1,200 8,115 135 47,025 40,170 48,360 48,420 10,720 10,660 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -2,340) 300 485 -410 -1,490 -1,675 -1,600 -1,600 -740 -740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 13.7 0.2 79.6 68.0 81.9 82.0 18.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 2 20 21 24 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,520 COMMITMENTS 910 4,275 150 30,370 27,615 31,430 32,040 14,090 13,480 CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST: -1,165) -60 -400 0 -1,085 -755 -1,145 -1,155 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 9.4 0.3 66.7 60.7 69.0 70.4 31.0 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 18 19 21 21
Updated December 14, 2018