MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,227 COMMITMENTS 500 2,765 850 13,362 11,097 14,712 14,712 1,515 1,515 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: -25) -25 125 0 0 -150 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 17.0 5.2 82.3 68.4 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 13 15 16 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,660 COMMITMENTS 50 1,290 660 9,350 8,110 10,060 10,060 600 600 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 12.1 6.2 87.7 76.1 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,468 COMMITMENTS 7,915 4,890 6,620 43,258 45,943 57,793 57,453 8,675 9,015 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 155) 1,185 0 -210 -985 200 -10 -10 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 7.4 10.0 65.1 69.1 86.9 86.4 13.1 13.6 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,666 COMMITMENTS 8,195 4,890 6,640 41,987 44,881 56,822 56,411 7,844 8,255 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 190) 1,185 0 -175 -1,010 175 0 0 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 7.6 10.3 64.9 69.4 87.9 87.2 12.1 12.8 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,295 COMMITMENTS 0 11,815 1,065 17,230 5,730 18,295 18,610 4,000 3,685 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 125) 0 350 -465 400 50 -65 -65 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 53.0 4.8 77.3 25.7 82.1 83.5 17.9 16.5 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,425 COMMITMENTS 0 11,765 1,185 17,040 5,590 18,225 18,540 4,200 3,885 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 95) 0 350 -495 400 50 -95 -95 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 52.5 5.3 76.0 24.9 81.3 82.7 18.7 17.3 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,362 COMMITMENTS 13,385 780 0 15,159 27,517 28,544 28,297 2,818 3,065 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 3,500) 2,150 0 0 1,130 3,280 3,280 3,280 220 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 2.5 0.0 48.3 87.7 91.0 90.2 9.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 10 15 13 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,930 COMMITMENTS 11,800 780 0 15,015 26,051 26,815 26,831 3,115 3,099 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 2.6 0.0 50.2 87.0 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 9 13 12 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,265 COMMITMENTS 9,595 1,340 2,075 23,255 31,525 34,925 34,940 3,340 3,325 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 710) 430 0 50 15 445 495 495 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 3.5 5.4 60.8 82.4 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 4 15 12 23 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,550 COMMITMENTS 9,480 990 1,625 21,250 29,755 32,355 32,370 3,195 3,180 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 460) 430 0 -200 15 445 245 245 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 2.8 4.6 59.8 83.7 91.0 91.1 9.0 8.9 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,500 COMMITMENTS 0 2,190 1,000 9,535 7,630 10,535 10,820 965 680 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 710) 0 -750 740 -30 720 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.0 8.7 82.9 66.3 91.6 94.1 8.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 4 14 11 18 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,870 COMMITMENTS 0 2,370 700 9,140 7,055 9,840 10,125 1,030 745 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 530) 0 -750 560 -30 720 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 6.4 84.1 64.9 90.5 93.1 9.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 3 14 10 17 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,355 COMMITMENTS 7,085 12,800 5,260 34,420 29,330 46,765 47,390 2,590 1,965 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,115) -975 35 225 1,700 690 950 950 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 25.9 10.7 69.7 59.4 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 5 18 18 25 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,845 COMMITMENTS 6,495 12,765 5,245 34,425 28,725 46,165 46,735 2,680 2,110 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,150) -1,010 0 260 1,735 725 985 985 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 26.1 10.7 70.5 58.8 94.5 95.7 5.5 4.3 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 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,815 COMMITMENTS 17,475 7,520 1,640 22,180 32,135 41,295 41,295 2,520 2,520 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 905) -20 -960 535 495 1,435 1,010 1,010 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 17.2 3.7 50.6 73.3 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 4 21 12 27 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,010 COMMITMENTS 16,980 6,810 1,700 19,800 29,970 38,480 38,480 2,530 2,530 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 985) -70 -1,010 560 495 1,435 985 985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 16.6 4.1 48.3 73.1 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 4 20 12 26 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 112,344 COMMITMENTS 7,904 3,190 14,090 81,850 86,534 103,844 103,814 8,500 8,530 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 2,285) -2,820 30 1,360 4,005 1,155 2,545 2,545 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.8 12.5 72.9 77.0 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 6 25 27 32 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,903 COMMITMENTS 8,166 2,625 14,097 75,710 81,164 97,973 97,886 8,930 9,017 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,835) -2,770 30 815 4,225 1,425 2,270 2,270 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.5 13.2 70.8 75.9 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 6 21 25 28 33 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,235 COMMITMENTS 4,720 4,775 250 25,055 25,070 30,025 30,095 1,210 1,140 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 340) -500 0 0 490 -10 -10 -10 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 15.3 0.8 80.2 80.3 96.1 96.4 3.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 18 20 21 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,130 COMMITMENTS 2,100 2,475 360 21,015 20,640 23,475 23,475 655 655 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 600) -500 0 0 1,050 550 550 550 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 10.3 1.5 87.1 85.5 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 18 18 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,770 COMMITMENTS 9,250 695 130 10,315 18,990 19,695 19,815 1,075 955 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 3.3 0.6 49.7 91.4 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 14 14 18 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,295 COMMITMENTS 1,400 7,615 135 47,725 41,570 49,260 49,320 11,035 10,975 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,215) 200 -500 0 700 1,400 900 900 315 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 12.6 0.2 79.2 68.9 81.7 81.8 18.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 2 20 22 24 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,600 COMMITMENTS 1,060 3,775 150 31,240 29,135 32,450 33,060 14,150 13,540 CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST: 1,080) 150 -500 0 870 1,520 1,020 1,020 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 8.1 0.3 67.0 62.5 69.6 70.9 30.4 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 18 20 21 22
Updated December 20, 2018