MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,562 COMMITMENTS 500 2,890 0 13,547 11,157 14,047 14,047 1,515 1,515 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 18.6 0.0 87.1 71.7 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 0 13 15 15 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,360 COMMITMENTS 50 990 360 9,350 8,410 9,760 9,760 600 600 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.6 3.5 90.3 81.2 94.2 94.2 5.8 5.8 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,168 COMMITMENTS 8,120 4,890 3,380 43,158 45,988 54,658 54,258 8,510 8,910 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 7.7 5.4 68.3 72.8 86.5 85.9 13.5 14.1 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,524 COMMITMENTS 8,650 4,890 3,210 41,980 45,329 53,840 53,429 7,684 8,095 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 7.9 5.2 68.2 73.7 87.5 86.8 12.5 13.2 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,605 COMMITMENTS 0 11,815 375 17,249 5,749 17,624 17,939 3,981 3,666 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 54.7 1.7 79.8 26.6 81.6 83.0 18.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 7 3 17 11 20 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,635 COMMITMENTS 0 11,765 395 17,055 5,605 17,450 17,765 4,185 3,870 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 54.4 1.8 78.8 25.9 80.7 82.1 19.3 17.9 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,602 COMMITMENTS 13,385 780 0 15,399 27,757 28,784 28,537 2,818 3,065 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 2.5 0.0 48.7 87.8 91.1 90.3 8.9 9.7 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,110 COMMITMENTS 11,800 780 0 15,195 26,231 26,995 27,011 3,115 3,099 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 2.6 0.0 50.5 87.1 89.7 89.7 10.3 10.3 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,140 COMMITMENTS 9,495 1,340 1,895 23,370 31,540 34,760 34,775 3,380 3,365 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.5 5.0 61.3 82.7 91.1 91.2 8.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 4 16 12 24 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,330 COMMITMENTS 9,380 990 1,395 21,340 29,745 32,115 32,130 3,215 3,200 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 2.8 3.9 60.4 84.2 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 4 16 11 24 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,870 COMMITMENTS 0 2,310 890 9,690 7,665 10,580 10,865 1,290 1,005 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.5 7.5 81.6 64.6 89.1 91.5 10.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 3 14 11 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,320 COMMITMENTS 0 2,490 690 9,275 7,070 9,965 10,250 1,355 1,070 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.0 6.1 81.9 62.5 88.0 90.5 12.0 9.5 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,910 COMMITMENTS 7,110 13,210 4,280 34,920 29,445 46,310 46,935 2,600 1,975 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 27.0 8.8 71.4 60.2 94.7 96.0 5.3 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,390 COMMITMENTS 6,520 13,175 4,255 34,925 28,840 45,700 46,270 2,690 2,120 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 27.2 8.8 72.2 59.6 94.4 95.6 5.6 4.4 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,345 COMMITMENTS 17,250 9,245 375 23,505 31,750 41,130 41,370 3,215 2,975 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 20.8 0.8 53.0 71.6 92.8 93.3 7.2 6.7 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,730 COMMITMENTS 16,755 6,735 415 19,800 30,060 36,970 37,210 2,760 2,520 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 17.0 1.0 49.8 75.7 93.1 93.7 6.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 5 20 12 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,080 COMMITMENTS 9,864 2,815 9,970 81,126 87,785 100,960 100,570 10,120 10,510 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 2.5 9.0 73.0 79.0 90.9 90.5 9.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 7 25 27 33 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,767 COMMITMENTS 7,966 2,380 11,097 75,919 81,178 94,982 94,655 9,785 10,112 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.3 10.6 72.5 77.5 90.7 90.3 9.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 7 21 25 29 33 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,845 COMMITMENTS 4,850 4,605 0 24,895 25,210 29,745 29,815 1,100 1,030 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 14.9 0.0 80.7 81.7 96.4 96.7 3.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 0 18 20 21 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,210 COMMITMENTS 1,850 2,425 455 21,310 20,735 23,615 23,615 595 595 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 10.0 1.9 88.0 85.6 97.5 97.5 2.5 2.5 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,870 COMMITMENTS 9,250 695 130 10,415 19,090 19,795 19,915 1,075 955 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 3.3 0.6 49.9 91.5 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,145 COMMITMENTS 1,300 7,745 110 47,955 41,570 49,365 49,425 11,780 11,720 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 12.7 0.2 78.4 68.0 80.7 80.8 19.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 20 22 23 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,100 COMMITMENTS 1,060 3,225 180 31,465 29,910 32,705 33,315 14,395 13,785 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 6.8 0.4 66.8 63.5 69.4 70.7 30.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 18 20 21 22
Updated February 5, 2019