MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,657 COMMITMENTS 475 2,890 0 12,847 10,432 13,322 13,322 1,335 1,335 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -905) -25 0 0 -700 -725 -725 -725 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 19.7 0.0 87.7 71.2 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 11 12 13 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,756 COMMITMENTS 8,195 4,515 3,055 41,622 44,671 52,872 52,241 7,884 8,515 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -2,412) 75 -375 -325 -1,536 -1,317 -1,786 -2,017 -626 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 7.4 5.0 68.5 73.5 87.0 86.0 13.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 14 20 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,821 COMMITMENTS 8,610 4,515 2,885 41,087 44,771 52,582 52,171 7,239 7,650 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -1,703) -40 -375 -325 -893 -558 -1,258 -1,258 -445 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 7.5 4.8 68.7 74.8 87.9 87.2 12.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 14 20 17 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,950 COMMITMENTS 125 12,035 300 17,570 5,980 17,995 18,315 3,955 3,635 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: 345) 125 220 -75 321 231 371 376 -26 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 54.8 1.4 80.0 27.2 82.0 83.4 18.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 17 10 19 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,700 COMMITMENTS 125 11,735 300 17,218 5,928 17,643 17,963 4,057 3,737 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: 65) 125 -30 -95 163 323 193 198 -128 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 54.1 1.4 79.3 27.3 81.3 82.8 18.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 17 10 19 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,106 COMMITMENTS 11,850 730 0 14,618 25,491 26,468 26,221 2,638 2,885 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -2,496) -1,535 -50 0 -781 -2,266 -2,316 -2,316 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 2.5 0.0 50.2 87.6 90.9 90.1 9.1 9.9 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 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,797 COMMITMENTS 10,250 730 0 14,737 24,278 24,987 25,008 2,810 2,789 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -2,313) -1,550 -50 0 -458 -1,953 -2,008 -2,003 -305 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 2.6 0.0 53.0 87.3 89.9 90.0 10.1 10.0 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 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,655 COMMITMENTS 8,565 1,075 1,870 21,100 28,590 31,535 31,535 3,120 3,120 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -3,485) -930 -265 -25 -2,270 -2,950 -3,225 -3,240 -260 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.1 5.4 60.9 82.5 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 4 16 10 24 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,605 COMMITMENTS 8,990 725 1,170 19,415 27,680 29,575 29,575 3,030 3,030 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -2,725) -390 -265 -225 -1,925 -2,065 -2,540 -2,555 -185 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 2.2 3.6 59.5 84.9 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 1 4 16 8 24 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,855 COMMITMENTS 25 1,980 840 9,455 7,815 10,320 10,635 1,535 1,220 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -15) 25 -330 -50 -235 150 -260 -230 245 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 16.7 7.1 79.8 65.9 87.1 89.7 12.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 3 14 12 17 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,315 COMMITMENTS 25 2,100 640 9,145 7,325 9,810 10,065 1,505 1,250 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -5) 25 -390 -50 -130 255 -155 -185 150 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.6 5.7 80.8 64.7 86.7 89.0 13.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 3 14 11 17 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,785 COMMITMENTS 6,295 12,820 4,445 33,420 27,505 44,160 44,770 2,625 2,015 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -2,125) -815 -390 165 -1,500 -1,940 -2,150 -2,165 25 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 27.4 9.5 71.4 58.8 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 5 18 17 25 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,715 COMMITMENTS 6,035 12,820 4,335 33,535 27,390 43,905 44,545 2,810 2,170 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -1,675) -485 -355 80 -1,390 -1,450 -1,795 -1,725 120 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 27.4 9.3 71.8 58.6 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 5 17 17 23 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,050 COMMITMENTS 16,590 10,430 325 23,255 29,655 40,170 40,410 2,880 2,640 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -1,295) -660 1,185 -50 -250 -2,095 -960 -960 -335 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 24.2 0.8 54.0 68.9 93.3 93.9 6.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 2 21 10 26 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,825 COMMITMENTS 16,195 8,320 365 19,865 27,980 36,425 36,665 2,400 2,160 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -905) -560 1,585 -50 65 -2,080 -545 -545 -360 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 21.4 0.9 51.2 72.1 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 20 10 25 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,484 COMMITMENTS 12,099 2,785 9,250 74,423 83,352 95,772 95,387 11,712 12,097 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -3,596) 2,235 -30 -720 -6,703 -4,433 -5,188 -5,183 1,592 1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.6 8.6 69.2 77.5 89.1 88.7 10.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 7 25 27 33 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,726 COMMITMENTS 9,107 2,200 9,952 69,969 76,573 89,028 88,725 10,698 11,001 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -5,041) 1,141 -180 -1,145 -5,950 -4,605 -5,954 -5,930 913 889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 2.2 10.0 70.2 76.8 89.3 89.0 10.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 7 19 26 27 34 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,300 COMMITMENTS 3,875 4,330 0 24,255 23,930 28,130 28,260 1,170 1,040 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -1,545) -975 -275 0 -640 -1,280 -1,615 -1,555 70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 14.8 0.0 82.8 81.7 96.0 96.5 4.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 0 14 15 17 18 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,335 COMMITMENTS 1,395 2,400 455 20,530 19,655 22,380 22,510 955 825 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -875) -455 -25 0 -780 -1,080 -1,235 -1,105 360 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 10.3 1.9 88.0 84.2 95.9 96.5 4.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 12 15 14 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,805 COMMITMENTS 9,100 545 130 9,560 18,275 18,790 18,950 1,015 855 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -1,065) -150 -150 0 -855 -815 -1,005 -965 -60 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 2.8 0.7 48.3 92.3 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 10 13 14 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,040 COMMITMENTS 1,075 7,005 0 46,435 40,695 47,510 47,700 10,530 10,340 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -3,105) -225 -740 -110 -1,520 -875 -1,855 -1,725 -1,250 -1,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 12.1 0.0 80.0 70.1 81.9 82.2 18.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 0 20 23 22 27 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,365 COMMITMENTS 1,000 2,450 180 30,870 29,695 32,050 32,325 14,315 14,040 CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST: -735) -60 -775 0 -595 -215 -655 -990 -80 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 5.3 0.4 66.6 64.0 69.1 69.7 30.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 17 18 20 20
Updated February 8, 2019