MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,612 COMMITMENTS 475 2,890 0 17,042 14,627 17,517 17,517 1,095 1,095 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 3,955) 0 0 0 4,195 4,195 4,195 4,195 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 15.5 0.0 91.6 78.6 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 10 13 12 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,871 COMMITMENTS 7,845 5,140 4,790 43,647 45,721 56,282 55,651 7,589 8,220 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 3,115) -350 625 1,735 2,025 1,050 3,410 3,410 -295 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 8.0 7.5 68.3 71.6 88.1 87.1 11.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 14 21 17 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,046 COMMITMENTS 8,260 5,140 4,620 43,057 45,766 55,937 55,526 7,109 7,520 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 3,225) -350 625 1,735 1,970 995 3,355 3,355 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 8.2 7.3 68.3 72.6 88.7 88.1 11.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 14 22 17 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,040 COMMITMENTS 150 12,060 350 17,575 5,985 18,075 18,395 3,965 3,645 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 90) 25 25 50 5 5 80 80 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 54.7 1.6 79.7 27.2 82.0 83.5 18.0 16.5 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,790 COMMITMENTS 150 11,760 350 17,218 5,928 17,718 18,038 4,072 3,752 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 90) 25 25 50 0 0 75 75 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 54.0 1.6 79.0 27.2 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,256 COMMITMENTS 12,450 730 0 14,438 25,911 26,888 26,641 3,368 3,615 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,150) 600 0 0 -180 420 420 420 730 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 2.4 0.0 47.7 85.6 88.9 88.1 11.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 0 10 15 14 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,997 COMMITMENTS 10,850 730 0 14,557 24,698 25,407 25,428 3,590 3,569 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,200) 600 0 0 -180 420 420 420 780 780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 2.5 0.0 50.2 85.2 87.6 87.7 12.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 0 9 13 13 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| 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 20,880 28,590 31,315 31,535 3,340 3,120 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -220 0 -220 0 220 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.1 5.4 60.3 82.5 90.4 91.0 9.6 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 01/15/19 | --------------------------------------------------------------| 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 19,195 27,680 29,355 29,575 3,250 3,030 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -220 0 -220 0 220 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 2.2 3.6 58.9 84.9 90.0 90.7 10.0 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,905 COMMITMENTS 25 1,980 840 9,505 7,865 10,370 10,685 1,535 1,220 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 16.6 7.1 79.8 66.1 87.1 89.8 12.9 10.2 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,365 COMMITMENTS 25 2,100 640 9,195 7,375 9,860 10,115 1,505 1,250 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.5 5.6 80.9 64.9 86.8 89.0 13.2 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,085 COMMITMENTS 6,045 12,820 4,395 34,070 27,905 44,510 45,120 2,575 1,965 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 300) -250 0 -50 650 400 350 350 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 27.2 9.3 72.4 59.3 94.5 95.8 5.5 4.2 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,980 COMMITMENTS 5,785 12,820 4,335 34,150 27,755 44,270 44,910 2,710 2,070 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 265) -250 0 0 615 365 365 365 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 27.3 9.2 72.7 59.1 94.2 95.6 5.8 4.4 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,155 COMMITMENTS 16,690 10,675 370 23,215 29,470 40,275 40,515 2,880 2,640 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 105) 100 245 45 -40 -185 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 24.7 0.9 53.8 68.3 93.3 93.9 6.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 21 10 26 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,885 COMMITMENTS 16,245 8,515 415 19,825 27,795 36,485 36,725 2,400 2,160 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 60) 50 195 50 -40 -185 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 21.9 1.1 51.0 71.5 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,507 COMMITMENTS 12,864 2,760 9,830 74,993 84,712 97,687 97,302 11,820 12,205 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 2,023) 765 -25 580 570 1,360 1,915 1,915 108 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 2.5 9.0 68.5 77.4 89.2 88.9 10.8 11.1 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,016 COMMITMENTS 9,672 2,175 10,302 70,256 77,450 90,230 89,927 10,786 11,089 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,290) 565 -25 350 287 877 1,202 1,202 88 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 2.2 10.2 69.5 76.7 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,725 COMMITMENTS 3,250 4,330 900 24,405 23,455 28,555 28,685 1,170 1,040 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 425) -625 0 900 150 -475 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 14.6 3.0 82.1 78.9 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 14 15 17 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,945 COMMITMENTS 1,320 2,950 1,105 20,565 19,065 22,990 23,120 955 825 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 610) -75 550 650 35 -590 610 610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 12.3 4.6 85.9 79.6 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 2 13 15 15 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,005 COMMITMENTS 10,300 520 130 9,560 19,500 19,990 20,150 1,015 855 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,200) 1,200 -25 0 0 1,225 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 2.5 0.6 45.5 92.8 95.2 95.9 4.8 4.1 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 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,130 COMMITMENTS 1,075 7,130 475 46,465 40,600 48,015 48,205 11,115 10,925 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,090) 0 125 475 30 -95 505 505 585 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 12.1 0.8 78.6 68.7 81.2 81.5 18.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 20 23 23 27 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,730 COMMITMENTS 1,000 3,025 180 31,480 29,755 32,660 32,960 14,070 13,770 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 365) 0 575 0 610 60 610 635 -245 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 6.5 0.4 67.4 63.7 69.9 70.5 30.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 18 19 21 21
Updated February 12, 2019