MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,987 COMMITMENTS 925 2,690 200 16,792 15,027 17,917 17,917 1,070 1,070 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 375) 450 -200 200 -250 400 400 400 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 14.2 1.1 88.4 79.1 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 10 13 13 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,591 COMMITMENTS 8,195 5,675 3,900 43,992 45,861 56,087 55,436 7,504 8,155 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: -280) 350 535 -890 345 140 -195 -215 -85 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.9 6.1 69.2 72.1 88.2 87.2 11.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 2 15 21 18 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,761 COMMITMENTS 8,610 5,675 3,790 43,317 45,781 55,717 55,246 7,044 7,515 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: -285) 350 535 -830 260 15 -220 -280 -65 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 9.0 6.0 69.0 72.9 88.8 88.0 11.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 15 22 18 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,045 COMMITMENTS 150 11,900 350 17,570 6,145 18,070 18,395 3,975 3,650 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 5) 0 -160 0 -5 160 -5 0 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 54.0 1.6 79.7 27.9 82.0 83.4 18.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 2 17 11 19 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,790 COMMITMENTS 150 11,600 350 17,218 6,088 17,718 18,038 4,072 3,752 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 0) 0 -160 0 0 160 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 53.2 1.6 79.0 27.9 81.3 82.8 18.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 2 17 11 19 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,441 COMMITMENTS 13,650 730 0 14,348 27,021 27,998 27,751 3,443 3,690 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 1,185) 1,200 0 0 -90 1,110 1,110 1,110 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 2.3 0.0 45.6 85.9 89.0 88.3 11.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 0 10 16 14 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,182 COMMITMENTS 12,050 730 0 14,407 25,808 26,457 26,538 3,725 3,644 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 1,185) 1,200 0 0 -150 1,110 1,050 1,110 135 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 2.4 0.0 47.7 85.5 87.7 87.9 12.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 9 14 13 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,655 COMMITMENTS 8,765 1,075 1,870 20,705 28,615 31,340 31,560 3,315 3,095 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 0) 200 0 0 -175 25 25 25 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 3.1 5.4 59.7 82.6 90.4 91.1 9.6 8.9 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,655 COMMITMENTS 9,190 725 1,170 19,020 27,705 29,380 29,600 3,275 3,055 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 50) 200 0 0 -175 25 25 25 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 2.2 3.6 58.2 84.8 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 4 16 9 24 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,955 COMMITMENTS 25 2,040 780 9,610 7,915 10,415 10,735 1,540 1,220 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 50) 0 60 -60 105 50 45 50 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 17.1 6.5 80.4 66.2 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,415 COMMITMENTS 25 2,160 580 9,300 7,425 9,905 10,165 1,510 1,250 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 50) 0 60 -60 105 50 45 50 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.9 5.1 81.5 65.0 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,270 COMMITMENTS 7,395 13,790 4,645 33,780 27,995 45,820 46,430 2,450 1,840 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 1,185) 1,350 970 250 -290 90 1,310 1,310 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 28.6 9.6 70.0 58.0 94.9 96.2 5.1 3.8 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,110 COMMITMENTS 7,135 13,790 4,635 33,755 27,740 45,525 46,165 2,585 1,945 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 1,130) 1,350 970 300 -395 -15 1,255 1,255 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 28.7 9.6 70.2 57.7 94.6 96.0 5.4 4.0 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,630 COMMITMENTS 16,690 11,975 370 25,495 30,450 42,555 42,795 3,075 2,835 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 2,475) 0 1,300 0 2,280 980 2,280 2,280 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 26.2 0.8 55.9 66.7 93.3 93.8 6.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 20 10 25 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,125 COMMITMENTS 16,245 9,615 415 22,225 29,095 38,885 39,125 2,240 2,000 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 2,240) 0 1,100 0 2,400 1,300 2,400 2,400 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 23.4 1.0 54.0 70.7 94.6 95.1 5.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 19 10 24 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,067 COMMITMENTS 12,884 2,760 10,530 77,363 87,102 100,777 100,392 12,290 12,675 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 3,560) 20 0 700 2,370 2,390 3,090 3,090 470 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.4 9.3 68.4 77.0 89.1 88.8 10.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 7 25 27 33 35 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,613 COMMITMENTS 9,392 2,075 11,237 72,821 79,835 93,450 93,147 11,163 11,466 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 3,597) -280 -100 935 2,565 2,385 3,220 3,220 377 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 2.0 10.7 69.6 76.3 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 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,395 COMMITMENTS 2,405 4,330 1,920 24,950 23,155 29,275 29,405 1,120 990 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 670) -845 0 1,020 545 -300 720 720 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 14.2 6.3 82.1 76.2 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 1 15 15 18 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,580 COMMITMENTS 1,245 3,720 1,405 21,025 18,680 23,675 23,805 905 775 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 635) -75 770 300 460 -385 685 685 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 15.1 5.7 85.5 76.0 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 14 15 16 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,865 COMMITMENTS 11,870 445 120 9,860 21,445 21,850 22,010 1,015 855 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 1,860) 1,570 -75 -10 300 1,945 1,860 1,860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 1.9 0.5 43.1 93.8 95.6 96.3 4.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 11 15 15 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,600 COMMITMENTS 1,025 8,380 475 46,865 39,700 48,365 48,555 11,235 11,045 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 470) -50 1,250 0 400 -900 350 350 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 14.1 0.8 78.6 66.6 81.1 81.5 18.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 21 23 24 27 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,030 COMMITMENTS 900 3,875 130 31,930 29,255 32,960 33,260 14,070 13,770 CHANGES FROM 01/15/19 (CHANGE IN OPEN INTEREST: 300) -100 850 -50 450 -500 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.2 0.3 67.9 62.2 70.1 70.7 29.9 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 19 19 22 21
Updated February 15, 2019