MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,787 COMMITMENTS 925 2,815 225 16,542 14,652 17,692 17,692 1,095 1,095 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: -200) 0 125 25 -250 -375 -225 -225 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 15.0 1.2 88.1 78.0 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 11 13 14 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,581 COMMITMENTS 8,115 5,675 3,595 46,297 48,086 58,007 57,356 7,574 8,225 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 1,990) -80 0 -305 2,305 2,225 1,920 1,920 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 8.7 5.5 70.6 73.3 88.5 87.5 11.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 15 21 18 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,661 COMMITMENTS 8,530 5,675 3,480 45,582 47,966 57,592 57,121 7,069 7,540 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 1,900) -80 0 -310 2,265 2,185 1,875 1,875 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 8.8 5.4 70.5 74.2 89.1 88.3 10.9 11.7 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,465 COMMITMENTS 150 10,075 770 17,222 7,622 18,142 18,467 4,323 3,998 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 420) 0 -1,825 420 -348 1,477 72 72 348 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 44.8 3.4 76.7 33.9 80.8 82.2 19.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 3 17 11 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,210 COMMITMENTS 150 9,775 770 16,882 7,577 17,802 18,122 4,408 4,088 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 420) 0 -1,825 420 -336 1,489 84 84 336 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 44.0 3.5 76.0 34.1 80.2 81.6 19.8 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 3 17 11 20 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,441 COMMITMENTS 13,650 655 0 14,348 27,096 27,998 27,751 3,443 3,690 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 0) 0 -75 0 0 75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 2.1 0.0 45.6 86.2 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,182 COMMITMENTS 12,050 655 0 14,407 25,883 26,457 26,538 3,725 3,644 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 0) 0 -75 0 0 75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 2.2 0.0 47.7 85.8 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,705 COMMITMENTS 8,865 1,000 1,845 20,680 28,765 31,390 31,610 3,315 3,095 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 50) 100 -75 -25 -25 150 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 2.9 5.3 59.6 82.9 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,705 COMMITMENTS 9,290 650 1,145 18,995 27,855 29,430 29,650 3,275 3,055 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 50) 100 -75 -25 -25 150 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 2.0 3.5 58.1 85.2 90.0 90.7 10.0 9.3 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 01/29/19 | --------------------------------------------------------------| 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 01/22/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 01/29/19 | --------------------------------------------------------------| 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 01/22/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,870 COMMITMENTS 7,740 13,990 4,600 33,905 28,265 46,245 46,855 2,625 2,015 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 600) 345 200 -45 125 270 425 425 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 28.6 9.4 69.4 57.8 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 5 19 17 26 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,730 COMMITMENTS 7,505 13,990 4,585 33,880 28,035 45,970 46,610 2,760 2,120 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 620) 370 200 -50 125 295 445 445 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 28.7 9.4 69.5 57.5 94.3 95.6 5.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 5 18 17 24 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,350 COMMITMENTS 16,690 12,875 370 26,195 30,250 43,255 43,495 4,095 3,855 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 1,720) 0 900 0 700 -200 700 700 1,020 1,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 27.2 0.8 55.3 63.9 91.4 91.9 8.6 8.1 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,875 COMMITMENTS 16,245 10,515 415 22,735 28,705 39,395 39,635 3,480 3,240 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 1,750) 0 900 0 510 -390 510 510 1,240 1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 24.5 1.0 53.0 67.0 91.9 92.4 8.1 7.6 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 116,397 COMMITMENTS 11,844 2,860 10,965 80,504 89,103 103,313 102,928 13,084 13,469 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 3,330) -1,040 100 435 3,141 2,001 2,536 2,536 794 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 2.5 9.4 69.2 76.6 88.8 88.4 11.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 7 25 26 33 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,011 COMMITMENTS 8,377 2,150 11,857 75,821 81,745 96,055 95,752 11,956 12,259 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 3,398) -1,015 75 620 3,000 1,910 2,605 2,605 793 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.0 11.0 70.2 75.7 88.9 88.7 11.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 7 21 27 29 35 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,945 COMMITMENTS 2,180 4,330 2,270 25,285 23,265 29,735 29,865 1,210 1,080 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 550) -225 0 350 335 110 460 460 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 14.0 7.3 81.7 75.2 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 1 16 15 19 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,450 COMMITMENTS 1,070 3,770 1,955 21,470 18,830 24,495 24,555 955 895 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 870) -175 50 550 445 150 820 750 50 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 14.8 7.7 84.4 74.0 96.2 96.5 3.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 15 17 17 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,650 COMMITMENTS 12,520 270 105 9,980 22,390 22,605 22,765 1,045 885 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 785) 650 -175 -15 120 945 755 755 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 1.1 0.4 42.2 94.7 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 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,058 COMMITMENTS 995 8,980 525 48,853 41,058 50,373 50,563 10,685 10,495 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 1,458) -30 600 50 1,988 1,358 2,008 2,008 -550 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 14.7 0.9 80.0 67.2 82.5 82.8 17.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 2 21 23 25 27 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,325 COMMITMENTS 900 4,375 180 33,110 29,935 34,190 34,490 15,135 14,835 CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST: 2,295) 0 500 50 1,180 680 1,230 1,230 1,065 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 8.9 0.4 67.1 60.7 69.3 69.9 30.7 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 19 19 22 21
Updated February 19, 2019