ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 86,583: 1,020 2,805 0 78,233 76,448 79,253 79,253: 7,330 7,330
Old : 86,583: 1,020 2,805 0 78,233 76,448 79,253 79,253: 7,330 7,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,130: 0 0 0 1,070 1,070 1,070 1,070: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.2 0.0 90.4 88.3 91.5 91.5: 8.5 8.5
Old : 100.0: 1.2 3.2 0.0 90.4 88.3 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 21 20 22 22:
Old : 28: 1 2 0 21 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 56.9 84.4 79.7 73.3 54.5 80.1 74.5
Old : 75.1 56.9 84.4 79.7 73.3 54.5 80.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,733: 840 3,095 0 67,511 65,448 68,351 68,543: 6,382 6,190
Old : 74,733: 840 3,095 0 67,511 65,448 68,351 68,543: 6,382 6,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 855: 0 0 0 780 780 780 780: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 0.0 90.3 87.6 91.5 91.7: 8.5 8.3
Old : 100.0: 1.1 4.1 0.0 90.3 87.6 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 20 19 21 20:
Old : 27: 1 1 0 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 56.7 85.5 78.7 72.7 53.0 79.0 73.3
Old : 74.7 56.7 85.5 78.7 72.7 53.0 79.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,990: 1,820 960 0 19,055 19,645 20,875 20,605: 4,115 4,385
Old : 24,990: 1,820 960 0 19,055 19,645 20,875 20,605: 4,115 4,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 15: 700 0 0 -735 -35 -35 -35: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.8 0.0 76.3 78.6 83.5 82.5: 16.5 17.5
Old : 100.0: 7.3 3.8 0.0 76.3 78.6 83.5 82.5: 16.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 14 15 17 16:
Old : 22: 3 1 0 14 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 48.6 74.2 73.7 36.6 38.8 44.5 46.3
Old : 60.3 48.6 74.2 73.7 36.6 38.8 44.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,224: 11,620 10,390 3,185 43,986 45,416 58,791 58,991: 3,433 3,233
Old : 62,224: 11,620 10,390 3,185 43,986 45,416 58,791 58,991: 3,433 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 290: 0 50 0 281 171 281 221: 9 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.7 5.1 70.7 73.0 94.5 94.8: 5.5 5.2
Old : 100.0: 18.7 16.7 5.1 70.7 73.0 94.5 94.8: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 18 19 22 22:
Old : 27: 2 2 3 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 71.4 79.0 83.7 47.1 67.6 64.4 74.9
Old : 58.2 71.4 79.0 83.7 47.1 67.6 64.4 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,291: 2,065 6,680 3,290 35,958 31,543 41,313 41,513: 1,978 1,778
Old : 43,291: 2,065 6,680 3,290 35,958 31,543 41,313 41,513: 1,978 1,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 23: 0 0 0 93 33 93 33: -70 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.4 7.6 83.1 72.9 95.4 95.9: 4.6 4.1
Old : 100.0: 4.8 15.4 7.6 83.1 72.9 95.4 95.9: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 19 16 22 19:
Old : 25: 1 2 3 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 69.7 84.3 86.5 51.9 66.7 67.0 73.1
Old : 61.2 69.7 84.3 86.5 51.9 66.7 67.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,941: 0 2,920 1,800 17,290 14,773 19,090 19,493: 1,851 1,448
Old : 20,941: 0 2,920 1,800 17,290 14,773 19,090 19,493: 1,851 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 270: 0 0 0 170 213 170 213: 100 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.9 8.6 82.6 70.5 91.2 93.1: 8.8 6.9
Old : 100.0: 0.0 13.9 8.6 82.6 70.5 91.2 93.1: 8.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 17 13 18 15:
Old : 21: 0 2 1 17 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 62.2 77.3 85.1 50.3 52.9 59.6 63.4
Old : 55.6 62.2 77.3 85.1 50.3 52.9 59.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,873: 13,705 2,418 2,660 57,683 68,965 74,048 74,043: 16,825 16,830
Old : 90,873: 13,705 2,418 2,660 57,683 68,965 74,048 74,043: 16,825 16,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 540: 1,200 0 0 -660 540 540 540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 2.7 2.9 63.5 75.9 81.5 81.5: 18.5 18.5
Old : 100.0: 15.1 2.7 2.9 63.5 75.9 81.5 81.5: 18.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 3 18 22 21 27:
Old : 30: 1 4 3 18 22 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 49.1 71.5 64.7 53.2 47.3 58.0 53.7
Old : 57.2 49.1 71.5 64.7 53.2 47.3 58.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,734: 14,505 4,600 1,805 56,094 65,969 72,404 72,374: 15,330 15,360
Old : 87,734: 14,505 4,600 1,805 56,094 65,969 72,404 72,374: 15,330 15,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 550: 1,200 0 0 -670 530 530 530: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.2 2.1 63.9 75.2 82.5 82.5: 17.5 17.5
Old : 100.0: 16.5 5.2 2.1 63.9 75.2 82.5 82.5: 17.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 3 18 22 21 26:
Old : 29: 1 3 3 18 22 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 46.3 72.8 65.9 51.0 43.2 57.2 53.7
Old : 54.4 46.3 72.8 65.9 51.0 43.2 57.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,276: 825 11,425 2,765 15,089 4,909 18,679 19,099: 4,597 4,177
Old : 23,276: 825 11,425 2,765 15,089 4,909 18,679 19,099: 4,597 4,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 625: -535 65 535 666 -15 666 585: -41 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 49.1 11.9 64.8 21.1 80.3 82.1: 19.7 17.9
Old : 100.0: 3.5 49.1 11.9 64.8 21.1 80.3 82.1: 19.7 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 4 17 10 22 16:
Old : 26: 1 6 4 17 10 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 62.3 57.5 73.0 30.6 53.1 47.4 60.4
Old : 35.3 62.3 57.5 73.0 30.6 53.1 47.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,036: 825 10,825 2,890 15,129 5,549 18,844 19,264: 4,192 3,772
Old : 23,036: 825 10,825 2,890 15,129 5,549 18,844 19,264: 4,192 3,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 600: -535 65 535 621 0 621 600: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 47.0 12.5 65.7 24.1 81.8 83.6: 18.2 16.4
Old : 100.0: 3.6 47.0 12.5 65.7 24.1 81.8 83.6: 18.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 4 17 9 22 15:
Old : 26: 1 6 4 17 9 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 60.9 58.2 74.1 30.8 51.1 46.5 58.5
Old : 35.5 60.9 58.2 74.1 30.8 51.1 46.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,045: 33,160 0 0 35,140 67,755 68,300 67,755: 1,745 2,290
Old : 70,045: 33,160 0 0 35,140 67,755 68,300 67,755: 1,745 2,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 825: 400 0 0 500 900 900 900: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 0.0 0.0 50.2 96.7 97.5 96.7: 2.5 3.3
Old : 100.0: 47.3 0.0 0.0 50.2 96.7 97.5 96.7: 2.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 13 15 16 15:
Old : 22: 3 0 0 13 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 87.0 93.5 93.2 75.1 83.8 90.5 89.1
Old : 75.8 87.0 93.5 93.2 75.1 83.8 90.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,565: 32,285 0 0 35,670 67,670 67,955 67,670: 1,610 1,895
Old : 69,565: 32,285 0 0 35,670 67,670 67,955 67,670: 1,610 1,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 975: 500 0 0 550 1,050 1,050 1,050: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 0.0 0.0 51.3 97.3 97.7 97.3: 2.3 2.7
Old : 100.0: 46.4 0.0 0.0 51.3 97.3 97.7 97.3: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 14 14 17 14:
Old : 20: 3 0 0 14 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 90.3 94.0 95.3 76.3 88.4 91.7 91.6
Old : 76.5 90.3 94.0 95.3 76.3 88.4 91.7 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,965: 25,195 210 215 28,950 54,245 54,360 54,670: 2,605 2,295
Old : 56,965: 25,195 210 215 28,950 54,245 54,360 54,670: 2,605 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 335: 325 -25 10 150 500 485 485: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 0.4 0.4 50.8 95.2 95.4 96.0: 4.6 4.0
Old : 100.0: 44.2 0.4 0.4 50.8 95.2 95.4 96.0: 4.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 3 16 13 22 16:
Old : 28: 5 1 3 16 13 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 83.7 77.0 94.4 55.9 83.3 73.9 88.8
Old : 58.9 83.7 77.0 94.4 55.9 83.3 73.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,195: 17,845 135 615 27,280 45,160 45,740 45,910: 2,455 2,285
Old : 48,195: 17,845 135 615 27,280 45,160 45,740 45,910: 2,455 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 335: 325 -25 10 150 500 485 485: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 0.3 1.3 56.6 93.7 94.9 95.3: 5.1 4.7
Old : 100.0: 37.0 0.3 1.3 56.6 93.7 94.9 95.3: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 4 16 13 22 17:
Old : 28: 5 1 4 16 13 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 80.8 75.3 92.8 51.9 80.2 72.1 87.2
Old : 54.8 80.8 75.3 92.8 51.9 80.2 72.1 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,500: 20,265 15,300 1,945 39,205 44,495 61,415 61,740: 6,085 5,760
Old : 67,500: 20,265 15,300 1,945 39,205 44,495 61,415 61,740: 6,085 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 420: 0 0 100 420 420 520 520: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.7 2.9 58.1 65.9 91.0 91.5: 9.0 8.5
Old : 100.0: 30.0 22.7 2.9 58.1 65.9 91.0 91.5: 9.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 2 4 16 15 24 20:
Old : 32: 7 2 4 16 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 61.1 72.2 79.5 55.9 59.0 68.4 73.8
Old : 57.9 61.1 72.2 79.5 55.9 59.0 68.4 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,365: 16,395 15,300 1,945 38,170 39,340 56,510 56,585: 4,855 4,780
Old : 61,365: 16,395 15,300 1,945 38,170 39,340 56,510 56,585: 4,855 4,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 385: 0 0 100 420 420 520 520: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.9 3.2 62.2 64.1 92.1 92.2: 7.9 7.8
Old : 100.0: 26.7 24.9 3.2 62.2 64.1 92.1 92.2: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 2 4 16 15 24 20:
Old : 32: 7 2 4 16 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 64.5 70.9 80.5 53.8 62.9 65.5 73.7
Old : 57.2 64.5 70.9 80.5 53.8 62.9 65.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,502: 18,715 13,115 5,760 37,296 42,936 61,771 61,811: 2,731 2,691
Old : 64,502: 18,715 13,115 5,760 37,296 42,936 61,771 61,811: 2,731 2,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 460: -300 -75 325 410 185 435 435: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.3 8.9 57.8 66.6 95.8 95.8: 4.2 4.2
Old : 100.0: 29.0 20.3 8.9 57.8 66.6 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 4 20 13 25 17:
Old : 29: 2 3 4 20 13 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 68.8 78.1 87.7 54.2 62.1 69.9 75.4
Old : 56.1 68.8 78.1 87.7 54.2 62.1 69.9 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,311: 12,215 8,820 5,975 33,566 37,161 51,756 51,956: 2,555 2,355
Old : 54,311: 12,215 8,820 5,975 33,566 37,161 51,756 51,956: 2,555 2,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 735: 0 75 325 410 335 735 735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.2 11.0 61.8 68.4 95.3 95.7: 4.7 4.3
Old : 100.0: 22.5 16.2 11.0 61.8 68.4 95.3 95.7: 4.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 4 20 13 25 17:
Old : 29: 2 3 4 20 13 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 64.6 77.2 87.2 47.1 58.0 64.8 70.0
Old : 53.5 64.6 77.2 87.2 47.1 58.0 64.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 187,324: 1,600 50,832 8,530 132,793 83,502 142,923 142,864: 44,401 44,460
Old : 187,324: 1,600 50,832 8,530 132,793 83,502 142,923 142,864: 44,401 44,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,575: -25 1,600 -595 2,415 775 1,795 1,780: 780 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 27.1 4.6 70.9 44.6 76.3 76.3: 23.7 23.7
Old : 100.0: 0.9 27.1 4.6 70.9 44.6 76.3 76.3: 23.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 8 4 29 30 34 39:
Old : 44: 2 8 4 29 30 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 38.2 61.5 56.1 42.7 35.8 52.0 50.2
Old : 47.8 38.2 61.5 56.1 42.7 35.8 52.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 151,211: 1,500 37,562 9,120 104,486 68,375 115,106 115,057: 36,105 36,154
Old : 151,211: 1,500 37,562 9,120 104,486 68,375 115,106 115,057: 36,105 36,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,525: -25 1,700 -475 1,962 227 1,462 1,452: 1,063 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 24.8 6.0 69.1 45.2 76.1 76.1: 23.9 23.9
Old : 100.0: 1.0 24.8 6.0 69.1 45.2 76.1 76.1: 23.9 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 8 4 28 29 33 38:
Old : 44: 2 8 4 28 29 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 35.5 56.9 52.4 38.6 30.4 47.3 44.9
Old : 43.8 35.5 56.9 52.4 38.6 30.4 47.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,894: 3,338 2,900 8,055 51,616 52,144 63,009 63,099: 4,885 4,795
Old : 67,894: 3,338 2,900 8,055 51,616 52,144 63,009 63,099: 4,885 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 605: 2,270 -430 430 -2,110 590 590 590: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.3 11.9 76.0 76.8 92.8 92.9: 7.2 7.1
Old : 100.0: 4.9 4.3 11.9 76.0 76.8 92.8 92.9: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 16 19 19 22:
Old : 28: 3 1 2 16 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 46.1 80.2 74.2 39.1 36.1 50.4 50.1
Old : 59.6 46.1 80.2 74.2 39.1 36.1 50.4 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,420: 3,100 2,400 8,455 40,655 41,460 52,210 52,315: 6,210 6,105
Old : 58,420: 3,100 2,400 8,455 40,655 41,460 52,210 52,315: 6,210 6,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 775: 2,070 -630 630 -1,685 1,015 1,015 1,015: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.1 14.5 69.6 71.0 89.4 89.5: 10.6 10.5
Old : 100.0: 5.3 4.1 14.5 69.6 71.0 89.4 89.5: 10.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 19 20 21 23:
Old : 26: 2 1 2 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 45.4 70.6 75.0 32.0 34.9 42.6 46.5
Old : 52.0 45.4 70.6 75.0 32.0 34.9 42.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 42,480: 6,295 2,965 6,325 26,250 29,925 38,870 39,215: 3,610 3,265
Old : 42,480: 6,295 2,965 6,325 26,250 29,925 38,870 39,215: 3,610 3,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 100: -500 0 0 550 50 50 50: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.0 14.9 61.8 70.4 91.5 92.3: 8.5 7.7
Old : 100.0: 14.8 7.0 14.9 61.8 70.4 91.5 92.3: 8.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 17 19 21 22:
Old : 25: 3 1 3 17 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.4 76.1 70.2 35.7 32.7 45.0 45.7
Old : 54.4 48.4 76.1 70.2 35.7 32.7 45.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,320: 21,540 3,255 4,810 20,785 39,070 47,135 47,135: 3,185 3,185
Old : 50,320: 21,540 3,255 4,810 20,785 39,070 47,135 47,135: 3,185 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 0: -500 0 0 500 120 0 120: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 6.5 9.6 41.3 77.6 93.7 93.7: 6.3 6.3
Old : 100.0: 42.8 6.5 9.6 41.3 77.6 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 15 18 18 22:
Old : 24: 2 2 3 15 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 46.9 86.3 70.3 54.1 30.8 57.1 47.5
Old : 73.5 46.9 86.3 70.3 54.1 30.8 57.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 192,783: 11,615 3,500 7,990 142,838 151,583 162,443 163,073: 30,340 29,710
Old : 192,783: 11,615 3,500 7,990 142,838 151,583 162,443 163,073: 30,340 29,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 5,429: 50 2,200 0 5,437 3,560 5,487 5,760: -57 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.8 4.1 74.1 78.6 84.3 84.6: 15.7 15.4
Old : 100.0: 6.0 1.8 4.1 74.1 78.6 84.3 84.6: 15.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 3 29 31 35 34:
Old : 38: 3 3 3 29 31 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.9 58.1 66.5 24.7 27.5 32.1 35.0
Old : 39.7 46.9 58.1 66.5 24.7 27.5 32.1 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 132,150: 7,180 325 10,060 94,710 101,565 111,950 111,950: 20,200 20,200
Old : 132,150: 7,180 325 10,060 94,710 101,565 111,950 111,950: 20,200 20,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,415: -2,200 0 2,200 4,270 2,070 4,270 4,270: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.2 7.6 71.7 76.9 84.7 84.7: 15.3 15.3
Old : 100.0: 5.4 0.2 7.6 71.7 76.9 84.7 84.7: 15.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 25 27 29 30:
Old : 32: 3 1 3 25 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 42.7 56.3 62.2 23.9 30.1 30.9 34.1
Old : 34.8 42.7 56.3 62.2 23.9 30.1 30.9 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020