ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 83,041: 1,020 2,185 0 74,816 73,651 75,836 75,836: 7,205 7,205
Old : 83,041: 1,020 2,185 0 74,816 73,651 75,836 75,836: 7,205 7,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,970: 0 -620 0 -3,845 -3,225 -3,845 -3,845: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.6 0.0 90.1 88.7 91.3 91.3: 8.7 8.7
Old : 100.0: 1.2 2.6 0.0 90.1 88.7 91.3 91.3: 8.7 8.7
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: 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 : 74.7 57.4 84.2 80.2 73.1 54.8 79.9 74.9
Old : 74.7 57.4 84.2 80.2 73.1 54.8 79.9 74.9
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, October 06, 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 : 71,760: 840 2,525 0 64,648 63,155 65,488 65,680: 6,272 6,080
Old : 71,760: 840 2,525 0 64,648 63,155 65,488 65,680: 6,272 6,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,180: 0 -570 0 -3,070 -2,500 -3,070 -3,070: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.5 0.0 90.1 88.0 91.3 91.5: 8.7 8.5
Old : 100.0: 1.2 3.5 0.0 90.1 88.0 91.3 91.5: 8.7 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 : 26: 1 1 0 19 19 20 20:
Old : 26: 1 1 0 19 19 20 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 : 74.8 57.4 85.9 78.9 72.6 53.5 79.4 73.7
Old : 74.8 57.4 85.9 78.9 72.6 53.5 79.4 73.7
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, October 06, 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 : 23,910: 1,705 945 0 18,435 18,935 20,140 19,880: 3,770 4,030
Old : 23,910: 1,705 945 0 18,435 18,935 20,140 19,880: 3,770 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -990: -115 -15 0 -740 -830 -855 -845: -135 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.0 0.0 77.1 79.2 84.2 83.1: 15.8 16.9
Old : 100.0: 7.1 4.0 0.0 77.1 79.2 84.2 83.1: 15.8 16.9
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 : 22: 3 1 0 14 16 17 17:
Old : 22: 3 1 0 14 16 17 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 : 61.7 49.7 75.4 74.8 36.3 38.1 45.7 46.9
Old : 61.7 49.7 75.4 74.8 36.3 38.1 45.7 46.9
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, October 06, 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 : 60,029: 11,560 10,395 3,040 42,074 43,434 56,674 56,869: 3,355 3,160
Old : 60,029: 11,560 10,395 3,040 42,074 43,434 56,674 56,869: 3,355 3,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,640: 0 5 -145 -2,427 -2,437 -2,572 -2,577: -68 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.3 5.1 70.1 72.4 94.4 94.7: 5.6 5.3
Old : 100.0: 19.3 17.3 5.1 70.1 72.4 94.4 94.7: 5.6 5.3
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: 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 : 58.4 71.0 78.7 83.6 46.1 67.2 64.6 75.6
Old : 58.4 71.0 78.7 83.6 46.1 67.2 64.6 75.6
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, October 06, 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 : 40,359: 1,915 6,695 3,275 33,252 28,677 38,442 38,647: 1,917 1,712
Old : 40,359: 1,915 6,695 3,275 33,252 28,677 38,442 38,647: 1,917 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,540: -150 15 -15 -2,316 -2,476 -2,481 -2,476: -59 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 16.6 8.1 82.4 71.1 95.3 95.8: 4.7 4.2
Old : 100.0: 4.7 16.6 8.1 82.4 71.1 95.3 95.8: 4.7 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 : 24: 1 2 3 16 15 19 18:
Old : 24: 1 2 3 16 15 19 18:
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 69.1 85.0 85.8 50.0 66.0 65.7 73.0
Old : 59.6 69.1 85.0 85.8 50.0 66.0 65.7 73.0
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, October 06, 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 : 22,391: 0 2,735 1,800 18,520 16,190 20,320 20,725: 2,071 1,666
Old : 22,391: 0 2,735 1,800 18,520 16,190 20,320 20,725: 2,071 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 1,570: 0 -185 0 1,530 1,717 1,530 1,532: 40 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 8.0 82.7 72.3 90.8 92.6: 9.2 7.4
Old : 100.0: 0.0 12.2 8.0 82.7 72.3 90.8 92.6: 9.2 7.4
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 : 21: 0 2 1 18 13 19 15:
Old : 21: 0 2 1 18 13 19 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 : 55.8 61.7 75.1 85.4 49.1 57.7 58.7 63.6
Old : 55.8 61.7 75.1 85.4 49.1 57.7 58.7 63.6
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, October 06, 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 : 89,624: 14,675 2,110 2,055 56,879 69,394 73,609 73,559: 16,015 16,065
Old : 89,624: 14,675 2,110 2,055 56,879 69,394 73,609 73,559: 16,015 16,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,004: 970 -308 -605 -1,544 -306 -1,179 -1,219: -825 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.4 2.3 63.5 77.4 82.1 82.1: 17.9 17.9
Old : 100.0: 16.4 2.4 2.3 63.5 77.4 82.1 82.1: 17.9 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 : 30: 2 2 2 18 23 21 26:
Old : 30: 2 2 2 18 23 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 : 57.4 50.7 72.6 66.8 54.6 48.8 59.9 55.2
Old : 57.4 50.7 72.6 66.8 54.6 48.8 59.9 55.2
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, October 06, 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 : 87,004: 15,440 4,350 1,445 55,424 66,484 72,309 72,279: 14,695 14,725
Old : 87,004: 15,440 4,350 1,445 55,424 66,484 72,309 72,279: 14,695 14,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,640: 935 -250 -360 -1,560 -375 -985 -985: -655 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.0 1.7 63.7 76.4 83.1 83.1: 16.9 16.9
Old : 100.0: 17.7 5.0 1.7 63.7 76.4 83.1 83.1: 16.9 16.9
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 : 30: 3 2 3 17 22 21 26:
Old : 30: 3 2 3 17 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 : 54.1 47.3 73.0 67.1 51.8 44.8 58.6 54.7
Old : 54.1 47.3 73.0 67.1 51.8 44.8 58.6 54.7
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, October 06, 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 : 22,050: 800 11,520 2,215 14,922 4,617 17,937 18,352: 4,113 3,698
Old : 22,050: 800 11,520 2,215 14,922 4,617 17,937 18,352: 4,113 3,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,251: -25 95 -550 -191 -316 -766 -771: -485 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 52.2 10.0 67.7 20.9 81.3 83.2: 18.7 16.8
Old : 100.0: 3.6 52.2 10.0 67.7 20.9 81.3 83.2: 18.7 16.8
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 : 26: 1 6 4 17 11 22 17:
Old : 26: 1 6 4 17 11 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 : 36.4 63.7 59.3 74.0 33.1 53.7 50.9 63.0
Old : 36.4 63.7 59.3 74.0 33.1 53.7 50.9 63.0
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, October 06, 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 : 21,785: 800 10,945 2,315 14,962 5,232 18,077 18,492: 3,708 3,293
Old : 21,785: 800 10,945 2,315 14,962 5,232 18,077 18,492: 3,708 3,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,276: -25 120 -575 -191 -341 -791 -796: -485 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 50.2 10.6 68.7 24.0 83.0 84.9: 17.0 15.1
Old : 100.0: 3.7 50.2 10.6 68.7 24.0 83.0 84.9: 17.0 15.1
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 : 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 : 36.6 62.3 60.1 75.1 32.0 51.7 49.1 61.1
Old : 36.6 62.3 60.1 75.1 32.0 51.7 49.1 61.1
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, October 06, 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 : 68,660: 31,070 100 0 35,655 66,380 66,725 66,480: 1,935 2,180
Old : 68,660: 31,070 100 0 35,655 66,380 66,725 66,480: 1,935 2,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,750: -2,090 100 0 255 -1,920 -1,835 -1,820: 85 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 0.1 0.0 51.9 96.7 97.2 96.8: 2.8 3.2
Old : 100.0: 45.3 0.1 0.0 51.9 96.7 97.2 96.8: 2.8 3.2
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 : 24: 3 1 0 13 16 16 17:
Old : 24: 3 1 0 13 16 16 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 : 75.1 85.1 93.4 92.2 73.3 81.9 88.3 86.8
Old : 75.1 85.1 93.4 92.2 73.3 81.9 88.3 86.8
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, October 06, 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 : 67,860: 30,445 300 0 35,845 65,740 66,290 66,040: 1,570 1,820
Old : 67,860: 30,445 300 0 35,845 65,740 66,290 66,040: 1,570 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,115: -1,840 300 0 -235 -2,340 -2,075 -2,040: -40 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.4 0.0 52.8 96.9 97.7 97.3: 2.3 2.7
Old : 100.0: 44.9 0.4 0.0 52.8 96.9 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 : 21: 3 1 0 14 13 17 14:
Old : 21: 3 1 0 14 13 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 : 75.7 88.4 93.9 95.0 75.5 86.5 90.1 89.6
Old : 75.7 88.4 93.9 95.0 75.5 86.5 90.1 89.6
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, October 06, 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 : 55,085: 24,370 0 335 27,840 52,525 52,545 52,860: 2,540 2,225
Old : 55,085: 24,370 0 335 27,840 52,525 52,545 52,860: 2,540 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,455: -400 -210 120 -2,035 -2,220 -2,315 -2,310: -140 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 0.0 0.6 50.5 95.4 95.4 96.0: 4.6 4.0
Old : 100.0: 44.2 0.0 0.6 50.5 95.4 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 0 3 17 13 22 16:
Old : 28: 5 0 3 17 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 : 57.4 83.6 76.2 94.6 53.5 83.2 72.1 87.9
Old : 57.4 83.6 76.2 94.6 53.5 83.2 72.1 87.9
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, October 06, 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 : 46,915: 17,420 0 685 26,305 43,905 44,410 44,590: 2,505 2,325
Old : 46,915: 17,420 0 685 26,305 43,905 44,410 44,590: 2,505 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,005: -25 -135 70 -1,925 -1,805 -1,880 -1,870: -125 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 0.0 1.5 56.1 93.6 94.7 95.0: 5.3 5.0
Old : 100.0: 37.1 0.0 1.5 56.1 93.6 94.7 95.0: 5.3 5.0
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 : 27: 5 0 3 16 13 21 16:
Old : 27: 5 0 3 16 13 21 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 : 53.1 80.5 74.5 92.7 49.1 79.9 70.2 86.2
Old : 53.1 80.5 74.5 92.7 49.1 79.9 70.2 86.2
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, October 06, 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 : 64,255: 19,085 15,595 1,450 38,060 42,035 58,595 59,080: 5,660 5,175
Old : 64,255: 19,085 15,595 1,450 38,060 42,035 58,595 59,080: 5,660 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,045: -1,055 395 -495 -2,070 -3,360 -3,620 -3,460: -425 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.3 2.3 59.2 65.4 91.2 91.9: 8.8 8.1
Old : 100.0: 29.7 24.3 2.3 59.2 65.4 91.2 91.9: 8.8 8.1
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 : 31: 6 3 3 15 15 22 20:
Old : 31: 6 3 3 15 15 22 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 : 58.4 62.7 73.6 80.7 56.4 59.2 69.6 74.7
Old : 58.4 62.7 73.6 80.7 56.4 59.2 69.6 74.7
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, October 06, 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 : 58,340: 15,560 15,595 1,450 36,880 37,085 53,890 54,130: 4,450 4,210
Old : 58,340: 15,560 15,595 1,450 36,880 37,085 53,890 54,130: 4,450 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,825: -710 395 -495 -2,215 -3,155 -3,420 -3,255: -405 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.7 2.5 63.2 63.6 92.4 92.8: 7.6 7.2
Old : 100.0: 26.7 26.7 2.5 63.2 63.6 92.4 92.8: 7.6 7.2
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 : 31: 6 3 3 15 15 22 20:
Old : 31: 6 3 3 15 15 22 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 : 56.8 66.1 73.0 81.9 53.8 63.1 67.3 75.1
Old : 56.8 66.1 73.0 81.9 53.8 63.1 67.3 75.1
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, October 06, 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 : 62,267: 17,880 12,670 5,370 36,566 41,806 59,816 59,846: 2,451 2,421
Old : 62,267: 17,880 12,670 5,370 36,566 41,806 59,816 59,846: 2,451 2,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,470: -1,235 -670 -90 -870 -1,445 -2,195 -2,205: -275 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.3 8.6 58.7 67.1 96.1 96.1: 3.9 3.9
Old : 100.0: 28.7 20.3 8.6 58.7 67.1 96.1 96.1: 3.9 3.9
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 : 30: 2 3 4 21 12 26 16:
Old : 30: 2 3 4 21 12 26 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 : 55.9 68.0 79.0 87.8 54.1 61.0 69.7 75.1
Old : 55.9 68.0 79.0 87.8 54.1 61.0 69.7 75.1
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, October 06, 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 : 53,561: 12,555 8,465 5,680 32,923 37,193 51,158 51,338: 2,403 2,223
Old : 53,561: 12,555 8,465 5,680 32,923 37,193 51,158 51,338: 2,403 2,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,315: 40 -730 0 -1,208 -458 -1,168 -1,188: -147 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.8 10.6 61.5 69.4 95.5 95.8: 4.5 4.2
Old : 100.0: 23.4 15.8 10.6 61.5 69.4 95.5 95.8: 4.5 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 : 30: 2 3 5 21 12 26 17:
Old : 30: 2 3 5 21 12 26 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 : 54.0 63.8 77.7 87.2 47.8 57.7 65.0 70.2
Old : 54.0 63.8 77.7 87.2 47.8 57.7 65.0 70.2
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, October 06, 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 : 184,411: 1,645 50,179 8,490 131,627 83,074 141,762 141,743: 42,649 42,668
Old : 184,411: 1,645 50,179 8,490 131,627 83,074 141,762 141,743: 42,649 42,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -5,683: -105 -78 -300 -3,030 -3,017 -3,435 -3,395: -2,248 -2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 27.2 4.6 71.4 45.0 76.9 76.9: 23.1 23.1
Old : 100.0: 0.9 27.2 4.6 71.4 45.0 76.9 76.9: 23.1 23.1
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 : 42: 2 7 4 27 30 32 38:
Old : 42: 2 7 4 27 30 32 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 : 47.8 39.4 61.7 56.4 42.4 35.5 52.5 50.7
Old : 47.8 39.4 61.7 56.4 42.4 35.5 52.5 50.7
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, October 06, 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 : 150,428: 1,595 39,074 9,220 104,906 67,433 115,721 115,727: 34,707 34,701
Old : 150,428: 1,595 39,074 9,220 104,906 67,433 115,721 115,727: 34,707 34,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,958: -55 2,062 -260 -793 -2,880 -1,108 -1,078: -1,850 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 26.0 6.1 69.7 44.8 76.9 76.9: 23.1 23.1
Old : 100.0: 1.1 26.0 6.1 69.7 44.8 76.9 76.9: 23.1 23.1
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 : 42: 2 7 4 26 30 31 38:
Old : 42: 2 7 4 26 30 31 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 : 44.6 37.3 57.9 54.4 39.8 32.4 49.3 46.8
Old : 44.6 37.3 57.9 54.4 39.8 32.4 49.3 46.8
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, October 06, 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 : 66,371: 2,930 2,555 7,650 50,951 51,406 61,531 61,611: 4,840 4,760
Old : 66,371: 2,930 2,555 7,650 50,951 51,406 61,531 61,611: 4,840 4,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,423: -408 -345 -405 -1,525 -1,598 -2,338 -2,348: -85 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.8 11.5 76.8 77.5 92.7 92.8: 7.3 7.2
Old : 100.0: 4.4 3.8 11.5 76.8 77.5 92.7 92.8: 7.3 7.2
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 1 2 16 19 18 22:
Old : 27: 2 1 2 16 19 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 : 58.8 45.6 80.0 75.3 38.8 37.0 49.6 49.6
Old : 58.8 45.6 80.0 75.3 38.8 37.0 49.6 49.6
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, October 06, 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 : 57,050: 2,885 2,080 8,075 40,200 41,100 51,160 51,255: 5,890 5,795
Old : 57,050: 2,885 2,080 8,075 40,200 41,100 51,160 51,255: 5,890 5,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,290: -215 -320 -380 -1,345 -1,250 -1,940 -1,950: -350 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.6 14.2 70.5 72.0 89.7 89.8: 10.3 10.2
Old : 100.0: 5.1 3.6 14.2 70.5 72.0 89.7 89.8: 10.3 10.2
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 : 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 : 52.3 46.3 70.7 75.9 32.6 35.7 42.8 47.0
Old : 52.3 46.3 70.7 75.9 32.6 35.7 42.8 47.0
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, October 06, 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 : 42,495: 6,360 3,000 5,925 26,630 30,275 38,915 39,200: 3,580 3,295
Old : 42,495: 6,360 3,000 5,925 26,630 30,275 38,915 39,200: 3,580 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -275: 65 35 -400 -15 0 -350 -365: 75 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.1 13.9 62.7 71.2 91.6 92.2: 8.4 7.8
Old : 100.0: 15.0 7.1 13.9 62.7 71.2 91.6 92.2: 8.4 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 : 25: 3 1 3 18 18 22 21:
Old : 25: 3 1 3 18 18 22 21:
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 48.1 77.1 71.4 38.6 31.9 48.0 46.0
Old : 56.1 48.1 77.1 71.4 38.6 31.9 48.0 46.0
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, October 06, 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 : 50,305: 21,355 3,130 4,670 20,910 39,345 46,935 47,145: 3,370 3,160
Old : 50,305: 21,355 3,130 4,670 20,910 39,345 46,935 47,145: 3,370 3,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -295: -185 -125 -140 -190 -40 -515 -305: 220 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 6.2 9.3 41.6 78.2 93.3 93.7: 6.7 6.3
Old : 100.0: 42.5 6.2 9.3 41.6 78.2 93.3 93.7: 6.7 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 : 23: 2 2 3 14 18 17 22:
Old : 23: 2 2 3 14 18 17 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 : 74.4 46.6 87.1 69.9 55.4 31.5 57.9 47.3
Old : 74.4 46.6 87.1 69.9 55.4 31.5 57.9 47.3
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, October 06, 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 : 189,174: 11,395 950 9,555 141,574 152,530 162,524 163,035: 26,650 26,139
Old : 189,174: 11,395 950 9,555 141,574 152,530 162,524 163,035: 26,650 26,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,313: -425 -2,505 1,520 -1,844 129 -749 -856: -3,563 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.5 5.1 74.8 80.6 85.9 86.2: 14.1 13.8
Old : 100.0: 6.0 0.5 5.1 74.8 80.6 85.9 86.2: 14.1 13.8
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 : 38: 5 1 3 29 30 35 33:
Old : 38: 5 1 3 29 30 35 33:
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 : 39.6 46.7 58.2 66.2 27.2 27.9 34.1 37.2
Old : 39.6 46.7 58.2 66.2 27.2 27.9 34.1 37.2
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, October 06, 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 : 127,865: 9,380 280 9,760 89,855 98,970 108,995 109,010: 18,870 18,855
Old : 127,865: 9,380 280 9,760 89,855 98,970 108,995 109,010: 18,870 18,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,620: 2,200 -45 -300 -4,000 -1,740 -2,100 -2,085: -1,520 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.2 7.6 70.3 77.4 85.2 85.3: 14.8 14.7
Old : 100.0: 7.3 0.2 7.6 70.3 77.4 85.2 85.3: 14.8 14.7
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 : 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 : 38.1 42.2 58.2 61.9 25.2 29.7 35.0 36.6
Old : 38.1 42.2 58.2 61.9 25.2 29.7 35.0 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020