ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 88,592: 1,020 3,430 0 80,207 77,797 81,227 81,227: 7,365 7,365
Old : 88,592: 1,020 3,430 0 80,207 77,797 81,227 81,227: 7,365 7,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,050: 360 0 0 1,595 1,955 1,955 1,955: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.9 0.0 90.5 87.8 91.7 91.7: 8.3 8.3
Old : 100.0: 1.2 3.9 0.0 90.5 87.8 91.7 91.7: 8.3 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 : 29: 1 2 0 19 21 20 23:
Old : 29: 1 2 0 19 21 20 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 : 75.8 55.7 85.1 79.5 73.9 53.3 80.7 74.7
Old : 75.8 55.7 85.1 79.5 73.9 53.3 80.7 74.7
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 01, 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 : 75,383: 840 3,850 0 68,408 65,398 69,248 69,248: 6,135 6,135
Old : 75,383: 840 3,850 0 68,408 65,398 69,248 69,248: 6,135 6,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,060: 360 0 0 1,555 1,915 1,915 1,915: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.1 0.0 90.7 86.8 91.9 91.9: 8.1 8.1
Old : 100.0: 1.1 5.1 0.0 90.7 86.8 91.9 91.9: 8.1 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 : 29: 1 1 0 22 20 23 21:
Old : 29: 1 1 0 22 20 23 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 : 74.8 57.7 85.7 79.1 73.4 54.3 79.3 73.7
Old : 74.8 57.7 85.7 79.1 73.4 54.3 79.3 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, September 01, 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 : 25,985: 1,310 975 0 20,290 20,345 21,600 21,320: 4,385 4,665
Old : 25,985: 1,310 975 0 20,290 20,345 21,600 21,320: 4,385 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,305: 0 0 0 195 195 195 195: 1,110 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.8 0.0 78.1 78.3 83.1 82.0: 16.9 18.0
Old : 100.0: 5.0 3.8 0.0 78.1 78.3 83.1 82.0: 16.9 18.0
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 : 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 : 64.2 46.8 74.8 71.7 41.2 39.1 48.1 50.0
Old : 64.2 46.8 74.8 71.7 41.2 39.1 48.1 50.0
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 01, 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 : 62,639: 11,620 10,535 3,310 44,146 45,496 59,076 59,341: 3,563 3,298
Old : 62,639: 11,620 10,535 3,310 44,146 45,496 59,076 59,341: 3,563 3,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,312: 0 1,740 -120 1,285 -455 1,165 1,165: 147 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.8 5.3 70.5 72.6 94.3 94.7: 5.7 5.3
Old : 100.0: 18.6 16.8 5.3 70.5 72.6 94.3 94.7: 5.7 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 : 26: 2 2 2 18 18 21 21:
Old : 26: 2 2 2 18 18 21 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 : 57.0 73.2 78.9 85.1 46.5 66.7 64.5 73.3
Old : 57.0 73.2 78.9 85.1 46.5 66.7 64.5 73.3
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 01, 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 : 42,381: 2,215 6,975 3,315 34,648 30,163 40,178 40,453: 2,203 1,928
Old : 42,381: 2,215 6,975 3,315 34,648 30,163 40,178 40,453: 2,203 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 845: 0 1,740 0 843 -897 843 843: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 16.5 7.8 81.8 71.2 94.8 95.5: 5.2 4.5
Old : 100.0: 5.2 16.5 7.8 81.8 71.2 94.8 95.5: 5.2 4.5
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 : 24: 1 2 3 17 17 20 20:
Old : 24: 1 2 3 17 17 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 : 65.1 70.3 85.4 85.1 55.6 66.3 69.4 72.6
Old : 65.1 70.3 85.4 85.1 55.6 66.3 69.4 72.6
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 01, 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 : 21,746: 0 3,155 1,800 18,285 15,310 20,085 20,265: 1,661 1,481
Old : 21,746: 0 3,155 1,800 18,285 15,310 20,085 20,265: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 8.3 84.1 70.4 92.4 93.2: 7.6 6.8
Old : 100.0: 0.0 14.5 8.3 84.1 70.4 92.4 93.2: 7.6 6.8
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 : 21: 0 2 1 17 14 18 16:
Old : 21: 0 2 1 17 14 18 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 : 56.1 62.7 78.2 84.1 51.5 53.6 61.0 63.8
Old : 56.1 62.7 78.2 84.1 51.5 53.6 61.0 63.8
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 01, 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 : 94,738: 13,395 2,578 2,770 60,943 71,745 77,108 77,093: 17,630 17,645
Old : 94,738: 13,395 2,578 2,770 60,943 71,745 77,108 77,093: 17,630 17,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -165: 0 200 -15 -190 -390 -205 -205: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.7 2.9 64.3 75.7 81.4 81.4: 18.6 18.6
Old : 100.0: 14.1 2.7 2.9 64.3 75.7 81.4 81.4: 18.6 18.6
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 19 22 22 27:
Old : 30: 1 4 3 19 22 22 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 : 56.6 48.8 71.2 64.6 52.5 46.9 58.6 53.9
Old : 56.6 48.8 71.2 64.6 52.5 46.9 58.6 53.9
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 01, 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 : 90,484: 14,420 4,910 1,810 58,264 67,734 74,494 74,454: 15,990 16,030
Old : 90,484: 14,420 4,910 1,810 58,264 67,734 74,494 74,454: 15,990 16,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -400: -70 130 55 -325 -525 -340 -340: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.4 2.0 64.4 74.9 82.3 82.3: 17.7 17.7
Old : 100.0: 15.9 5.4 2.0 64.4 74.9 82.3 82.3: 17.7 17.7
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 : 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 : 54.1 45.8 72.9 65.4 50.9 42.7 58.0 53.8
Old : 54.1 45.8 72.9 65.4 50.9 42.7 58.0 53.8
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 01, 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 : 22,792: 2,955 12,590 945 14,613 5,408 18,513 18,943: 4,279 3,849
Old : 22,792: 2,955 12,590 945 14,613 5,408 18,513 18,943: 4,279 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 130: 0 175 -15 60 -115 45 45: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 55.2 4.1 64.1 23.7 81.2 83.1: 18.8 16.9
Old : 100.0: 13.0 55.2 4.1 64.1 23.7 81.2 83.1: 18.8 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 : 26: 2 5 4 18 10 23 16:
Old : 26: 2 5 4 18 10 23 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 : 37.5 63.4 58.9 74.5 35.3 58.3 56.2 67.0
Old : 37.5 63.4 58.9 74.5 35.3 58.3 56.2 67.0
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, September 01, 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 : 22,352: 2,955 11,620 1,205 14,284 6,049 18,444 18,874: 3,908 3,478
Old : 22,352: 2,955 11,620 1,205 14,284 6,049 18,444 18,874: 3,908 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 70: 0 175 -15 35 -140 20 20: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 52.0 5.4 63.9 27.1 82.5 84.4: 17.5 15.6
Old : 100.0: 13.2 52.0 5.4 63.9 27.1 82.5 84.4: 17.5 15.6
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 5 4 18 10 23 16:
Old : 26: 2 5 4 18 10 23 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 : 37.6 64.3 58.6 75.7 35.1 55.2 55.8 65.9
Old : 37.6 64.3 58.6 75.7 35.1 55.2 55.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 29,198: 10,940 5,325 995 15,451 21,801 27,386 28,121: 1,812 1,077
Old : 29,198: 10,940 5,325 995 15,451 21,801 27,386 28,121: 1,812 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 18.2 3.4 52.9 74.7 93.8 96.3: 6.2 3.7
Old : 100.0: 37.5 18.2 3.4 52.9 74.7 93.8 96.3: 6.2 3.7
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: 1 3 1 13 8 15 11:
Old : 20: 1 3 1 13 8 15 11:
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 : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
Old : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
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 01, 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 : 73,487: 35,950 0 0 35,515 71,105 71,465 71,105: 2,022 2,382
Old : 73,487: 35,950 0 0 35,515 71,105 71,465 71,105: 2,022 2,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 625: 600 0 0 25 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 0.0 0.0 48.3 96.8 97.2 96.8: 2.8 3.2
Old : 100.0: 48.9 0.0 0.0 48.3 96.8 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: 4 0 0 13 15 17 15:
Old : 24: 4 0 0 13 15 17 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 : 75.4 87.2 92.9 93.3 75.2 84.1 90.6 89.3
Old : 75.4 87.2 92.9 93.3 75.2 84.1 90.6 89.3
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 01, 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 : 72,510: 34,675 0 0 36,145 70,500 70,820 70,500: 1,690 2,010
Old : 72,510: 34,675 0 0 36,145 70,500 70,820 70,500: 1,690 2,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 625: 600 0 0 25 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 0.0 0.0 49.8 97.2 97.7 97.2: 2.3 2.8
Old : 100.0: 47.8 0.0 0.0 49.8 97.2 97.7 97.2: 2.3 2.8
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 : 20: 4 0 0 14 12 18 12:
Old : 20: 4 0 0 14 12 18 12:
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 : 76.3 91.0 93.7 95.8 75.9 89.2 92.0 92.1
Old : 76.3 91.0 93.7 95.8 75.9 89.2 92.0 92.1
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 01, 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 : 59,155: 25,625 295 175 30,515 56,150 56,315 56,620: 2,840 2,535
Old : 59,155: 25,625 295 175 30,515 56,150 56,315 56,620: 2,840 2,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 970: 675 0 0 -5 670 670 670: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 0.5 0.3 51.6 94.9 95.2 95.7: 4.8 4.3
Old : 100.0: 43.3 0.5 0.3 51.6 94.9 95.2 95.7: 4.8 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 : 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 : 59.0 82.8 76.8 94.1 56.0 82.4 73.5 88.2
Old : 59.0 82.8 76.8 94.1 56.0 82.4 73.5 88.2
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 01, 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 : 50,115: 17,900 220 575 29,150 46,990 47,625 47,785: 2,490 2,330
Old : 50,115: 17,900 220 575 29,150 46,990 47,625 47,785: 2,490 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 855: 650 -25 50 -155 520 545 545: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 0.4 1.1 58.2 93.8 95.0 95.4: 5.0 4.6
Old : 100.0: 35.7 0.4 1.1 58.2 93.8 95.0 95.4: 5.0 4.6
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 17 13 23 17:
Old : 28: 5 1 4 17 13 23 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 : 54.5 80.1 75.4 92.8 51.4 79.4 72.0 86.9
Old : 54.5 80.1 75.4 92.8 51.4 79.4 72.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 17,230: 2,170 3,640 530 11,160 10,060 13,860 14,230: 3,370 3,000
Old : 17,230: 2,170 3,640 530 11,160 10,060 13,860 14,230: 3,370 3,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 100: 0 0 0 100 0 100 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 21.1 3.1 64.8 58.4 80.4 82.6: 19.6 17.4
Old : 100.0: 12.6 21.1 3.1 64.8 58.4 80.4 82.6: 19.6 17.4
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 : 20: 2 3 1 11 9 13 13:
Old : 20: 2 3 1 11 9 13 13:
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 : 48.6 64.2 71.7 80.7 45.3 64.2 66.1 73.9
Old : 48.6 64.2 71.7 80.7 45.3 64.2 66.1 73.9
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 01, 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 : 69,395: 19,255 15,675 2,045 41,690 45,610 62,990 63,330: 6,405 6,065
Old : 69,395: 19,255 15,675 2,045 41,690 45,610 62,990 63,330: 6,405 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,245: 1,020 -1,800 175 -45 2,775 1,150 1,150: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.6 2.9 60.1 65.7 90.8 91.3: 9.2 8.7
Old : 100.0: 27.7 22.6 2.9 60.1 65.7 90.8 91.3: 9.2 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 : 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 : 59.9 63.3 73.4 79.4 57.5 62.2 68.8 75.6
Old : 59.9 63.3 73.4 79.4 57.5 62.2 68.8 75.6
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 01, 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 : 63,050: 15,315 15,675 2,045 40,765 40,490 58,125 58,210: 4,925 4,840
Old : 63,050: 15,315 15,675 2,045 40,765 40,490 58,125 58,210: 4,925 4,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,335: 1,020 -1,800 175 160 2,980 1,355 1,355: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.9 3.2 64.7 64.2 92.2 92.3: 7.8 7.7
Old : 100.0: 24.3 24.9 3.2 64.7 64.2 92.2 92.3: 7.8 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 : 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 : 59.9 66.4 72.4 80.7 54.6 65.2 65.8 76.1
Old : 59.9 66.4 72.4 80.7 54.6 65.2 65.8 76.1
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, September 01, 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 : 66,572: 19,730 13,420 5,500 38,194 44,559 63,424 63,479: 3,148 3,093
Old : 66,572: 19,730 13,420 5,500 38,194 44,559 63,424 63,479: 3,148 3,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,495: 1,100 70 50 395 1,425 1,545 1,545: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.2 8.3 57.4 66.9 95.3 95.4: 4.7 4.6
Old : 100.0: 29.6 20.2 8.3 57.4 66.9 95.3 95.4: 4.7 4.6
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 3 4 20 13 26 17:
Old : 30: 3 3 4 20 13 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 : 56.4 69.4 77.4 87.3 55.0 63.6 70.9 77.3
Old : 56.4 69.4 77.4 87.3 55.0 63.6 70.9 77.3
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 01, 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 : 55,721: 11,655 9,255 5,690 35,608 38,233 52,953 53,178: 2,768 2,543
Old : 55,721: 11,655 9,255 5,690 35,608 38,233 52,953 53,178: 2,768 2,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,550: 900 20 0 650 1,530 1,550 1,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.6 10.2 63.9 68.6 95.0 95.4: 5.0 4.6
Old : 100.0: 20.9 16.6 10.2 63.9 68.6 95.0 95.4: 5.0 4.6
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 3 4 20 13 26 17:
Old : 30: 3 3 4 20 13 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 : 51.6 64.4 76.8 87.0 45.6 57.4 63.6 69.3
Old : 51.6 64.4 76.8 87.0 45.6 57.4 63.6 69.3
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 01, 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 : 193,722: 1,695 51,000 9,320 136,372 87,023 147,387 147,343: 46,335 46,379
Old : 193,722: 1,695 51,000 9,320 136,372 87,023 147,387 147,343: 46,335 46,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,795: 20 4,370 -2,685 3,899 -415 1,234 1,270: 561 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 26.3 4.8 70.4 44.9 76.1 76.1: 23.9 23.9
Old : 100.0: 0.9 26.3 4.8 70.4 44.9 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 : 43: 2 8 4 28 30 33 39:
Old : 43: 2 8 4 28 30 33 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 : 47.2 37.5 61.3 55.7 41.0 35.6 50.6 48.9
Old : 47.2 37.5 61.3 55.7 41.0 35.6 50.6 48.9
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 01, 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 : 155,203: 1,500 36,130 9,590 107,191 72,522 118,281 118,242: 36,922 36,961
Old : 155,203: 1,500 36,130 9,590 107,191 72,522 118,281 118,242: 36,922 36,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,048: -515 3,735 -1,825 3,762 -452 1,422 1,458: 626 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 23.3 6.2 69.1 46.7 76.2 76.2: 23.8 23.8
Old : 100.0: 1.0 23.3 6.2 69.1 46.7 76.2 76.2: 23.8 23.8
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 : 43: 2 8 4 27 30 32 39:
Old : 43: 2 8 4 27 30 32 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 : 43.9 34.8 57.5 51.2 38.1 29.1 45.5 42.9
Old : 43.9 34.8 57.5 51.2 38.1 29.1 45.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 23,325: 2,100 250 0 20,200 21,810 22,300 22,060: 1,025 1,265
Old : 23,325: 2,100 250 0 20,200 21,810 22,300 22,060: 1,025 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 0: 0 0 0 300 0 300 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.1 0.0 86.6 93.5 95.6 94.6: 4.4 5.4
Old : 100.0: 9.0 1.1 0.0 86.6 93.5 95.6 94.6: 4.4 5.4
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: 1 1 0 13 14 14 15:
Old : 21: 1 1 0 13 14 14 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 : 71.3 80.6 88.3 90.8 62.1 76.4 78.9 80.4
Old : 71.3 80.6 88.3 90.8 62.1 76.4 78.9 80.4
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 01, 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 : 69,644: 1,198 3,530 8,150 55,276 53,039 64,624 64,719: 5,020 4,925
Old : 69,644: 1,198 3,530 8,150 55,276 53,039 64,624 64,719: 5,020 4,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 950: 0 0 0 675 675 675 675: 275 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.1 11.7 79.4 76.2 92.8 92.9: 7.2 7.1
Old : 100.0: 1.7 5.1 11.7 79.4 76.2 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: 2 2 2 16 19 19 22:
Old : 28: 2 2 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 : 60.9 47.9 80.2 73.1 42.8 37.8 53.0 52.8
Old : 60.9 47.9 80.2 73.1 42.8 37.8 53.0 52.8
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 01, 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 : 60,007: 1,150 3,155 8,325 43,612 41,862 53,087 53,342: 6,920 6,665
Old : 60,007: 1,150 3,155 8,325 43,612 41,862 53,087 53,342: 6,920 6,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 950: 0 0 0 790 790 790 790: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.3 13.9 72.7 69.8 88.5 88.9: 11.5 11.1
Old : 100.0: 1.9 5.3 13.9 72.7 69.8 88.5 88.9: 11.5 11.1
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: 2 2 2 18 19 21 22:
Old : 26: 2 2 2 18 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 : 51.8 47.6 69.9 73.7 36.0 35.6 45.8 49.3
Old : 51.8 47.6 69.9 73.7 36.0 35.6 45.8 49.3
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 01, 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 : 44,447: 6,605 2,520 6,850 27,087 31,642 40,542 41,012: 3,905 3,435
Old : 44,447: 6,605 2,520 6,850 27,087 31,642 40,542 41,012: 3,905 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -155: 0 300 -105 60 60 -45 255: -110 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 5.7 15.4 60.9 71.2 91.2 92.3: 8.8 7.7
Old : 100.0: 14.9 5.7 15.4 60.9 71.2 91.2 92.3: 8.8 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: 4 1 3 16 19 21 22:
Old : 25: 4 1 3 16 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 50.4 75.1 71.6 35.8 32.5 44.4 46.1
Old : 54.4 50.4 75.1 71.6 35.8 32.5 44.4 46.1
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 01, 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 : 50,380: 22,325 2,780 5,000 19,830 39,390 47,155 47,170: 3,225 3,210
Old : 50,380: 22,325 2,780 5,000 19,830 39,390 47,155 47,170: 3,225 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -20: 0 300 -125 50 50 -75 225: 55 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 5.5 9.9 39.4 78.2 93.6 93.6: 6.4 6.4
Old : 100.0: 44.3 5.5 9.9 39.4 78.2 93.6 93.6: 6.4 6.4
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 : 22: 2 1 3 15 17 18 20:
Old : 22: 2 1 3 15 17 18 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 : 75.9 45.2 87.6 71.3 54.7 30.2 57.3 48.5
Old : 75.9 45.2 87.6 71.3 54.7 30.2 57.3 48.5
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 01, 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 : 191,046: 11,645 1,220 8,615 138,785 149,644 159,045 159,479: 32,001 31,567
Old : 191,046: 11,645 1,220 8,615 138,785 149,644 159,045 159,479: 32,001 31,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,215: 1,160 -300 250 2,261 3,656 3,671 3,606: 544 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.6 4.5 72.6 78.3 83.2 83.5: 16.8 16.5
Old : 100.0: 6.1 0.6 4.5 72.6 78.3 83.2 83.5: 16.8 16.5
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 : 38: 3 4 3 29 30 35 34:
Old : 38: 3 4 3 29 30 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 : 39.6 47.6 58.2 65.0 25.1 28.9 34.0 35.6
Old : 39.6 47.6 58.2 65.0 25.1 28.9 34.0 35.6
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 01, 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 : 130,065: 9,515 470 8,185 91,885 100,915 109,585 109,570: 20,480 20,495
Old : 130,065: 9,515 470 8,185 91,885 100,915 109,585 109,570: 20,480 20,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,440: 560 -300 250 870 1,780 1,680 1,730: 760 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.4 6.3 70.6 77.6 84.3 84.2: 15.7 15.8
Old : 100.0: 7.3 0.4 6.3 70.6 77.6 84.3 84.2: 15.7 15.8
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 : 33: 3 2 3 26 28 30 32:
Old : 33: 3 2 3 26 28 30 32:
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 : 34.7 40.1 57.4 60.6 22.2 29.1 30.8 34.9
Old : 34.7 40.1 57.4 60.6 22.2 29.1 30.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020