ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 84,773: 1,020 2,805 0 76,373 74,588 77,393 77,393: 7,380 7,380 Old : 84,773: 1,020 2,805 0 76,373 74,588 77,393 77,393: 7,380 7,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -3,819: 0 -625 0 -3,834 -3,209 -3,834 -3,834: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 3.3 0.0 90.1 88.0 91.3 91.3: 8.7 8.7 Old : 100.0: 1.2 3.3 0.0 90.1 88.0 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 19 20 20 22: Old : 28: 1 2 0 19 20 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.3 56.8 84.9 80.2 73.7 54.3 80.7 75.1 Old : 75.3 56.8 84.9 80.2 73.7 54.3 80.7 75.1 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 08, 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 : 72,848: 840 3,095 0 65,521 63,458 66,361 66,553: 6,487 6,295 Old : 72,848: 840 3,095 0 65,521 63,458 66,361 66,553: 6,487 6,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,535: 0 -755 0 -2,887 -1,940 -2,887 -2,695: 352 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 4.2 0.0 89.9 87.1 91.1 91.4: 8.9 8.6 Old : 100.0: 1.2 4.2 0.0 89.9 87.1 91.1 91.4: 8.9 8.6 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 : 27: 1 1 0 20 19 21 20: Old : 27: 1 1 0 20 19 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 58.2 85.8 79.2 73.1 54.7 79.5 73.9 Old : 74.8 58.2 85.8 79.2 73.1 54.7 79.5 73.9 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 08, 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 : 25,125: 1,120 960 0 19,940 19,830 21,060 20,790: 4,065 4,335 Old : 25,125: 1,120 960 0 19,940 19,830 21,060 20,790: 4,065 4,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -860: -190 -15 0 -350 -515 -540 -530: -320 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 3.8 0.0 79.4 78.9 83.8 82.7: 16.2 17.3 Old : 100.0: 4.5 3.8 0.0 79.4 78.9 83.8 82.7: 16.2 17.3 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 : 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 : 64.8 49.6 75.2 73.7 39.0 38.4 45.7 46.7 Old : 64.8 49.6 75.2 73.7 39.0 38.4 45.7 46.7 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 08, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 61,222: 11,620 10,940 3,185 42,962 43,902 57,767 58,027: 3,455 3,195 Old : 61,222: 11,620 10,940 3,185 42,962 43,902 57,767 58,027: 3,455 3,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -1,417: 0 405 -125 -1,184 -1,594 -1,309 -1,314: -108 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 17.9 5.2 70.2 71.7 94.4 94.8: 5.6 5.2 Old : 100.0: 19.0 17.9 5.2 70.2 71.7 94.4 94.8: 5.6 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 3 17 19 21 22: Old : 26: 2 2 3 17 19 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 73.4 78.0 85.2 46.0 67.0 64.0 74.1 Old : 55.8 73.4 78.0 85.2 46.0 67.0 64.0 74.1 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 08, 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 : 41,408: 2,065 7,280 3,290 34,005 29,050 39,360 39,620: 2,048 1,788 Old : 41,408: 2,065 7,280 3,290 34,005 29,050 39,360 39,620: 2,048 1,788 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -973: -150 305 -25 -643 -1,113 -818 -833: -155 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 17.6 7.9 82.1 70.2 95.1 95.7: 4.9 4.3 Old : 100.0: 5.0 17.6 7.9 82.1 70.2 95.1 95.7: 4.9 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 : 24: 1 2 3 18 16 21 19: Old : 24: 1 2 3 18 16 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 71.6 84.3 86.9 52.4 66.9 67.2 73.6 Old : 61.9 71.6 84.3 86.9 52.4 66.9 67.2 73.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,671: 0 2,920 1,800 17,120 14,560 18,920 19,280: 1,751 1,391 Old : 20,671: 0 2,920 1,800 17,120 14,560 18,920 19,280: 1,751 1,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -1,075: 0 -235 0 -1,165 -750 -1,165 -985: 90 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.1 8.7 82.8 70.4 91.5 93.3: 8.5 6.7 Old : 100.0: 0.0 14.1 8.7 82.8 70.4 91.5 93.3: 8.5 6.7 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: 0 2 1 16 12 17 14: Old : 21: 0 2 1 16 12 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 : 55.8 62.5 77.5 84.9 50.5 52.9 60.5 63.9 Old : 55.8 62.5 77.5 84.9 50.5 52.9 60.5 63.9 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 08, 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 : 89,998: 12,505 2,418 2,660 58,263 68,345 73,428 73,423: 16,570 16,575 Old : 89,998: 12,505 2,418 2,660 58,263 68,345 73,428 73,423: 16,570 16,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -4,740: -890 -160 -110 -2,680 -3,400 -3,680 -3,670: -1,060 -1,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 2.7 3.0 64.7 75.9 81.6 81.6: 18.4 18.4 Old : 100.0: 13.9 2.7 3.0 64.7 75.9 81.6 81.6: 18.4 18.4 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 : 30: 1 4 3 18 22 21 27: Old : 30: 1 4 3 18 22 21 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 49.2 71.6 65.1 52.4 47.3 58.5 53.8 Old : 56.4 49.2 71.6 65.1 52.4 47.3 58.5 53.8 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 08, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 86,354: 13,305 4,600 1,805 56,104 64,779 71,214 71,184: 15,140 15,170 Old : 86,354: 13,305 4,600 1,805 56,104 64,779 71,214 71,184: 15,140 15,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -4,130: -1,115 -310 -5 -2,160 -2,955 -3,280 -3,270: -850 -860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 5.3 2.1 65.0 75.0 82.5 82.4: 17.5 17.6 Old : 100.0: 15.4 5.3 2.1 65.0 75.0 82.5 82.4: 17.5 17.6 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 : 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 : 53.7 46.2 73.2 66.1 50.4 43.2 57.9 54.0 Old : 53.7 46.2 73.2 66.1 50.4 43.2 57.9 54.0 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 08, 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 : 22,651: 1,360 11,360 2,230 14,423 4,924 18,013 18,514: 4,638 4,137 Old : 22,651: 1,360 11,360 2,230 14,423 4,924 18,013 18,514: 4,638 4,137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -141: -1,595 -1,230 1,285 -190 -484 -500 -429: 359 288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 50.2 9.8 63.7 21.7 79.5 81.7: 20.5 18.3 Old : 100.0: 6.0 50.2 9.8 63.7 21.7 79.5 81.7: 20.5 18.3 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 : 25: 2 5 4 16 9 21 15: Old : 25: 2 5 4 16 9 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 61.4 57.8 72.5 31.5 54.6 47.3 62.1 Old : 35.6 61.4 57.8 72.5 31.5 54.6 47.3 62.1 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 08, 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 : 22,436: 1,360 10,760 2,355 14,508 5,549 18,223 18,664: 4,213 3,772 Old : 22,436: 1,360 10,760 2,355 14,508 5,549 18,223 18,664: 4,213 3,772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : 84: -1,595 -860 1,150 224 -500 -221 -210: 305 294 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 48.0 10.5 64.7 24.7 81.2 83.2: 18.8 16.8 Old : 100.0: 6.1 48.0 10.5 64.7 24.7 81.2 83.2: 18.8 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 : 25: 2 5 4 16 9 21 15: Old : 25: 2 5 4 16 9 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 59.9 58.4 73.4 31.6 52.5 47.7 60.0 Old : 35.9 59.9 58.4 73.4 31.6 52.5 47.7 60.0 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 08, 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 : 68,320: 32,760 0 0 33,845 66,060 66,605 66,060: 1,715 2,260 Old : 68,320: 32,760 0 0 33,845 66,060 66,605 66,060: 1,715 2,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -5,167: -3,190 0 0 -1,670 -5,045 -4,860 -5,045: -307 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 0.0 0.0 49.5 96.7 97.5 96.7: 2.5 3.3 Old : 100.0: 48.0 0.0 0.0 49.5 96.7 97.5 96.7: 2.5 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 0 0 13 13 16 13: Old : 21: 3 0 0 13 13 16 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 : 75.3 87.3 93.4 93.6 75.1 84.1 90.8 89.5 Old : 75.3 87.3 93.4 93.6 75.1 84.1 90.8 89.5 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 08, 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 : 55,955: 24,645 235 205 28,350 53,070 53,200 53,510: 2,755 2,445 Old : 55,955: 24,645 235 205 28,350 53,070 53,200 53,510: 2,755 2,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -3,200: -980 -60 30 -2,165 -3,080 -3,115 -3,110: -85 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 0.4 0.4 50.7 94.8 95.1 95.6: 4.9 4.4 Old : 100.0: 44.0 0.4 0.4 50.7 94.8 95.1 95.6: 4.9 4.4 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 : 28: 5 1 3 16 13 22 16: Old : 28: 5 1 3 16 13 22 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 82.9 76.9 94.0 55.5 82.4 73.4 88.0 Old : 58.7 82.9 76.9 94.0 55.5 82.4 73.4 88.0 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 08, 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 : 47,485: 17,445 160 605 26,830 44,285 44,880 45,050: 2,605 2,435 Old : 47,485: 17,445 160 605 26,830 44,285 44,880 45,050: 2,605 2,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,630: -455 -60 30 -2,320 -2,705 -2,745 -2,735: 115 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 0.3 1.3 56.5 93.3 94.5 94.9: 5.5 5.1 Old : 100.0: 36.7 0.3 1.3 56.5 93.3 94.5 94.9: 5.5 5.1 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: 5 1 4 16 13 22 17: Old : 28: 5 1 4 16 13 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 79.9 75.2 92.3 51.2 79.2 71.7 86.4 Old : 54.4 79.9 75.2 92.3 51.2 79.2 71.7 86.4 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 08, 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 : 67,035: 20,220 15,600 1,845 38,785 43,730 60,850 61,175: 6,185 5,860 Old : 67,035: 20,220 15,600 1,845 38,785 43,730 60,850 61,175: 6,185 5,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,360: 965 -75 -200 -2,905 -1,880 -2,140 -2,155: -220 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 23.3 2.8 57.9 65.2 90.8 91.3: 9.2 8.7 Old : 100.0: 30.2 23.3 2.8 57.9 65.2 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 : 58.8 61.6 72.4 79.5 56.9 59.8 68.6 74.3 Old : 58.8 61.6 72.4 79.5 56.9 59.8 68.6 74.3 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 08, 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 : 60,935: 16,350 15,600 1,845 37,750 38,575 55,945 56,020: 4,990 4,915 Old : 60,935: 16,350 15,600 1,845 37,750 38,575 55,945 56,020: 4,990 4,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,115: 1,035 -75 -200 -3,015 -1,915 -2,180 -2,190: 65 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 25.6 3.0 62.0 63.3 91.8 91.9: 8.2 8.1 Old : 100.0: 26.8 25.6 3.0 62.0 63.3 91.8 91.9: 8.2 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 : 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 : 58.3 64.9 71.0 80.3 54.1 63.2 65.8 74.1 Old : 58.3 64.9 71.0 80.3 54.1 63.2 65.8 74.1 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 08, 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 : 63,272: 18,940 13,065 5,385 36,291 42,206 60,616 60,656: 2,656 2,616 Old : 63,272: 18,940 13,065 5,385 36,291 42,206 60,616 60,656: 2,656 2,616 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -3,300: -790 -355 -115 -1,903 -2,353 -2,808 -2,823: -492 -477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 20.6 8.5 57.4 66.7 95.8 95.9: 4.2 4.1 Old : 100.0: 29.9 20.6 8.5 57.4 66.7 95.8 95.9: 4.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 4 20 13 25 17: Old : 29: 2 3 4 20 13 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 69.2 78.3 87.8 55.0 63.0 71.2 76.8 Old : 57.0 69.2 78.3 87.8 55.0 63.0 71.2 76.8 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 08, 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 : 52,851: 11,490 8,795 5,600 33,206 36,101 50,296 50,496: 2,555 2,355 Old : 52,851: 11,490 8,795 5,600 33,206 36,101 50,296 50,496: 2,555 2,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,870: -165 -460 -90 -2,402 -2,132 -2,657 -2,682: -213 -188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 16.6 10.6 62.8 68.3 95.2 95.5: 4.8 4.5 Old : 100.0: 21.7 16.6 10.6 62.8 68.3 95.2 95.5: 4.8 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 : 29: 2 3 4 20 13 25 17: Old : 29: 2 3 4 20 13 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 63.7 77.1 86.8 46.4 56.9 64.7 69.8 Old : 53.0 63.7 77.1 86.8 46.4 56.9 64.7 69.8 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 08, 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 : 183,904: 1,625 48,812 9,045 130,478 83,272 141,148 141,129: 42,756 42,775 Old : 183,904: 1,625 48,812 9,045 130,478 83,272 141,148 141,129: 42,756 42,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -9,818: -70 -2,188 -275 -5,894 -3,751 -6,239 -6,214: -3,579 -3,604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 26.5 4.9 70.9 45.3 76.8 76.7: 23.2 23.3 Old : 100.0: 0.9 26.5 4.9 70.9 45.3 76.8 76.7: 23.2 23.3 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 : 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 : 48.6 38.0 62.6 56.2 43.1 36.2 52.2 49.8 Old : 48.6 38.0 62.6 56.2 43.1 36.2 52.2 49.8 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 08, 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 : 146,526: 1,525 34,767 9,515 101,459 68,203 112,499 112,485: 34,027 34,041 Old : 146,526: 1,525 34,767 9,515 101,459 68,203 112,499 112,485: 34,027 34,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -8,677: 25 -1,363 -75 -5,732 -4,319 -5,782 -5,757: -2,895 -2,920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 23.7 6.5 69.2 46.5 76.8 76.8: 23.2 23.2 Old : 100.0: 1.0 23.7 6.5 69.2 46.5 76.8 76.8: 23.2 23.2 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 : 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 : 44.9 35.4 58.4 52.4 39.8 29.2 47.4 44.1 Old : 44.9 35.4 58.4 52.4 39.8 29.2 47.4 44.1 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 08, 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 : 67,149: 1,068 3,430 7,525 53,731 51,459 62,324 62,414: 4,825 4,735 Old : 67,149: 1,068 3,430 7,525 53,731 51,459 62,324 62,414: 4,825 4,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,495: -130 -100 -625 -1,545 -1,580 -2,300 -2,305: -195 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 5.1 11.2 80.0 76.6 92.8 92.9: 7.2 7.1 Old : 100.0: 1.6 5.1 11.2 80.0 76.6 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 : 60.8 47.7 80.3 73.7 43.6 38.3 53.4 53.2 Old : 60.8 47.7 80.3 73.7 43.6 38.3 53.4 53.2 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 08, 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 : 57,775: 1,030 3,030 7,825 42,340 40,445 51,195 51,300: 6,580 6,475 Old : 57,775: 1,030 3,030 7,825 42,340 40,445 51,195 51,300: 6,580 6,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -2,232: -120 -125 -500 -1,272 -1,417 -1,892 -2,042: -340 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 5.2 13.5 73.3 70.0 88.6 88.8: 11.4 11.2 Old : 100.0: 1.8 5.2 13.5 73.3 70.0 88.6 88.8: 11.4 11.2 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: 1 2 2 19 20 21 23: Old : 26: 1 2 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 : 50.7 47.1 69.7 74.1 36.6 36.6 45.3 49.0 Old : 50.7 47.1 69.7 74.1 36.6 36.6 45.3 49.0 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, September 08, 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 : 42,860: 6,795 2,555 6,450 26,010 30,595 39,255 39,600: 3,605 3,260 Old : 42,860: 6,795 2,555 6,450 26,010 30,595 39,255 39,600: 3,605 3,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -1,587: 190 35 -400 -1,077 -1,047 -1,287 -1,412: -300 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 6.0 15.0 60.7 71.4 91.6 92.4: 8.4 7.6 Old : 100.0: 15.9 6.0 15.0 60.7 71.4 91.6 92.4: 8.4 7.6 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 : 25: 3 1 3 17 19 21 22: Old : 25: 3 1 3 17 19 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 50.8 76.3 72.0 36.2 32.9 45.7 47.2 Old : 54.8 50.8 76.3 72.0 36.2 32.9 45.7 47.2 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 08, 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 : 49,925: 22,040 2,905 4,860 19,940 39,075 46,840 46,840: 3,085 3,085 Old : 49,925: 22,040 2,905 4,860 19,940 39,075 46,840 46,840: 3,085 3,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -455: -285 125 -140 110 -315 -315 -330: -140 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 5.8 9.7 39.9 78.3 93.8 93.8: 6.2 6.2 Old : 100.0: 44.1 5.8 9.7 39.9 78.3 93.8 93.8: 6.2 6.2 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: 2 2 3 15 18 18 22: Old : 24: 2 2 3 15 18 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 47.6 87.3 71.1 54.6 31.9 57.5 47.9 Old : 74.9 47.6 87.3 71.1 54.6 31.9 57.5 47.9 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 08, 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 : 186,080: 11,265 1,610 7,690 137,106 147,165 156,061 156,465: 30,019 29,615 Old : 186,080: 11,265 1,610 7,690 137,106 147,165 156,061 156,465: 30,019 29,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -4,966: -380 390 -925 -1,678 -2,479 -2,983 -3,014: -1,983 -1,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.9 4.1 73.7 79.1 83.9 84.1: 16.1 15.9 Old : 100.0: 6.1 0.9 4.1 73.7 79.1 83.9 84.1: 16.1 15.9 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 : 37: 3 3 3 29 30 35 33: Old : 37: 3 3 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 : 40.2 47.3 58.4 65.8 28.1 30.2 36.6 38.5 Old : 40.2 47.3 58.4 65.8 28.1 30.2 36.6 38.5 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 08, 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 : 126,030: 8,780 375 7,860 89,575 97,980 106,215 106,215: 19,815 19,815 Old : 126,030: 8,780 375 7,860 89,575 97,980 106,215 106,215: 19,815 19,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -4,035: -735 -95 -325 -2,310 -2,935 -3,370 -3,355: -665 -680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.3 6.2 71.1 77.7 84.3 84.3: 15.7 15.7 Old : 100.0: 7.0 0.3 6.2 71.1 77.7 84.3 84.3: 15.7 15.7 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 : 34.7 40.5 56.3 60.7 22.8 28.9 31.6 35.4 Old : 34.7 40.5 56.3 60.7 22.8 28.9 31.6 35.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020