ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 85,453: 1,020 2,805 0 77,163 75,378 78,183 78,183: 7,270 7,270
Old : 85,453: 1,020 2,805 0 77,163 75,378 78,183 78,183: 7,270 7,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 680: 0 0 0 790 790 790 790: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.3 0.0 90.3 88.2 91.5 91.5: 8.5 8.5
Old : 100.0: 1.2 3.3 0.0 90.3 88.2 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 20 20 21 22:
Old : 28: 1 2 0 20 20 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 : 75.5 57.0 85.0 80.1 73.9 54.6 80.9 75.1
Old : 75.5 57.0 85.0 80.1 73.9 54.6 80.9 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 15, 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 : 73,878: 840 3,095 0 66,731 64,668 67,571 67,763: 6,307 6,115
Old : 73,878: 840 3,095 0 66,731 64,668 67,571 67,763: 6,307 6,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,030: 0 0 0 1,210 1,210 1,210 1,210: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.2 0.0 90.3 87.5 91.5 91.7: 8.5 8.3
Old : 100.0: 1.1 4.2 0.0 90.3 87.5 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 20 19 21 20:
Old : 27: 1 1 0 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 56.6 85.6 79.1 72.9 52.9 79.3 73.7
Old : 74.6 56.6 85.6 79.1 72.9 52.9 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,975: 1,120 960 0 19,790 19,680 20,910 20,640: 4,065 4,335
Old : 24,975: 1,120 960 0 19,790 19,680 20,910 20,640: 4,065 4,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -150: 0 0 0 -150 -150 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.8 0.0 79.2 78.8 83.7 82.6: 16.3 17.4
Old : 100.0: 4.5 3.8 0.0 79.2 78.8 83.7 82.6: 16.3 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 : 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 : 64.7 48.6 75.2 73.8 39.1 38.6 45.8 46.8
Old : 64.7 48.6 75.2 73.8 39.1 38.6 45.8 46.8
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 15, 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 : 61,934: 11,620 10,340 3,185 43,705 45,245 58,510 58,770: 3,424 3,164
Old : 61,934: 11,620 10,340 3,185 43,705 45,245 58,510 58,770: 3,424 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 712: 0 -600 0 743 1,343 743 743: -31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.7 5.1 70.6 73.1 94.5 94.9: 5.5 5.1
Old : 100.0: 18.8 16.7 5.1 70.6 73.1 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 : 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 : 58.5 71.7 79.3 84.1 47.6 67.4 64.9 74.9
Old : 58.5 71.7 79.3 84.1 47.6 67.4 64.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,268: 2,065 6,680 3,290 35,865 31,510 41,220 41,480: 2,048 1,788
Old : 43,268: 2,065 6,680 3,290 35,865 31,510 41,220 41,480: 2,048 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,860: 0 -600 0 1,860 2,460 1,860 1,860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.4 7.6 82.9 72.8 95.3 95.9: 4.7 4.1
Old : 100.0: 4.8 15.4 7.6 82.9 72.8 95.3 95.9: 4.7 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 : 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 : 61.7 70.0 85.3 86.7 52.6 66.4 67.5 72.8
Old : 61.7 70.0 85.3 86.7 52.6 66.4 67.5 72.8
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 15, 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 8, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 15, 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 : 90,333: 12,505 2,418 2,660 58,343 68,425 73,508 73,503: 16,825 16,830
Old : 90,333: 12,505 2,418 2,660 58,343 68,425 73,508 73,503: 16,825 16,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 335: 0 0 0 80 80 80 80: 255 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.7 2.9 64.6 75.7 81.4 81.4: 18.6 18.6
Old : 100.0: 13.8 2.7 2.9 64.6 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 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 : 56.2 49.3 71.3 65.1 52.2 47.5 58.3 53.9
Old : 56.2 49.3 71.3 65.1 52.2 47.5 58.3 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,184: 13,305 4,600 1,805 56,764 65,439 71,874 71,844: 15,310 15,340
Old : 87,184: 13,305 4,600 1,805 56,764 65,439 71,874 71,844: 15,310 15,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 830: 0 0 0 660 660 660 660: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.3 2.1 65.1 75.1 82.4 82.4: 17.6 17.6
Old : 100.0: 15.3 5.3 2.1 65.1 75.1 82.4 82.4: 17.6 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 : 53.4 46.6 72.7 66.3 50.0 43.4 57.5 54.1
Old : 53.4 46.6 72.7 66.3 50.0 43.4 57.5 54.1
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 15, 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 8, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 15, 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 8, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 15, 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 : 69,220: 32,760 0 0 34,640 66,855 67,400 66,855: 1,820 2,365
Old : 69,220: 32,760 0 0 34,640 66,855 67,400 66,855: 1,820 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 900: 0 0 0 795 795 795 795: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 0.0 0.0 50.0 96.6 97.4 96.6: 2.6 3.4
Old : 100.0: 47.3 0.0 0.0 50.0 96.6 97.4 96.6: 2.6 3.4
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: 3 0 0 13 14 16 14:
Old : 22: 3 0 0 13 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 87.4 93.3 93.6 75.4 84.2 90.9 89.6
Old : 75.4 87.4 93.3 93.6 75.4 84.2 90.9 89.6
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 15, 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 : 68,590: 31,785 0 0 35,120 66,620 66,905 66,620: 1,685 1,970
Old : 68,590: 31,785 0 0 35,120 66,620 66,905 66,620: 1,685 1,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 0.0 0.0 51.2 97.1 97.5 97.1: 2.5 2.9
Old : 100.0: 46.3 0.0 0.0 51.2 97.1 97.5 97.1: 2.5 2.9
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 : 20: 3 0 0 14 13 17 13:
Old : 20: 3 0 0 14 13 17 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 : 76.1 90.8 93.8 95.8 75.9 88.9 92.3 92.1
Old : 76.1 90.8 93.8 95.8 75.9 88.9 92.3 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,630: 24,870 235 205 28,800 53,745 53,875 54,185: 2,755 2,445
Old : 56,630: 24,870 235 205 28,800 53,745 53,875 54,185: 2,755 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 675: 225 0 0 450 675 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.4 0.4 50.9 94.9 95.1 95.7: 4.9 4.3
Old : 100.0: 43.9 0.4 0.4 50.9 94.9 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 : 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 : 58.3 83.1 76.6 94.1 55.2 82.7 73.2 88.2
Old : 58.3 83.1 76.6 94.1 55.2 82.7 73.2 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 15, 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 : 47,860: 17,520 160 605 27,130 44,660 45,255 45,425: 2,605 2,435
Old : 47,860: 17,520 160 605 27,130 44,660 45,255 45,425: 2,605 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 375: 75 0 0 300 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 0.3 1.3 56.7 93.3 94.6 94.9: 5.4 5.1
Old : 100.0: 36.6 0.3 1.3 56.7 93.3 94.6 94.9: 5.4 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 : 54.1 80.1 74.8 92.4 51.0 79.4 71.3 86.5
Old : 54.1 80.1 74.8 92.4 51.0 79.4 71.3 86.5
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 15, 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 : 67,080: 20,265 15,300 1,845 38,785 44,075 60,895 61,220: 6,185 5,860
Old : 67,080: 20,265 15,300 1,845 38,785 44,075 60,895 61,220: 6,185 5,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 45: 45 -300 0 0 345 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 22.8 2.8 57.8 65.7 90.8 91.3: 9.2 8.7
Old : 100.0: 30.2 22.8 2.8 57.8 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 : 58.8 61.1 72.4 79.6 57.0 59.4 68.6 74.3
Old : 58.8 61.1 72.4 79.6 57.0 59.4 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 15, 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 : 60,980: 16,395 15,300 1,845 37,750 38,920 55,990 56,065: 4,990 4,915
Old : 60,980: 16,395 15,300 1,845 37,750 38,920 55,990 56,065: 4,990 4,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 45: 45 -300 0 0 345 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.1 3.0 61.9 63.8 91.8 91.9: 8.2 8.1
Old : 100.0: 26.9 25.1 3.0 61.9 63.8 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 : 58.4 64.4 71.1 80.5 54.1 63.3 65.8 74.2
Old : 58.4 64.4 71.1 80.5 54.1 63.3 65.8 74.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,042: 19,015 13,190 5,435 36,886 42,751 61,336 61,376: 2,706 2,666
Old : 64,042: 19,015 13,190 5,435 36,886 42,751 61,336 61,376: 2,706 2,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 770: 75 125 50 595 545 720 720: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.6 8.5 57.6 66.8 95.8 95.8: 4.2 4.2
Old : 100.0: 29.7 20.6 8.5 57.6 66.8 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 4 20 13 25 17:
Old : 29: 2 3 4 20 13 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 69.0 78.4 87.6 54.6 62.1 70.5 75.9
Old : 56.5 69.0 78.4 87.6 54.6 62.1 70.5 75.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,576: 12,215 8,745 5,650 33,156 36,826 51,021 51,221: 2,555 2,355
Old : 53,576: 12,215 8,745 5,650 33,156 36,826 51,021 51,221: 2,555 2,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 725: 725 -50 50 -50 725 725 725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.3 10.5 61.9 68.7 95.2 95.6: 4.8 4.4
Old : 100.0: 22.8 16.3 10.5 61.9 68.7 95.2 95.6: 4.8 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 : 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 : 53.7 64.6 77.4 86.9 47.2 57.9 65.2 70.3
Old : 53.7 64.6 77.4 86.9 47.2 57.9 65.2 70.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 184,749: 1,625 49,232 9,125 130,378 82,727 141,128 141,084: 43,621 43,665
Old : 184,749: 1,625 49,232 9,125 130,378 82,727 141,128 141,084: 43,621 43,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 845: 0 420 80 -100 -545 -20 -45: 865 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 26.6 4.9 70.6 44.8 76.4 76.4: 23.6 23.6
Old : 100.0: 0.9 26.6 4.9 70.6 44.8 76.4 76.4: 23.6 23.6
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 : 44: 2 8 4 29 30 34 39:
Old : 44: 2 8 4 29 30 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 38.0 62.0 55.8 42.3 36.1 51.5 49.4
Old : 47.8 38.0 62.0 55.8 42.3 36.1 51.5 49.4
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 15, 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 : 148,686: 1,525 35,862 9,595 102,524 68,148 113,644 113,605: 35,042 35,081
Old : 148,686: 1,525 35,862 9,595 102,524 68,148 113,644 113,605: 35,042 35,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,160: 0 1,095 80 1,065 -55 1,145 1,120: 1,015 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 24.1 6.5 69.0 45.8 76.4 76.4: 23.6 23.6
Old : 100.0: 1.0 24.1 6.5 69.0 45.8 76.4 76.4: 23.6 23.6
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 : 44: 2 8 4 28 29 33 38:
Old : 44: 2 8 4 28 29 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 35.1 57.5 52.1 38.4 29.5 46.8 44.2
Old : 43.9 35.1 57.5 52.1 38.4 29.5 46.8 44.2
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 15, 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 : 67,289: 1,068 3,330 7,625 53,726 51,554 62,419 62,509: 4,870 4,780
Old : 67,289: 1,068 3,330 7,625 53,726 51,554 62,419 62,509: 4,870 4,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 140: 0 -100 100 -5 95 95 95: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.9 11.3 79.8 76.6 92.8 92.9: 7.2 7.1
Old : 100.0: 1.6 4.9 11.3 79.8 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 : 60.2 47.4 80.2 73.4 42.6 37.8 52.9 52.5
Old : 60.2 47.4 80.2 73.4 42.6 37.8 52.9 52.5
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 15, 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 : 57,645: 1,030 3,030 7,825 42,340 40,445 51,195 51,300: 6,450 6,345
Old : 57,645: 1,030 3,030 7,825 42,340 40,445 51,195 51,300: 6,450 6,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -130: 0 0 0 0 0 0 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.3 13.6 73.4 70.2 88.8 89.0: 11.2 11.0
Old : 100.0: 1.8 5.3 13.6 73.4 70.2 88.8 89.0: 11.2 11.0
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 : 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 : 50.5 47.0 69.8 74.0 36.1 36.6 45.0 48.5
Old : 50.5 47.0 69.8 74.0 36.1 36.6 45.0 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 42,380: 6,795 2,965 6,325 25,700 29,875 38,820 39,165: 3,560 3,215
Old : 42,380: 6,795 2,965 6,325 25,700 29,875 38,820 39,165: 3,560 3,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -480: 0 410 -125 -310 -720 -435 -435: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.0 14.9 60.6 70.5 91.6 92.4: 8.4 7.6
Old : 100.0: 16.0 7.0 14.9 60.6 70.5 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 : 54.9 48.6 76.4 70.3 35.5 31.1 44.9 45.5
Old : 54.9 48.6 76.4 70.3 35.5 31.1 44.9 45.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,320: 22,040 3,255 4,810 20,285 38,950 47,135 47,015: 3,185 3,305
Old : 50,320: 22,040 3,255 4,810 20,285 38,950 47,135 47,015: 3,185 3,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 395: 0 350 -50 345 -125 295 175: 100 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 6.5 9.6 40.3 77.4 93.7 93.4: 6.3 6.6
Old : 100.0: 43.8 6.5 9.6 40.3 77.4 93.7 93.4: 6.3 6.6
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 : 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 : 74.8 46.9 86.9 70.3 54.1 31.0 56.9 46.9
Old : 74.8 46.9 86.9 70.3 54.1 31.0 56.9 46.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 187,354: 11,565 1,300 7,990 137,402 148,022 156,957 157,312: 30,397 30,042
Old : 187,354: 11,565 1,300 7,990 137,402 148,022 156,957 157,312: 30,397 30,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,274: 300 -310 300 295 857 895 847: 378 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.7 4.3 73.3 79.0 83.8 84.0: 16.2 16.0
Old : 100.0: 6.2 0.7 4.3 73.3 79.0 83.8 84.0: 16.2 16.0
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 : 38: 3 3 3 29 31 35 34:
Old : 38: 3 3 3 29 31 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 47.6 57.9 65.8 26.8 29.6 35.1 37.0
Old : 39.8 47.6 57.9 65.8 26.8 29.6 35.1 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 127,735: 9,380 325 7,860 90,440 99,495 107,680 107,680: 20,055 20,055
Old : 127,735: 9,380 325 7,860 90,440 99,495 107,680 107,680: 20,055 20,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,705: 600 -50 0 865 1,515 1,465 1,465: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.3 6.2 70.8 77.9 84.3 84.3: 15.7 15.7
Old : 100.0: 7.3 0.3 6.2 70.8 77.9 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 : 34.6 40.7 55.8 60.8 23.6 29.5 31.6 35.6
Old : 34.6 40.7 55.8 60.8 23.6 29.5 31.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020