ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 87,011: 1,020 2,805 0 78,661 76,876 79,681 79,681: 7,330 7,330
Old : 87,011: 1,020 2,805 0 78,661 76,876 79,681 79,681: 7,330 7,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 428: 0 0 0 428 428 428 428: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.2 0.0 90.4 88.4 91.6 91.6: 8.4 8.4
Old : 100.0: 1.2 3.2 0.0 90.4 88.4 91.6 91.6: 8.4 8.4
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: 1 2 0 21 20 22 22:
Old : 28: 1 2 0 21 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 56.9 84.5 79.6 73.4 54.5 80.1 74.4
Old : 75.2 56.9 84.5 79.6 73.4 54.5 80.1 74.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,940: 840 3,095 0 67,718 65,655 68,558 68,750: 6,382 6,190
Old : 74,940: 840 3,095 0 67,718 65,655 68,558 68,750: 6,382 6,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 207: 0 0 0 207 207 207 207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 0.0 90.4 87.6 91.5 91.7: 8.5 8.3
Old : 100.0: 1.1 4.1 0.0 90.4 87.6 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 20 20 21 21:
Old : 27: 1 1 0 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 56.6 85.6 78.5 72.8 52.9 78.9 73.1
Old : 74.8 56.6 85.6 78.5 72.8 52.9 78.9 73.1
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 29, 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 : 24,900: 1,820 960 0 19,175 19,765 20,995 20,725: 3,905 4,175
Old : 24,900: 1,820 960 0 19,175 19,765 20,995 20,725: 3,905 4,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -90: 0 0 0 120 120 120 120: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.9 0.0 77.0 79.4 84.3 83.2: 15.7 16.8
Old : 100.0: 7.3 3.9 0.0 77.0 79.4 84.3 83.2: 15.7 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 14 16 17 17:
Old : 22: 3 1 0 14 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 49.0 74.9 74.0 36.8 38.9 45.1 46.4
Old : 61.0 49.0 74.9 74.0 36.8 38.9 45.1 46.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,669: 11,560 10,390 3,185 44,501 45,871 59,246 59,446: 3,423 3,223
Old : 62,669: 11,560 10,390 3,185 44,501 45,871 59,246 59,446: 3,423 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 445: -60 0 0 515 455 455 455: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.6 5.1 71.0 73.2 94.5 94.9: 5.5 5.1
Old : 100.0: 18.4 16.6 5.1 71.0 73.2 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 : 27: 2 2 3 18 19 22 22:
Old : 27: 2 2 3 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 71.4 79.1 83.5 46.9 67.6 64.5 75.0
Old : 58.0 71.4 79.1 83.5 46.9 67.6 64.5 75.0
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 29, 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 : 42,899: 2,065 6,680 3,290 35,568 31,153 40,923 41,123: 1,976 1,776
Old : 42,899: 2,065 6,680 3,290 35,568 31,153 40,923 41,123: 1,976 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -392: 0 0 0 -390 -390 -390 -390: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.6 7.7 82.9 72.6 95.4 95.9: 4.6 4.1
Old : 100.0: 4.8 15.6 7.7 82.9 72.6 95.4 95.9: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 19 16 22 19:
Old : 25: 1 2 3 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 69.7 84.3 86.6 51.3 66.5 66.5 73.1
Old : 60.7 69.7 84.3 86.6 51.3 66.5 66.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 20,821: 0 2,920 1,800 16,990 14,473 18,790 19,193: 2,031 1,628
Old : 20,821: 0 2,920 1,800 16,990 14,473 18,790 19,193: 2,031 1,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -120: 0 0 0 -300 -300 -300 -300: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.0 8.6 81.6 69.5 90.2 92.2: 9.8 7.8
Old : 100.0: 0.0 14.0 8.6 81.6 69.5 90.2 92.2: 9.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 17 13 18 15:
Old : 21: 0 2 1 17 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 61.4 76.3 84.1 50.6 54.0 59.9 63.8
Old : 55.9 61.4 76.3 84.1 50.6 54.0 59.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 91,628: 13,705 2,418 2,660 58,423 69,700 74,788 74,778: 16,840 16,850
Old : 91,628: 13,705 2,418 2,660 58,423 69,700 74,788 74,778: 16,840 16,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 755: 0 0 0 740 735 740 735: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 2.6 2.9 63.8 76.1 81.6 81.6: 18.4 18.4
Old : 100.0: 15.0 2.6 2.9 63.8 76.1 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 : 31: 1 4 3 18 23 21 28:
Old : 31: 1 4 3 18 23 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 48.7 71.7 64.8 53.8 46.8 58.6 53.4
Old : 57.2 48.7 71.7 64.8 53.8 46.8 58.6 53.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 88,644: 14,505 4,600 1,805 56,984 66,859 73,294 73,264: 15,350 15,380
Old : 88,644: 14,505 4,600 1,805 56,984 66,859 73,294 73,264: 15,350 15,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 910: 0 0 0 890 890 890 890: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.2 2.0 64.3 75.4 82.7 82.6: 17.3 17.4
Old : 100.0: 16.4 5.2 2.0 64.3 75.4 82.7 82.6: 17.3 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 : 29: 1 3 3 18 22 21 26:
Old : 29: 1 3 3 18 22 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.2 72.9 66.0 51.6 43.0 57.7 53.7
Old : 54.3 46.2 72.9 66.0 51.6 43.0 57.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,301: 825 11,425 2,765 15,113 4,933 18,703 19,123: 4,598 4,178
Old : 23,301: 825 11,425 2,765 15,113 4,933 18,703 19,123: 4,598 4,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 25: 0 0 0 24 24 24 24: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 49.0 11.9 64.9 21.2 80.3 82.1: 19.7 17.9
Old : 100.0: 3.5 49.0 11.9 64.9 21.2 80.3 82.1: 19.7 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 4 17 11 22 17:
Old : 26: 1 6 4 17 11 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 62.3 57.5 72.9 30.6 53.1 47.4 60.3
Old : 35.2 62.3 57.5 72.9 30.6 53.1 47.4 60.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,061: 825 10,825 2,890 15,153 5,573 18,868 19,288: 4,193 3,773
Old : 23,061: 825 10,825 2,890 15,153 5,573 18,868 19,288: 4,193 3,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 25: 0 0 0 24 24 24 24: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 46.9 12.5 65.7 24.2 81.8 83.6: 18.2 16.4
Old : 100.0: 3.6 46.9 12.5 65.7 24.2 81.8 83.6: 18.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 4 17 10 22 16:
Old : 26: 1 6 4 17 10 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 60.9 58.2 74.0 30.7 51.0 46.4 58.4
Old : 35.5 60.9 58.2 74.0 30.7 51.0 46.4 58.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,410: 33,160 0 0 35,400 68,300 68,560 68,300: 1,850 2,110
Old : 70,410: 33,160 0 0 35,400 68,300 68,560 68,300: 1,850 2,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 365: 0 0 0 260 545 260 545: 105 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 0.0 0.0 50.3 97.0 97.4 97.0: 2.6 3.0
Old : 100.0: 47.1 0.0 0.0 50.3 97.0 97.4 97.0: 2.6 3.0
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 : 23: 3 0 0 13 16 16 16:
Old : 23: 3 0 0 13 16 16 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 : 75.8 86.9 93.4 93.0 75.1 83.8 90.3 89.0
Old : 75.8 86.9 93.4 93.0 75.1 83.8 90.3 89.0
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 29, 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 : 69,975: 32,285 0 0 36,080 68,080 68,365 68,080: 1,610 1,895
Old : 69,975: 32,285 0 0 36,080 68,080 68,365 68,080: 1,610 1,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 410: 0 0 0 410 410 410 410: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 0.0 0.0 51.6 97.3 97.7 97.3: 2.3 2.7
Old : 100.0: 46.1 0.0 0.0 51.6 97.3 97.7 97.3: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 14 14 17 14:
Old : 20: 3 0 0 14 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 90.2 93.9 95.3 76.4 88.4 91.6 91.4
Old : 76.6 90.2 93.9 95.3 76.4 88.4 91.6 91.4
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 29, 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 : 57,540: 24,770 210 215 29,875 54,745 54,860 55,170: 2,680 2,370
Old : 57,540: 24,770 210 215 29,875 54,745 54,860 55,170: 2,680 2,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 575: -425 0 0 925 500 500 500: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 0.4 0.4 51.9 95.1 95.3 95.9: 4.7 4.1
Old : 100.0: 43.0 0.4 0.4 51.9 95.1 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 : 29: 5 1 3 17 13 23 16:
Old : 29: 5 1 3 17 13 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 82.7 76.2 94.4 53.1 82.3 72.0 87.7
Old : 57.0 82.7 76.2 94.4 53.1 82.3 72.0 87.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,920: 17,445 135 615 28,230 45,710 46,290 46,460: 2,630 2,460
Old : 48,920: 17,445 135 615 28,230 45,710 46,290 46,460: 2,630 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 725: -400 0 0 950 550 550 550: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 0.3 1.3 57.7 93.4 94.6 95.0: 5.4 5.0
Old : 100.0: 35.7 0.3 1.3 57.7 93.4 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.6 79.5 74.3 92.5 48.5 78.9 70.0 85.8
Old : 52.6 79.5 74.3 92.5 48.5 78.9 70.0 85.8
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 29, 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 : 68,300: 20,140 15,200 1,945 40,130 45,395 62,215 62,540: 6,085 5,760
Old : 68,300: 20,140 15,200 1,945 40,130 45,395 62,215 62,540: 6,085 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 800: -125 -100 0 925 900 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 22.3 2.8 58.8 66.5 91.1 91.6: 8.9 8.4
Old : 100.0: 29.5 22.3 2.8 58.8 66.5 91.1 91.6: 8.9 8.4
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 : 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 61.6 72.5 79.8 56.5 58.2 68.8 73.4
Old : 58.3 61.6 72.5 79.8 56.5 58.2 68.8 73.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,165: 16,270 15,200 1,945 39,095 40,240 57,310 57,385: 4,855 4,780
Old : 62,165: 16,270 15,200 1,945 39,095 40,240 57,310 57,385: 4,855 4,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 800: -125 -100 0 925 900 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 24.5 3.1 62.9 64.7 92.2 92.3: 7.8 7.7
Old : 100.0: 26.2 24.5 3.1 62.9 64.7 92.2 92.3: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 2 4 16 15 24 20:
Old : 32: 7 2 4 16 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 64.9 71.3 80.7 53.5 62.0 66.0 73.3
Old : 56.3 64.9 71.3 80.7 53.5 62.0 66.0 73.3
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 29, 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 : 64,737: 19,115 13,340 5,460 37,436 43,251 62,011 62,051: 2,726 2,686
Old : 64,737: 19,115 13,340 5,460 37,436 43,251 62,011 62,051: 2,726 2,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 235: 400 225 -300 140 315 240 240: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 20.6 8.4 57.8 66.8 95.8 95.9: 4.2 4.1
Old : 100.0: 29.5 20.6 8.4 57.8 66.8 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 : 30: 2 3 4 21 13 26 17:
Old : 30: 2 3 4 21 13 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 69.1 78.7 88.0 54.6 63.1 70.7 76.3
Old : 56.5 69.1 78.7 88.0 54.6 63.1 70.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,876: 12,515 9,195 5,680 34,131 37,651 52,326 52,526: 2,550 2,350
Old : 54,876: 12,515 9,195 5,680 34,131 37,651 52,326 52,526: 2,550 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 565: 300 375 -295 565 490 570 570: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.8 10.4 62.2 68.6 95.4 95.7: 4.6 4.3
Old : 100.0: 22.8 16.8 10.4 62.2 68.6 95.4 95.7: 4.6 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 : 30: 2 3 5 21 13 26 18:
Old : 30: 2 3 5 21 13 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 64.6 77.5 87.0 47.2 58.6 65.2 70.5
Old : 53.5 64.6 77.5 87.0 47.2 58.6 65.2 70.5
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 29, 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 : 190,094: 1,750 50,257 8,790 134,657 86,091 145,197 145,138: 44,897 44,956
Old : 190,094: 1,750 50,257 8,790 134,657 86,091 145,197 145,138: 44,897 44,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,770: 150 -575 260 1,864 2,589 2,274 2,274: 496 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 26.4 4.6 70.8 45.3 76.4 76.4: 23.6 23.6
Old : 100.0: 0.9 26.4 4.6 70.8 45.3 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 : 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 : 48.4 38.4 61.5 55.6 42.9 35.5 51.9 49.5
Old : 48.4 38.4 61.5 55.6 42.9 35.5 51.9 49.5
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 29, 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 : 153,386: 1,650 37,012 9,480 105,699 70,313 116,829 116,805: 36,557 36,581
Old : 153,386: 1,650 37,012 9,480 105,699 70,313 116,829 116,805: 36,557 36,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,175: 150 -550 360 1,213 1,938 1,723 1,748: 452 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 24.1 6.2 68.9 45.8 76.2 76.2: 23.8 23.8
Old : 100.0: 1.1 24.1 6.2 68.9 45.8 76.2 76.2: 23.8 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 8 4 27 30 32 39:
Old : 43: 2 8 4 27 30 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 35.8 57.0 52.6 39.2 30.4 47.5 44.6
Old : 44.4 35.8 57.0 52.6 39.2 30.4 47.5 44.6
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 29, 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 : 68,794: 3,338 2,900 8,055 52,476 53,004 63,869 63,959: 4,925 4,835
Old : 68,794: 3,338 2,900 8,055 52,476 53,004 63,869 63,959: 4,925 4,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 900: 0 0 0 860 860 860 860: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.2 11.7 76.3 77.0 92.8 93.0: 7.2 7.0
Old : 100.0: 4.9 4.2 11.7 76.3 77.0 92.8 93.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 16 19 19 22:
Old : 28: 3 1 2 16 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 45.9 79.4 74.5 38.6 36.2 49.7 49.8
Old : 58.9 45.9 79.4 74.5 38.6 36.2 49.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,340: 3,100 2,400 8,455 41,545 42,350 53,100 53,205: 6,240 6,135
Old : 59,340: 3,100 2,400 8,455 41,545 42,350 53,100 53,205: 6,240 6,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 920: 0 0 0 890 890 890 890: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.0 14.2 70.0 71.4 89.5 89.7: 10.5 10.3
Old : 100.0: 5.2 4.0 14.2 70.0 71.4 89.5 89.7: 10.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 19 20 21 23:
Old : 26: 2 1 2 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 46.3 69.9 75.3 31.4 35.1 41.8 46.0
Old : 51.6 46.3 69.9 75.3 31.4 35.1 41.8 46.0
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 29, 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 : 42,770: 6,295 2,965 6,325 26,645 30,275 39,265 39,565: 3,505 3,205
Old : 42,770: 6,295 2,965 6,325 26,645 30,275 39,265 39,565: 3,505 3,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 290: 0 0 0 395 350 395 350: -105 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.9 14.8 62.3 70.8 91.8 92.5: 8.2 7.5
Old : 100.0: 14.7 6.9 14.8 62.3 70.8 91.8 92.5: 8.2 7.5
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 : 25: 3 1 3 18 19 22 22:
Old : 25: 3 1 3 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 48.1 76.2 70.0 36.1 32.5 45.3 45.4
Old : 54.7 48.1 76.2 70.0 36.1 32.5 45.3 45.4
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 29, 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 : 50,600: 21,540 3,255 4,810 21,100 39,385 47,450 47,450: 3,150 3,150
Old : 50,600: 21,540 3,255 4,810 21,100 39,385 47,450 47,450: 3,150 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 280: 0 0 0 315 315 315 315: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 6.4 9.5 41.7 77.8 93.8 93.8: 6.2 6.2
Old : 100.0: 42.6 6.4 9.5 41.7 77.8 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 19 18 23:
Old : 24: 2 2 3 15 19 18 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 : 73.8 46.6 86.4 70.4 53.7 30.4 56.6 47.0
Old : 73.8 46.6 86.4 70.4 53.7 30.4 56.6 47.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 193,487: 11,820 3,455 8,035 143,419 152,401 163,274 163,891: 30,213 29,596
Old : 193,487: 11,820 3,455 8,035 143,419 152,401 163,274 163,891: 30,213 29,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 704: 205 -45 45 580 818 830 818: -127 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.8 4.2 74.1 78.8 84.4 84.7: 15.6 15.3
Old : 100.0: 6.1 1.8 4.2 74.1 78.8 84.4 84.7: 15.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 3 29 31 35 34:
Old : 38: 4 2 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 : 39.0 46.8 57.6 66.0 26.0 26.5 31.7 34.6
Old : 39.0 46.8 57.6 66.0 26.0 26.5 31.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 131,485: 7,180 325 10,060 93,855 100,710 111,095 111,095: 20,390 20,390
Old : 131,485: 7,180 325 10,060 93,855 100,710 111,095 111,095: 20,390 20,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -665: 0 0 0 -855 -855 -855 -855: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.2 7.7 71.4 76.6 84.5 84.5: 15.5 15.5
Old : 100.0: 5.5 0.2 7.7 71.4 76.6 84.5 84.5: 15.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 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 : 35.0 42.7 56.1 62.2 23.7 29.9 32.1 34.4
Old : 35.0 42.7 56.1 62.2 23.7 29.9 32.1 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020