ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 86,855: 3,580 3,060 0 76,430 76,950 80,010 80,010: 6,845 6,845
Old : 86,855: 3,580 3,060 0 76,430 76,950 80,010 80,010: 6,845 6,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,870: 1,200 1,375 0 2,715 2,540 3,915 3,915: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.5 0.0 88.0 88.6 92.1 92.1: 7.9 7.9
Old : 100.0: 4.1 3.5 0.0 88.0 88.6 92.1 92.1: 7.9 7.9
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 : 28: 1 2 0 21 21 22 23:
Old : 28: 1 2 0 21 21 22 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 : 72.4 57.8 84.1 81.4 71.3 55.4 81.4 76.5
Old : 72.4 57.8 84.1 81.4 71.3 55.4 81.4 76.5
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,731: 3,140 3,120 0 63,424 63,636 66,564 66,756: 6,167 5,975
Old : 72,731: 3,140 3,120 0 63,424 63,636 66,564 66,756: 6,167 5,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,057: 1,200 1,200 0 917 917 2,117 2,117: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.3 0.0 87.2 87.5 91.5 91.8: 8.5 8.2
Old : 100.0: 4.3 4.3 0.0 87.2 87.5 91.5 91.8: 8.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 20 21 21:
Old : 26: 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 : 72.1 59.6 84.8 80.7 71.2 55.8 79.4 75.7
Old : 72.1 59.6 84.8 80.7 71.2 55.8 79.4 75.7
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, November 17, 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 : 24,745: 1,540 930 0 19,580 19,820 21,120 20,750: 3,625 3,995
Old : 24,745: 1,540 930 0 19,580 19,820 21,120 20,750: 3,625 3,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 545: 0 0 0 610 610 610 610: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.8 0.0 79.1 80.1 85.4 83.9: 14.6 16.1
Old : 100.0: 6.2 3.8 0.0 79.1 80.1 85.4 83.9: 14.6 16.1
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 : 23: 3 1 0 15 17 18 18:
Old : 23: 3 1 0 15 17 18 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 : 64.5 50.0 77.8 73.0 38.8 37.0 48.9 47.7
Old : 64.5 50.0 77.8 73.0 38.8 37.0 48.9 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 54,497: 10,905 9,239 2,775 37,373 39,499 51,053 51,513: 3,444 2,984
Old : 54,497: 10,905 9,239 2,775 37,373 39,499 51,053 51,513: 3,444 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 5: -300 -656 0 19 615 -281 -41: 286 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.0 5.1 68.6 72.5 93.7 94.5: 6.3 5.5
Old : 100.0: 20.0 17.0 5.1 68.6 72.5 93.7 94.5: 6.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 18 19 21 22:
Old : 26: 2 2 2 18 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 70.6 76.4 83.0 46.9 65.5 61.7 71.2
Old : 57.5 70.6 76.4 83.0 46.9 65.5 61.7 71.2
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, November 17, 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 : 36,390: 1,885 6,159 3,331 29,264 25,370 34,480 34,860: 1,910 1,530
Old : 36,390: 1,885 6,159 3,331 29,264 25,370 34,480 34,860: 1,910 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -223: 0 -636 36 -506 370 -470 -230: 247 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 16.9 9.2 80.4 69.7 94.8 95.8: 5.2 4.2
Old : 100.0: 5.2 16.9 9.2 80.4 69.7 94.8 95.8: 5.2 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 : 24: 1 2 3 16 17 19 20:
Old : 24: 1 2 3 16 17 19 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 : 55.8 69.1 82.5 84.6 42.2 63.0 59.3 67.7
Old : 55.8 69.1 82.5 84.6 42.2 63.0 59.3 67.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,739: 0 3,840 0 19,480 16,252 19,480 20,092: 2,259 1,647
Old : 21,739: 0 3,840 0 19,480 16,252 19,480 20,092: 2,259 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -370: 0 600 0 -370 -970 -370 -370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 0.0 89.6 74.8 89.6 92.4: 10.4 7.6
Old : 100.0: 0.0 17.7 0.0 89.6 74.8 89.6 92.4: 10.4 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 : 20: 0 2 0 16 13 16 15:
Old : 20: 0 2 0 16 13 16 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 : 60.0 72.9 79.8 85.9 52.4 70.8 66.8 73.3
Old : 60.0 72.9 79.8 85.9 52.4 70.8 66.8 73.3
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, November 17, 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 : 90,524: 14,685 1,990 1,490 58,604 71,244 74,779 74,724: 15,745 15,800
Old : 90,524: 14,685 1,990 1,490 58,604 71,244 74,779 74,724: 15,745 15,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 245: 190 30 -185 0 170 5 15: 240 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.2 1.6 64.7 78.7 82.6 82.5: 17.4 17.5
Old : 100.0: 16.2 2.2 1.6 64.7 78.7 82.6 82.5: 17.4 17.5
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 : 30: 3 2 3 18 22 22 26:
Old : 30: 3 2 3 18 22 22 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 : 56.0 53.8 74.2 69.0 54.3 52.4 60.8 58.1
Old : 56.0 53.8 74.2 69.0 54.3 52.4 60.8 58.1
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, November 17, 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 : 87,239: 15,605 4,130 965 56,369 67,844 72,939 72,939: 14,300 14,300
Old : 87,239: 15,605 4,130 965 56,369 67,844 72,939 72,939: 14,300 14,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 150: 125 30 -125 0 95 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.7 1.1 64.6 77.8 83.6 83.6: 16.4 16.4
Old : 100.0: 17.9 4.7 1.1 64.6 77.8 83.6 83.6: 16.4 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 : 30: 3 2 3 17 21 21 25:
Old : 30: 3 2 3 17 21 21 25:
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 50.9 74.3 69.5 51.7 48.4 59.8 57.6
Old : 53.4 50.9 74.3 69.5 51.7 48.4 59.8 57.6
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, November 17, 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 : 31,289: 750 18,345 1,940 23,986 6,696 26,676 26,981: 4,613 4,308
Old : 31,289: 750 18,345 1,940 23,986 6,696 26,676 26,981: 4,613 4,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 15: 0 -30 0 33 63 33 33: -18 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 58.6 6.2 76.7 21.4 85.3 86.2: 14.7 13.8
Old : 100.0: 2.4 58.6 6.2 76.7 21.4 85.3 86.2: 14.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 6 4 18 12 23 18:
Old : 28: 1 6 4 18 12 23 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 : 49.7 62.1 68.0 78.0 48.4 54.3 64.4 68.9
Old : 49.7 62.1 68.0 78.0 48.4 54.3 64.4 68.9
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, November 17, 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 : 30,949: 750 17,795 2,030 23,880 7,095 26,660 26,920: 4,289 4,029
Old : 30,949: 750 17,795 2,030 23,880 7,095 26,660 26,920: 4,289 4,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 15: 0 -30 0 34 64 34 34: -19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 57.5 6.6 77.2 22.9 86.1 87.0: 13.9 13.0
Old : 100.0: 2.4 57.5 6.6 77.2 22.9 86.1 87.0: 13.9 13.0
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 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 : 49.4 61.3 67.9 78.3 47.2 53.1 62.8 67.8
Old : 49.4 61.3 67.9 78.3 47.2 53.1 62.8 67.8
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, November 17, 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 : 68,950: 28,340 100 240 38,453 66,448 67,033 66,788: 1,917 2,162
Old : 68,950: 28,340 100 240 38,453 66,448 67,033 66,788: 1,917 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 240: -400 0 240 400 0 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 0.1 0.3 55.8 96.4 97.2 96.9: 2.8 3.1
Old : 100.0: 41.1 0.1 0.3 55.8 96.4 97.2 96.9: 2.8 3.1
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: 3 1 1 13 16 16 18:
Old : 24: 3 1 1 13 16 16 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 : 75.9 84.7 94.0 91.6 73.9 81.9 88.3 86.4
Old : 75.9 84.7 94.0 91.6 73.9 81.9 88.3 86.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,690: 27,615 500 240 37,295 64,180 65,150 64,920: 1,540 1,770
Old : 66,690: 27,615 500 240 37,295 64,180 65,150 64,920: 1,540 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 240: -400 0 240 400 0 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 0.7 0.4 55.9 96.2 97.7 97.3: 2.3 2.7
Old : 100.0: 41.4 0.7 0.4 55.9 96.2 97.7 97.3: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 1 14 13 17 15:
Old : 21: 3 1 1 14 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 87.6 94.2 94.3 73.7 85.9 89.8 89.4
Old : 75.2 87.6 94.2 94.3 73.7 85.9 89.8 89.4
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, November 17, 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 : 56,455: 23,125 0 370 30,200 53,635 53,695 54,005: 2,760 2,450
Old : 56,455: 23,125 0 370 30,200 53,635 53,695 54,005: 2,760 2,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,965: 175 0 0 2,815 2,990 2,990 2,990: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 0.0 0.7 53.5 95.0 95.1 95.7: 4.9 4.3
Old : 100.0: 41.0 0.0 0.7 53.5 95.0 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 0 4 17 13 22 17:
Old : 28: 5 0 4 17 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 : 56.3 84.4 74.5 93.9 53.0 84.0 71.0 89.2
Old : 56.3 84.4 74.5 93.9 53.0 84.0 71.0 89.2
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, November 17, 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 : 48,075: 16,650 0 720 28,335 45,165 45,705 45,885: 2,370 2,190
Old : 48,075: 16,650 0 720 28,335 45,165 45,705 45,885: 2,370 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,425: 275 0 0 2,400 2,675 2,675 2,675: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 0.0 1.5 58.9 93.9 95.1 95.4: 4.9 4.6
Old : 100.0: 34.6 0.0 1.5 58.9 93.9 95.1 95.4: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 4 17 13 22 17:
Old : 28: 5 0 4 17 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 : 53.4 82.2 74.0 93.1 49.9 81.7 70.2 88.1
Old : 53.4 82.2 74.0 93.1 49.9 81.7 70.2 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,155: 2,210 5,550 280 11,815 8,665 14,305 14,495: 2,850 2,660
Old : 17,155: 2,210 5,550 280 11,815 8,665 14,305 14,495: 2,850 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 600: 0 600 0 600 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.4 1.6 68.9 50.5 83.4 84.5: 16.6 15.5
Old : 100.0: 12.9 32.4 1.6 68.9 50.5 83.4 84.5: 16.6 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 : 20: 2 3 1 13 7 15 11:
Old : 20: 2 3 1 13 7 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 68.1 78.0 82.8 47.6 65.6 66.1 71.3
Old : 55.1 68.1 78.0 82.8 47.6 65.6 66.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 16,790: 2,760 5,540 120 11,615 8,805 14,495 14,465: 2,295 2,325
Old : 16,790: 2,760 5,540 120 11,615 8,805 14,495 14,465: 2,295 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 600: 0 600 0 600 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 33.0 0.7 69.2 52.4 86.3 86.2: 13.7 13.8
Old : 100.0: 16.4 33.0 0.7 69.2 52.4 86.3 86.2: 13.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 1 13 6 15 10:
Old : 20: 2 3 1 13 6 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 70.5 80.9 85.0 49.7 66.9 68.9 73.0
Old : 60.9 70.5 80.9 85.0 49.7 66.9 68.9 73.0
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, November 17, 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 : 68,685: 20,880 16,240 1,420 40,435 45,635 62,735 63,295: 5,950 5,390
Old : 68,685: 20,880 16,240 1,420 40,435 45,635 62,735 63,295: 5,950 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 505: -45 -50 0 685 690 640 640: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 23.6 2.1 58.9 66.4 91.3 92.2: 8.7 7.8
Old : 100.0: 30.4 23.6 2.1 58.9 66.4 91.3 92.2: 8.7 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 : 32: 6 3 2 18 16 25 20:
Old : 32: 6 3 2 18 16 25 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 : 57.7 61.1 73.8 78.8 56.0 57.4 69.2 72.3
Old : 57.7 61.1 73.8 78.8 56.0 57.4 69.2 72.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,055: 17,670 16,220 1,420 39,080 40,850 58,170 58,490: 4,885 4,565
Old : 63,055: 17,670 16,220 1,420 39,080 40,850 58,170 58,490: 4,885 4,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 505: -45 -50 0 725 730 680 680: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 25.7 2.3 62.0 64.8 92.3 92.8: 7.7 7.2
Old : 100.0: 28.0 25.7 2.3 62.0 64.8 92.3 92.8: 7.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 3 2 18 16 25 20:
Old : 32: 6 3 2 18 16 25 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 : 55.5 63.7 73.6 80.6 53.6 60.6 67.3 73.4
Old : 55.5 63.7 73.6 80.6 53.6 60.6 67.3 73.4
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, November 17, 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 : 60,694: 18,210 11,400 5,280 34,185 41,030 57,675 57,710: 3,019 2,984
Old : 60,694: 18,210 11,400 5,280 34,185 41,030 57,675 57,710: 3,019 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 35: -75 -460 -15 85 500 -5 25: 40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 18.8 8.7 56.3 67.6 95.0 95.1: 5.0 4.9
Old : 100.0: 30.0 18.8 8.7 56.3 67.6 95.0 95.1: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 4 20 13 25 17:
Old : 30: 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 : 56.7 67.1 77.7 86.9 54.2 59.8 68.0 73.9
Old : 56.7 67.1 77.7 86.9 54.2 59.8 68.0 73.9
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, November 17, 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 : 51,779: 13,185 7,835 5,475 30,013 35,538 48,673 48,848: 3,106 2,931
Old : 51,779: 13,185 7,835 5,475 30,013 35,538 48,673 48,848: 3,106 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -10: -50 40 10 10 -50 -30 0: 20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 15.1 10.6 58.0 68.6 94.0 94.3: 6.0 5.7
Old : 100.0: 25.5 15.1 10.6 58.0 68.6 94.0 94.3: 6.0 5.7
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 : 30: 2 3 4 20 13 25 17:
Old : 30: 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 : 55.9 62.6 76.3 85.8 48.6 54.7 63.9 69.2
Old : 55.9 62.6 76.3 85.8 48.6 54.7 63.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 191,246: 1,265 42,821 10,330 129,527 87,972 141,122 141,123: 50,124 50,123
Old : 191,246: 1,265 42,821 10,330 129,527 87,972 141,122 141,123: 50,124 50,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,880: -35 135 105 2,186 1,986 2,256 2,226: 1,624 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 22.4 5.4 67.7 46.0 73.8 73.8: 26.2 26.2
Old : 100.0: 0.7 22.4 5.4 67.7 46.0 73.8 73.8: 26.2 26.2
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 : 44: 2 7 5 29 31 35 39:
Old : 44: 2 7 5 29 31 35 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 : 44.7 33.0 58.1 50.7 38.8 30.3 48.8 44.8
Old : 44.7 33.0 58.1 50.7 38.8 30.3 48.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 160,250: 1,515 32,051 10,990 104,068 73,533 116,573 116,574: 43,677 43,676
Old : 160,250: 1,515 32,051 10,990 104,068 73,533 116,573 116,574: 43,677 43,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,911: 210 5 -75 908 1,083 1,043 1,013: 1,868 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 20.0 6.9 64.9 45.9 72.7 72.7: 27.3 27.3
Old : 100.0: 0.9 20.0 6.9 64.9 45.9 72.7 72.7: 27.3 27.3
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 : 44: 3 6 5 28 32 34 40:
Old : 44: 3 6 5 28 32 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.4 53.2 50.6 35.9 30.8 44.1 41.6
Old : 40.6 35.4 53.2 50.6 35.9 30.8 44.1 41.6
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, November 17, 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 : 65,791: 2,480 2,210 7,170 51,461 51,801 61,111 61,181: 4,680 4,610
Old : 65,791: 2,480 2,210 7,170 51,461 51,801 61,111 61,181: 4,680 4,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -435: -125 0 0 -285 -410 -410 -410: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.4 10.9 78.2 78.7 92.9 93.0: 7.1 7.0
Old : 100.0: 3.8 3.4 10.9 78.2 78.7 92.9 93.0: 7.1 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 : 26: 2 1 2 16 19 18 22:
Old : 26: 2 1 2 16 19 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 46.6 80.9 76.0 42.0 38.5 53.1 51.1
Old : 61.2 46.6 80.9 76.0 42.0 38.5 53.1 51.1
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, November 17, 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 : 56,745: 2,520 1,760 7,620 41,115 41,945 51,255 51,325: 5,490 5,420
Old : 56,745: 2,520 1,760 7,620 41,115 41,945 51,255 51,325: 5,490 5,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 180: -125 0 0 305 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.1 13.4 72.5 73.9 90.3 90.4: 9.7 9.6
Old : 100.0: 4.4 3.1 13.4 72.5 73.9 90.3 90.4: 9.7 9.6
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: 2 1 2 18 19 20 22:
Old : 25: 2 1 2 18 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 46.0 71.6 74.3 35.6 36.3 46.4 48.7
Old : 53.5 46.0 71.6 74.3 35.6 36.3 46.4 48.7
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, November 17, 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 : 43,875: 6,525 3,435 5,325 28,280 31,670 40,130 40,430: 3,745 3,445
Old : 43,875: 6,525 3,435 5,325 28,280 31,670 40,130 40,430: 3,745 3,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 310: 0 300 -100 185 -115 85 85: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 7.8 12.1 64.5 72.2 91.5 92.1: 8.5 7.9
Old : 100.0: 14.9 7.8 12.1 64.5 72.2 91.5 92.1: 8.5 7.9
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: 4 1 3 18 19 23 22:
Old : 26: 4 1 3 18 19 23 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 : 59.2 47.7 78.2 72.5 42.4 31.3 51.4 47.9
Old : 59.2 47.7 78.2 72.5 42.4 31.3 51.4 47.9
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,870: 21,170 3,205 4,330 23,770 42,035 49,270 49,570: 3,600 3,300
Old : 52,870: 21,170 3,205 4,330 23,770 42,035 49,270 49,570: 3,600 3,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 225: 0 200 -200 25 -175 -175 -175: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.1 8.2 45.0 79.5 93.2 93.8: 6.8 6.2
Old : 100.0: 40.0 6.1 8.2 45.0 79.5 93.2 93.8: 6.8 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 : 23: 2 2 3 15 18 18 22:
Old : 23: 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 46.7 86.7 72.1 52.3 30.7 54.7 47.2
Old : 74.8 46.7 86.7 72.1 52.3 30.7 54.7 47.2
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, November 17, 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 : 203,364: 18,820 572 7,418 149,385 168,192 175,623 176,182: 27,741 27,182
Old : 203,364: 18,820 572 7,418 149,385 168,192 175,623 176,182: 27,741 27,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -759: 550 400 -265 -701 -286 -416 -151: -343 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.3 3.6 73.5 82.7 86.4 86.6: 13.6 13.4
Old : 100.0: 9.3 0.3 3.6 73.5 82.7 86.4 86.6: 13.6 13.4
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 : 42: 5 3 4 31 31 37 37:
Old : 42: 5 3 4 31 31 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 48.5 58.0 67.7 28.8 29.0 39.9 40.4
Old : 38.7 48.5 58.0 67.7 28.8 29.0 39.9 40.4
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, November 17, 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 : 142,245: 16,955 522 8,265 98,095 114,438 123,315 123,225: 18,930 19,020
Old : 142,245: 16,955 522 8,265 98,095 114,438 123,315 123,225: 18,930 19,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,545: 440 165 -315 2,645 2,920 2,770 2,770: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.4 5.8 69.0 80.5 86.7 86.6: 13.3 13.4
Old : 100.0: 11.9 0.4 5.8 69.0 80.5 86.7 86.6: 13.3 13.4
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 : 37: 3 2 4 27 30 31 35:
Old : 37: 3 2 4 27 30 31 35:
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 : 41.4 42.1 60.8 61.9 29.8 31.1 39.8 38.8
Old : 41.4 42.1 60.8 61.9 29.8 31.1 39.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020