ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 92,245: 3,640 9,297 0 81,698 76,053 85,338 85,350: 6,907 6,895
Old : 92,245: 3,640 9,297 0 81,698 76,053 85,338 85,350: 6,907 6,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,068: 0 1,800 0 1,018 -782 1,018 1,018: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.1 0.0 88.6 82.4 92.5 92.5: 7.5 7.5
Old : 100.0: 3.9 10.1 0.0 88.6 82.4 92.5 92.5: 7.5 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 : 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 : 72.0 55.4 84.5 82.0 70.9 53.5 80.6 76.9
Old : 72.0 55.4 84.5 82.0 70.9 53.5 80.6 76.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 77,465: 3,200 9,182 0 67,868 61,898 71,068 71,080: 6,397 6,385
Old : 77,465: 3,200 9,182 0 67,868 61,898 71,068 71,080: 6,397 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,095: 0 1,800 0 685 -1,115 685 685: 410 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.9 0.0 87.6 79.9 91.7 91.8: 8.3 8.2
Old : 100.0: 4.1 11.9 0.0 87.6 79.9 91.7 91.8: 8.3 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 : 27: 1 1 0 21 21 22 22:
Old : 27: 1 1 0 21 21 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 : 72.1 58.5 83.6 81.2 71.3 55.3 78.3 76.1
Old : 72.1 58.5 83.6 81.2 71.3 55.3 78.3 76.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,945: 1,540 930 0 20,425 20,665 21,965 21,595: 3,980 4,350
Old : 25,945: 1,540 930 0 20,425 20,665 21,965 21,595: 3,980 4,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.6 0.0 78.7 79.6 84.7 83.2: 15.3 16.8
Old : 100.0: 5.9 3.6 0.0 78.7 79.6 84.7 83.2: 15.3 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 : 23: 3 1 0 15 16 18 17:
Old : 23: 3 1 0 15 16 18 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 : 64.3 51.9 77.5 74.1 41.7 39.7 51.3 50.2
Old : 64.3 51.9 77.5 74.1 41.7 39.7 51.3 50.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,304: 10,545 9,439 2,775 37,680 39,186 51,000 51,400: 3,304 2,904
Old : 54,304: 10,545 9,439 2,775 37,680 39,186 51,000 51,400: 3,304 2,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 25 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.4 5.1 69.4 72.2 93.9 94.7: 6.1 5.3
Old : 100.0: 19.4 17.4 5.1 69.4 72.2 93.9 94.7: 6.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 18 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 : 56.4 71.6 76.8 83.5 45.6 65.5 61.2 70.9
Old : 56.4 71.6 76.8 83.5 45.6 65.5 61.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,622: 1,525 6,359 3,331 28,818 24,304 33,674 33,994: 1,948 1,628
Old : 35,622: 1,525 6,359 3,331 28,818 24,304 33,674 33,994: 1,948 1,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -150: 0 25 0 -150 -175 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.9 9.4 80.9 68.2 94.5 95.4: 5.5 4.6
Old : 100.0: 4.3 17.9 9.4 80.9 68.2 94.5 95.4: 5.5 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 : 24: 1 2 3 16 16 19 19:
Old : 24: 1 2 3 16 16 19 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 : 55.3 70.0 82.9 85.9 43.8 63.7 60.9 68.7
Old : 55.3 70.0 82.9 85.9 43.8 63.7 60.9 68.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,859: 0 3,840 0 19,565 16,337 19,565 20,177: 2,294 1,682
Old : 21,859: 0 3,840 0 19,565 16,337 19,565 20,177: 2,294 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 60 0 60: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.6 0.0 89.5 74.7 89.5 92.3: 10.5 7.7
Old : 100.0: 0.0 17.6 0.0 89.5 74.7 89.5 92.3: 10.5 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 : 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 : 59.6 72.9 79.7 85.9 52.7 70.4 66.4 72.9
Old : 59.6 72.9 79.7 85.9 52.7 70.4 66.4 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,955: 610 15,510 365 26,960 11,765 27,935 27,640: 1,020 1,315
Old : 28,955: 610 15,510 365 26,960 11,765 27,935 27,640: 1,020 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 335: 0 120 0 215 95 215 215: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 53.6 1.3 93.1 40.6 96.5 95.5: 3.5 4.5
Old : 100.0: 2.1 53.6 1.3 93.1 40.6 96.5 95.5: 3.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 15 15 18 17:
Old : 20: 2 1 2 15 15 18 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 : 63.5 77.0 86.4 90.0 53.0 71.0 70.6 75.7
Old : 63.5 77.0 86.4 90.0 53.0 71.0 70.6 75.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,769: 14,685 2,065 1,525 59,169 71,749 75,379 75,339: 15,390 15,430
Old : 90,769: 14,685 2,065 1,525 59,169 71,749 75,379 75,339: 15,390 15,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 195: 0 75 35 550 490 585 600: -390 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.3 1.7 65.2 79.0 83.0 83.0: 17.0 17.0
Old : 100.0: 16.2 2.3 1.7 65.2 79.0 83.0 83.0: 17.0 17.0
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 : 31: 3 3 4 18 22 23 27:
Old : 31: 3 3 4 18 22 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 53.8 74.5 68.9 54.1 52.4 61.2 58.1
Old : 55.9 53.8 74.5 68.9 54.1 52.4 61.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,334: 15,605 4,130 965 56,534 68,009 73,104 73,104: 14,230 14,230
Old : 87,334: 15,605 4,130 965 56,534 68,009 73,104 73,104: 14,230 14,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 35: 0 0 0 150 150 150 150: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.7 1.1 64.7 77.9 83.7 83.7: 16.3 16.3
Old : 100.0: 17.9 4.7 1.1 64.7 77.9 83.7 83.7: 16.3 16.3
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: 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 : 53.6 51.0 74.4 69.6 51.6 48.5 59.9 57.7
Old : 53.6 51.0 74.4 69.6 51.6 48.5 59.9 57.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,304: 750 18,330 1,940 23,986 6,696 26,676 26,966: 4,628 4,338
Old : 31,304: 750 18,330 1,940 23,986 6,696 26,676 26,966: 4,628 4,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 15: 0 -15 0 0 0 0 -15: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 58.6 6.2 76.6 21.4 85.2 86.1: 14.8 13.9
Old : 100.0: 2.4 58.6 6.2 76.6 21.4 85.2 86.1: 14.8 13.9
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 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 : 49.6 62.1 67.9 78.0 48.4 54.3 64.4 68.8
Old : 49.6 62.1 67.9 78.0 48.4 54.3 64.4 68.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,964: 750 17,780 2,030 23,880 7,095 26,660 26,905: 4,304 4,059
Old : 30,964: 750 17,780 2,030 23,880 7,095 26,660 26,905: 4,304 4,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 15: 0 -15 0 0 0 0 -15: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 57.4 6.6 77.1 22.9 86.1 86.9: 13.9 13.1
Old : 100.0: 2.4 57.4 6.6 77.1 22.9 86.1 86.9: 13.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 78.2 47.2 53.1 62.8 67.8
Old : 49.4 61.3 67.9 78.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,685: 28,340 100 240 39,258 67,218 67,838 67,558: 1,847 2,127
Old : 69,685: 28,340 100 240 39,258 67,218 67,838 67,558: 1,847 2,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 675: 0 0 0 665 675 665 675: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.1 0.3 56.3 96.5 97.3 96.9: 2.7 3.1
Old : 100.0: 40.7 0.1 0.3 56.3 96.5 97.3 96.9: 2.7 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 17 16 19:
Old : 24: 3 1 1 13 17 16 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 : 76.9 85.9 94.9 92.7 74.9 85.5 91.7 89.9
Old : 76.9 85.9 94.9 92.7 74.9 85.5 91.7 89.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,355: 27,615 500 240 39,115 65,915 66,970 66,655: 1,385 1,700
Old : 68,355: 27,615 500 240 39,115 65,915 66,970 66,655: 1,385 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 775: 0 0 0 825 845 825 845: -50 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.7 0.4 57.2 96.4 98.0 97.5: 2.0 2.5
Old : 100.0: 40.4 0.7 0.4 57.2 96.4 98.0 97.5: 2.0 2.5
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 : 23: 3 1 1 14 14 17 16:
Old : 23: 3 1 1 14 14 17 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 : 75.5 88.8 95.3 94.8 73.1 88.4 92.4 91.9
Old : 75.5 88.8 95.3 94.8 73.1 88.4 92.4 91.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,540: 23,150 0 370 30,260 53,720 53,780 54,090: 2,760 2,450
Old : 56,540: 23,150 0 370 30,260 53,720 53,780 54,090: 2,760 2,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 0.0 0.7 53.5 95.0 95.1 95.7: 4.9 4.3
Old : 100.0: 40.9 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 : 56.2 84.4 74.5 93.9 53.0 83.9 71.0 89.2
Old : 56.2 84.4 74.5 93.9 53.0 83.9 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,160: 16,675 0 720 28,395 45,250 45,790 45,970: 2,370 2,190
Old : 48,160: 16,675 0 720 28,395 45,250 45,790 45,970: 2,370 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 0.0 1.5 59.0 94.0 95.1 95.5: 4.9 4.5
Old : 100.0: 34.6 0.0 1.5 59.0 94.0 95.1 95.5: 4.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.3 82.2 74.0 93.0 49.8 81.6 70.2 88.2
Old : 53.3 82.2 74.0 93.0 49.8 81.6 70.2 88.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,255: 2,185 5,595 305 11,950 8,665 14,440 14,565: 2,815 2,690
Old : 17,255: 2,185 5,595 305 11,950 8,665 14,440 14,565: 2,815 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.4 1.8 69.3 50.2 83.7 84.4: 16.3 15.6
Old : 100.0: 12.7 32.4 1.8 69.3 50.2 83.7 84.4: 16.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 2 14 7 16 12:
Old : 21: 1 4 2 14 7 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 67.7 77.6 82.3 47.3 65.2 65.7 71.2
Old : 54.8 67.7 77.6 82.3 47.3 65.2 65.7 71.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,890: 2,735 5,585 145 11,750 8,805 14,630 14,535: 2,260 2,355
Old : 16,890: 2,735 5,585 145 11,750 8,805 14,630 14,535: 2,260 2,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 33.1 0.9 69.6 52.1 86.6 86.1: 13.4 13.9
Old : 100.0: 16.2 33.1 0.9 69.6 52.1 86.6 86.1: 13.4 13.9
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 : 21: 1 4 2 14 6 16 11:
Old : 21: 1 4 2 14 6 16 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 : 60.6 70.1 80.4 84.5 49.4 66.5 68.5 72.9
Old : 60.6 70.1 80.4 84.5 49.4 66.5 68.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,825: 20,880 16,440 1,420 40,575 45,575 62,875 63,435: 5,950 5,390
Old : 68,825: 20,880 16,440 1,420 40,575 45,575 62,875 63,435: 5,950 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 50: 0 50 0 50 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 23.9 2.1 59.0 66.2 91.4 92.2: 8.6 7.8
Old : 100.0: 30.3 23.9 2.1 59.0 66.2 91.4 92.2: 8.6 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 61.2 73.8 78.9 55.9 57.6 69.2 72.5
Old : 57.7 61.2 73.8 78.9 55.9 57.6 69.2 72.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,215: 17,670 16,420 1,420 39,240 40,810 58,330 58,650: 4,885 4,565
Old : 63,215: 17,670 16,420 1,420 39,240 40,810 58,330 58,650: 4,885 4,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 50: 0 50 0 50 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.0 2.2 62.1 64.6 92.3 92.8: 7.7 7.2
Old : 100.0: 28.0 26.0 2.2 62.1 64.6 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 63.9 73.5 80.8 53.5 60.8 67.2 73.5
Old : 55.5 63.9 73.5 80.8 53.5 60.8 67.2 73.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,989: 18,505 11,400 5,280 34,165 41,325 57,950 58,005: 3,039 2,984
Old : 60,989: 18,505 11,400 5,280 34,165 41,325 57,950 58,005: 3,039 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 20: 0 0 0 0 20 0 20: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 18.7 8.7 56.0 67.8 95.0 95.1: 5.0 4.9
Old : 100.0: 30.3 18.7 8.7 56.0 67.8 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 : 56.9 67.2 78.6 87.0 54.6 59.3 67.5 73.2
Old : 56.9 67.2 78.6 87.0 54.6 59.3 67.5 73.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,899: 13,205 7,835 5,475 30,093 35,658 48,773 48,968: 3,126 2,931
Old : 51,899: 13,205 7,835 5,475 30,093 35,658 48,773 48,968: 3,126 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 20: 0 0 0 0 20 0 20: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.1 10.5 58.0 68.7 94.0 94.4: 6.0 5.6
Old : 100.0: 25.4 15.1 10.5 58.0 68.7 94.0 94.4: 6.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 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 : 55.8 62.8 76.3 85.8 48.7 54.6 63.3 68.5
Old : 55.8 62.8 76.3 85.8 48.7 54.6 63.3 68.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 192,653: 1,445 40,941 11,005 129,424 90,039 141,874 141,985: 50,779 50,668
Old : 192,653: 1,445 40,941 11,005 129,424 90,039 141,874 141,985: 50,779 50,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,084: 85 -1,825 625 -111 1,794 599 594: 485 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 21.3 5.7 67.2 46.7 73.6 73.7: 26.4 26.3
Old : 100.0: 0.8 21.3 5.7 67.2 46.7 73.6 73.7: 26.4 26.3
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: 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 : 44.3 32.8 57.8 50.6 38.3 29.2 48.5 44.0
Old : 44.3 32.8 57.8 50.6 38.3 29.2 48.5 44.0
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 160,670: 1,545 31,121 11,390 103,813 74,348 116,748 116,859: 43,922 43,811
Old : 160,670: 1,545 31,121 11,390 103,813 74,348 116,748 116,859: 43,922 43,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 790: -15 -550 300 290 820 575 570: 215 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 19.4 7.1 64.6 46.3 72.7 72.7: 27.3 27.3
Old : 100.0: 1.0 19.4 7.1 64.6 46.3 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 : 40.2 35.2 52.8 50.2 35.3 30.6 43.4 40.9
Old : 40.2 35.2 52.8 50.2 35.3 30.6 43.4 40.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,851: 2,480 2,210 7,170 51,451 51,791 61,101 61,171: 4,750 4,680
Old : 65,851: 2,480 2,210 7,170 51,451 51,791 61,101 61,171: 4,750 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 -10 -10 -10 -10: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.4 10.9 78.1 78.6 92.8 92.9: 7.2 7.1
Old : 100.0: 3.8 3.4 10.9 78.1 78.6 92.8 92.9: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 46.7 80.8 75.9 42.8 39.1 53.9 51.9
Old : 61.2 46.7 80.8 75.9 42.8 39.1 53.9 51.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,770: 2,520 1,760 7,620 41,085 41,915 51,225 51,295: 5,545 5,475
Old : 56,770: 2,520 1,760 7,620 41,085 41,915 51,225 51,295: 5,545 5,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.1 13.4 72.4 73.8 90.2 90.4: 9.8 9.6
Old : 100.0: 4.4 3.1 13.4 72.4 73.8 90.2 90.4: 9.8 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 19 19 21 22:
Old : 25: 2 1 2 19 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 : 53.5 45.9 71.5 75.1 36.5 37.3 47.4 49.6
Old : 53.5 45.9 71.5 75.1 36.5 37.3 47.4 49.6
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,655: 7,325 3,735 5,325 28,590 32,480 41,240 41,540: 4,415 4,115
Old : 45,655: 7,325 3,735 5,325 28,590 32,480 41,240 41,540: 4,415 4,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -120: 0 0 0 -110 -110 -110 -110: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.2 11.7 62.6 71.1 90.3 91.0: 9.7 9.0
Old : 100.0: 16.0 8.2 11.7 62.6 71.1 90.3 91.0: 9.7 9.0
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: 4 1 3 18 18 23 21:
Old : 26: 4 1 3 18 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 46.8 77.7 72.1 44.6 33.4 53.2 49.9
Old : 60.4 46.8 77.7 72.1 44.6 33.4 53.2 49.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,050: 21,970 3,505 4,180 24,510 43,275 50,660 50,960: 4,390 4,090
Old : 55,050: 21,970 3,505 4,180 24,510 43,275 50,660 50,960: 4,390 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 280: 0 0 0 150 150 150 150: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 6.4 7.6 44.5 78.6 92.0 92.6: 8.0 7.4
Old : 100.0: 39.9 6.4 7.6 44.5 78.6 92.0 92.6: 8.0 7.4
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 : 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 : 72.5 47.2 86.1 72.1 53.3 31.5 55.6 48.2
Old : 72.5 47.2 86.1 72.1 53.3 31.5 55.6 48.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 203,389: 20,285 1,937 7,728 146,795 165,137 174,808 174,802: 28,582 28,588
Old : 203,389: 20,285 1,937 7,728 146,795 165,137 174,808 174,802: 28,582 28,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 830: 15 1,665 10 484 -1,629 509 46: 321 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.0 3.8 72.2 81.2 85.9 85.9: 14.1 14.1
Old : 100.0: 10.0 1.0 3.8 72.2 81.2 85.9 85.9: 14.1 14.1
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 : 42: 4 4 5 31 31 38 37:
Old : 42: 4 4 5 31 31 38 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 : 39.5 47.8 57.5 66.8 29.1 30.1 40.6 40.8
Old : 39.5 47.8 57.5 66.8 29.1 30.1 40.6 40.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 144,375: 18,370 1,272 7,865 97,415 114,383 123,650 123,520: 20,725 20,855
Old : 144,375: 18,370 1,272 7,865 97,415 114,383 123,650 123,520: 20,725 20,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,165: -120 500 -120 1,265 605 1,025 985: 140 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.9 5.4 67.5 79.2 85.6 85.6: 14.4 14.4
Old : 100.0: 12.7 0.9 5.4 67.5 79.2 85.6 85.6: 14.4 14.4
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 : 39: 4 2 4 29 30 34 35:
Old : 39: 4 2 4 29 30 34 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 : 41.1 41.6 60.6 60.8 29.7 31.4 40.6 39.9
Old : 41.1 41.6 60.6 60.8 29.7 31.4 40.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020