ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,330: 3,810 8,657 0 79,778 74,943 83,588 83,600: 6,742 6,730
Old : 90,330: 3,810 8,657 0 79,778 74,943 83,588 83,600: 6,742 6,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,915: 170 -640 0 -1,920 -1,110 -1,750 -1,750: -165 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.6 0.0 88.3 83.0 92.5 92.5: 7.5 7.5
Old : 100.0: 4.2 9.6 0.0 88.3 83.0 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 : 71.9 55.5 84.5 82.3 71.0 53.6 81.5 76.7
Old : 71.9 55.5 84.5 82.3 71.0 53.6 81.5 76.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 76,824: 3,670 8,337 0 66,572 61,917 70,242 70,254: 6,582 6,570
Old : 76,824: 3,670 8,337 0 66,572 61,917 70,242 70,254: 6,582 6,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -641: 470 -845 0 -1,296 19 -826 -826: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.9 0.0 86.7 80.6 91.4 91.4: 8.6 8.6
Old : 100.0: 4.8 10.9 0.0 86.7 80.6 91.4 91.4: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 21 19 22 20:
Old : 26: 1 1 0 21 19 22 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 : 71.8 58.3 83.5 81.9 70.9 55.2 78.6 75.6
Old : 71.8 58.3 83.5 81.9 70.9 55.2 78.6 75.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,345: 1,375 915 0 19,840 19,940 21,215 20,855: 4,130 4,490
Old : 25,345: 1,375 915 0 19,840 19,940 21,215 20,855: 4,130 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -600: -165 -15 0 -585 -725 -750 -740: 150 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.6 0.0 78.3 78.7 83.7 82.3: 16.3 17.7
Old : 100.0: 5.4 3.6 0.0 78.3 78.7 83.7 82.3: 16.3 17.7
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 : 23: 3 1 0 14 16 17 17:
Old : 23: 3 1 0 14 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 51.1 76.5 73.2 40.6 38.3 50.2 48.6
Old : 63.8 51.1 76.5 73.2 40.6 38.3 50.2 48.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,977: 12,120 9,464 2,710 35,194 38,105 50,024 50,279: 2,953 2,698
Old : 52,977: 12,120 9,464 2,710 35,194 38,105 50,024 50,279: 2,953 2,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,327: 1,575 25 -65 -2,486 -1,081 -976 -1,121: -351 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.9 5.1 66.4 71.9 94.4 94.9: 5.6 5.1
Old : 100.0: 22.9 17.9 5.1 66.4 71.9 94.4 94.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 2 2 18 18 23 21:
Old : 27: 4 2 2 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 : 50.4 72.3 73.4 84.7 39.6 64.2 56.6 70.3
Old : 50.4 72.3 73.4 84.7 39.6 64.2 56.6 70.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,930: 1,600 6,474 3,206 27,113 22,611 31,919 32,291: 2,011 1,639
Old : 33,930: 1,600 6,474 3,206 27,113 22,611 31,919 32,291: 2,011 1,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,692: 75 115 -125 -1,705 -1,693 -1,755 -1,703: 63 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 19.1 9.4 79.9 66.6 94.1 95.2: 5.9 4.8
Old : 100.0: 4.7 19.1 9.4 79.9 66.6 94.1 95.2: 5.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 16 18 20 21:
Old : 25: 2 2 3 16 18 20 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 : 53.8 69.6 81.2 86.2 42.3 62.7 60.1 67.2
Old : 53.8 69.6 81.2 86.2 42.3 62.7 60.1 67.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,385: 610 15,495 365 26,425 11,260 27,400 27,120: 985 1,265
Old : 28,385: 610 15,495 365 26,425 11,260 27,400 27,120: 985 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -570: 0 -15 0 -535 -505 -535 -520: -35 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 54.6 1.3 93.1 39.7 96.5 95.5: 3.5 4.5
Old : 100.0: 2.1 54.6 1.3 93.1 39.7 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 : 64.8 77.9 87.7 90.3 54.6 72.6 73.1 77.5
Old : 64.8 77.9 87.7 90.3 54.6 72.6 73.1 77.5
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 86,704: 14,085 2,085 1,120 56,394 68,339 71,599 71,544: 15,105 15,160
Old : 86,704: 14,085 2,085 1,120 56,394 68,339 71,599 71,544: 15,105 15,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -4,065: -600 20 -405 -2,775 -3,410 -3,780 -3,795: -285 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.4 1.3 65.0 78.8 82.6 82.5: 17.4 17.5
Old : 100.0: 16.2 2.4 1.3 65.0 78.8 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: 2 3 3 17 22 21 26:
Old : 30: 2 3 3 17 22 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 53.9 74.6 69.4 54.5 52.5 62.1 59.3
Old : 56.0 53.9 74.6 69.4 54.5 52.5 62.1 59.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 82,889: 14,740 3,940 380 52,889 63,694 68,009 68,014: 14,880 14,875
Old : 82,889: 14,740 3,940 380 52,889 63,694 68,009 68,014: 14,880 14,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -4,445: -865 -190 -585 -3,645 -4,315 -5,095 -5,090: 650 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.8 0.5 63.8 76.8 82.0 82.1: 18.0 17.9
Old : 100.0: 17.8 4.8 0.5 63.8 76.8 82.0 82.1: 18.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 16 21 19 25:
Old : 29: 2 2 3 16 21 19 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 : 53.2 50.9 74.5 70.2 52.4 48.8 60.7 59.3
Old : 53.2 50.9 74.5 70.2 52.4 48.8 60.7 59.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,953: 725 17,955 1,555 23,346 6,366 25,626 25,876: 4,327 4,077
Old : 29,953: 725 17,955 1,555 23,346 6,366 25,626 25,876: 4,327 4,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,351: -25 -375 -385 -640 -330 -1,050 -1,090: -301 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 59.9 5.2 77.9 21.3 85.6 86.4: 14.4 13.6
Old : 100.0: 2.4 59.9 5.2 77.9 21.3 85.6 86.4: 14.4 13.6
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 : 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 : 51.0 62.7 68.6 78.5 49.7 55.5 66.3 70.6
Old : 51.0 62.7 68.6 78.5 49.7 55.5 66.3 70.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,703: 725 17,430 1,645 23,309 6,854 25,679 25,929: 4,024 3,774
Old : 29,703: 725 17,430 1,645 23,309 6,854 25,679 25,929: 4,024 3,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,261: -25 -350 -385 -571 -241 -981 -976: -280 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 58.7 5.5 78.5 23.1 86.5 87.3: 13.5 12.7
Old : 100.0: 2.4 58.7 5.5 78.5 23.1 86.5 87.3: 13.5 12.7
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 : 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 : 50.8 61.8 68.6 78.8 48.5 54.2 64.6 69.4
Old : 50.8 61.8 68.6 78.8 48.5 54.2 64.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,770: 25,860 0 240 37,870 63,480 63,970 63,720: 1,800 2,050
Old : 65,770: 25,860 0 240 37,870 63,480 63,970 63,720: 1,800 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -3,915: -2,480 -100 0 -1,388 -3,738 -3,868 -3,838: -47 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 0.0 0.4 57.6 96.5 97.3 96.9: 2.7 3.1
Old : 100.0: 39.3 0.0 0.4 57.6 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 : 23: 3 0 1 13 17 16 18:
Old : 23: 3 0 1 13 17 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 : 75.7 85.8 94.8 93.0 74.4 85.5 91.5 90.1
Old : 75.7 85.8 94.8 93.0 74.4 85.5 91.5 90.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,010: 24,985 0 240 37,415 62,125 62,640 62,365: 1,370 1,645
Old : 64,010: 24,985 0 240 37,415 62,125 62,640 62,365: 1,370 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -4,345: -2,630 -500 0 -1,700 -3,790 -4,330 -4,290: -15 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.0 0.4 58.5 97.1 97.9 97.4: 2.1 2.6
Old : 100.0: 39.0 0.0 0.4 58.5 97.1 97.9 97.4: 2.1 2.6
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 : 22: 3 0 1 14 14 17 15:
Old : 22: 3 0 1 14 14 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 : 75.1 89.5 95.2 95.6 72.5 89.1 92.1 92.3
Old : 75.1 89.5 95.2 95.6 72.5 89.1 92.1 92.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,390: 22,340 0 190 28,160 50,820 50,690 51,010: 2,700 2,380
Old : 53,390: 22,340 0 190 28,160 50,820 50,690 51,010: 2,700 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -3,150: -810 0 -180 -2,100 -2,900 -3,090 -3,080: -60 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.0 0.4 52.7 95.2 94.9 95.5: 5.1 4.5
Old : 100.0: 41.8 0.0 0.4 52.7 95.2 94.9 95.5: 5.1 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 : 27: 5 0 3 17 12 22 15:
Old : 27: 5 0 3 17 12 22 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 : 56.1 85.0 74.6 94.1 52.8 84.5 70.8 89.4
Old : 56.1 85.0 74.6 94.1 52.8 84.5 70.8 89.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,650: 16,240 0 540 26,405 42,840 43,185 43,380: 2,465 2,270
Old : 45,650: 16,240 0 540 26,405 42,840 43,185 43,380: 2,465 2,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,510: -435 0 -180 -1,990 -2,410 -2,605 -2,590: 95 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.0 1.2 57.8 93.8 94.6 95.0: 5.4 5.0
Old : 100.0: 35.6 0.0 1.2 57.8 93.8 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 0 3 17 12 22 15:
Old : 27: 5 0 3 17 12 22 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 : 52.7 82.6 73.2 93.0 49.2 82.0 69.5 88.1
Old : 52.7 82.6 73.2 93.0 49.2 82.0 69.5 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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,150: 1,960 5,175 280 11,175 8,100 13,415 13,555: 2,735 2,595
Old : 16,150: 1,960 5,175 280 11,175 8,100 13,415 13,555: 2,735 2,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,105: -225 -420 -25 -775 -565 -1,025 -1,010: -80 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 32.0 1.7 69.2 50.2 83.1 83.9: 16.9 16.1
Old : 100.0: 12.1 32.0 1.7 69.2 50.2 83.1 83.9: 16.9 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 : 21: 1 4 1 14 7 15 12:
Old : 21: 1 4 1 14 7 15 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 : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9
Old : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 15,790: 2,500 5,165 120 10,990 8,245 13,610 13,530: 2,180 2,260
Old : 15,790: 2,500 5,165 120 10,990 8,245 13,610 13,530: 2,180 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,100: -235 -420 -25 -760 -560 -1,020 -1,005: -80 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 32.7 0.8 69.6 52.2 86.2 85.7: 13.8 14.3
Old : 100.0: 15.8 32.7 0.8 69.6 52.2 86.2 85.7: 13.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 1 14 6 15 11:
Old : 21: 1 4 1 14 6 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 : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6
Old : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,455: 20,020 16,145 1,400 38,570 42,995 59,990 60,540: 5,465 4,915
Old : 65,455: 20,020 16,145 1,400 38,570 42,995 59,990 60,540: 5,465 4,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -3,370: -860 -295 -20 -2,005 -2,580 -2,885 -2,895: -485 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.7 2.1 58.9 65.7 91.7 92.5: 8.3 7.5
Old : 100.0: 30.6 24.7 2.1 58.9 65.7 91.7 92.5: 8.3 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 : 31: 6 3 2 18 15 25 19:
Old : 31: 6 3 2 18 15 25 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 : 57.5 61.9 74.3 79.8 55.6 58.3 69.3 73.1
Old : 57.5 61.9 74.3 79.8 55.6 58.3 69.3 73.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,240: 17,175 16,125 1,400 37,235 38,585 55,810 56,110: 4,430 4,130
Old : 60,240: 17,175 16,125 1,400 37,235 38,585 55,810 56,110: 4,430 4,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,975: -495 -295 -20 -2,005 -2,225 -2,520 -2,540: -455 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 26.8 2.3 61.8 64.1 92.6 93.1: 7.4 6.9
Old : 100.0: 28.5 26.8 2.3 61.8 64.1 92.6 93.1: 7.4 6.9
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 : 31: 6 3 2 18 15 25 19:
Old : 31: 6 3 2 18 15 25 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 : 55.5 64.3 74.4 81.6 53.5 61.3 67.6 74.1
Old : 55.5 64.3 74.4 81.6 53.5 61.3 67.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,329: 17,845 10,755 5,100 32,532 39,667 55,477 55,522: 2,852 2,807
Old : 58,329: 17,845 10,755 5,100 32,532 39,667 55,477 55,522: 2,852 2,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,660: -660 -645 -180 -1,633 -1,658 -2,473 -2,483: -187 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.4 8.7 55.8 68.0 95.1 95.2: 4.9 4.8
Old : 100.0: 30.6 18.4 8.7 55.8 68.0 95.1 95.2: 4.9 4.8
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 : 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 : 57.3 68.1 78.7 87.4 54.7 60.2 67.6 73.4
Old : 57.3 68.1 78.7 87.4 54.7 60.2 67.6 73.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,724: 13,070 7,280 5,320 28,436 34,381 46,826 46,981: 2,898 2,743
Old : 49,724: 13,070 7,280 5,320 28,436 34,381 46,826 46,981: 2,898 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,175: -135 -555 -155 -1,657 -1,277 -1,947 -1,987: -228 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.6 10.7 57.2 69.1 94.2 94.5: 5.8 5.5
Old : 100.0: 26.3 14.6 10.7 57.2 69.1 94.2 94.5: 5.8 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 : 29: 2 3 4 20 12 25 16:
Old : 29: 2 3 4 20 12 25 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 : 56.6 63.6 76.3 86.3 49.5 54.6 63.8 69.2
Old : 56.6 63.6 76.3 86.3 49.5 54.6 63.8 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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 183,909: 1,185 38,323 10,690 123,689 86,657 135,564 135,670: 48,345 48,239
Old : 183,909: 1,185 38,323 10,690 123,689 86,657 135,564 135,670: 48,345 48,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -8,744: -260 -2,618 -315 -5,735 -3,382 -6,310 -6,315: -2,434 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 20.8 5.8 67.3 47.1 73.7 73.8: 26.3 26.2
Old : 100.0: 0.6 20.8 5.8 67.3 47.1 73.7 73.8: 26.3 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 8 5 28 31 34 40:
Old : 44: 2 8 5 28 31 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 : 44.7 33.1 58.7 51.1 38.9 29.5 49.4 44.0
Old : 44.7 33.1 58.7 51.1 38.9 29.5 49.4 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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 153,594: 1,040 29,528 11,415 99,417 71,050 111,872 111,993: 41,722 41,601
Old : 153,594: 1,040 29,528 11,415 99,417 71,050 111,872 111,993: 41,722 41,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -7,076: -505 -1,593 25 -4,396 -3,298 -4,876 -4,866: -2,200 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 19.2 7.4 64.7 46.3 72.8 72.9: 27.2 27.1
Old : 100.0: 0.7 19.2 7.4 64.7 46.3 72.8 72.9: 27.2 27.1
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 : 44: 2 8 5 27 32 33 41:
Old : 44: 2 8 5 27 32 33 41:
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 35.8 54.0 51.0 35.7 31.0 44.7 41.3
Old : 40.6 35.8 54.0 51.0 35.7 31.0 44.7 41.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,151: 2,030 1,865 7,040 49,551 49,776 58,621 58,681: 4,530 4,470
Old : 63,151: 2,030 1,865 7,040 49,551 49,776 58,621 58,681: 4,530 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,700: -450 -345 -130 -1,900 -2,015 -2,480 -2,490: -220 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.0 11.1 78.5 78.8 92.8 92.9: 7.2 7.1
Old : 100.0: 3.2 3.0 11.1 78.5 78.8 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 18 18 21:
Old : 26: 2 1 2 16 18 18 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 : 61.6 46.0 81.0 76.1 43.8 38.5 53.9 52.0
Old : 61.6 46.0 81.0 76.1 43.8 38.5 53.9 52.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,460: 2,115 1,490 7,415 39,535 40,340 49,065 49,245: 5,395 5,215
Old : 54,460: 2,115 1,490 7,415 39,535 40,340 49,065 49,245: 5,395 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,310: -405 -270 -205 -1,550 -1,575 -2,160 -2,050: -150 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.7 13.6 72.6 74.1 90.1 90.4: 9.9 9.6
Old : 100.0: 3.9 2.7 13.6 72.6 74.1 90.1 90.4: 9.9 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 18 21 21:
Old : 25: 2 1 2 19 18 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 : 54.0 45.5 72.2 75.1 37.2 36.0 47.5 49.0
Old : 54.0 45.5 72.2 75.1 37.2 36.0 47.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,355: 7,390 3,770 4,925 27,680 31,600 39,995 40,295: 4,360 4,060
Old : 44,355: 7,390 3,770 4,925 27,680 31,600 39,995 40,295: 4,360 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,300: 65 35 -400 -910 -880 -1,245 -1,245: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.5 11.1 62.4 71.2 90.2 90.8: 9.8 9.2
Old : 100.0: 16.7 8.5 11.1 62.4 71.2 90.2 90.8: 9.8 9.2
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: 4 1 3 17 17 22 20:
Old : 26: 4 1 3 17 17 22 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 : 60.3 48.4 78.2 72.7 44.5 35.2 53.7 50.6
Old : 60.3 48.4 78.2 72.7 44.5 35.2 53.7 50.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,770: 22,035 3,380 3,815 23,835 42,760 49,685 49,955: 4,085 3,815
Old : 53,770: 22,035 3,380 3,815 23,835 42,760 49,685 49,955: 4,085 3,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,280: 65 -125 -365 -675 -515 -975 -1,005: -305 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 6.3 7.1 44.3 79.5 92.4 92.9: 7.6 7.1
Old : 100.0: 41.0 6.3 7.1 44.3 79.5 92.4 92.9: 7.6 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 : 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 : 73.3 48.2 86.6 72.9 54.1 32.6 56.3 48.8
Old : 73.3 48.2 86.6 72.9 54.1 32.6 56.3 48.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 195,220: 20,015 2,242 7,083 139,513 158,974 166,611 168,299: 28,609 26,920
Old : 195,220: 20,015 2,242 7,083 139,513 158,974 166,611 168,299: 28,609 26,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -8,169: -270 305 -645 -7,281 -6,162 -8,196 -6,502: 27 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.1 3.6 71.5 81.4 85.3 86.2: 14.7 13.8
Old : 100.0: 10.3 1.1 3.6 71.5 81.4 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 : 43: 4 5 5 31 31 38 38:
Old : 43: 4 5 5 31 31 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 48.5 58.6 67.8 31.0 30.0 43.2 43.5
Old : 39.1 48.5 58.6 67.8 31.0 30.0 43.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 138,325: 17,480 1,742 7,645 94,354 109,977 119,479 119,364: 18,846 18,961
Old : 138,325: 17,480 1,742 7,645 94,354 109,977 119,479 119,364: 18,846 18,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -6,050: -890 470 -220 -3,061 -4,406 -4,171 -4,156: -1,879 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 1.3 5.5 68.2 79.5 86.4 86.3: 13.6 13.7
Old : 100.0: 12.6 1.3 5.5 68.2 79.5 86.4 86.3: 13.6 13.7
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 : 40: 3 4 4 29 30 34 36:
Old : 40: 3 4 4 29 30 34 36:
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 : 42.6 41.0 62.8 61.1 32.6 31.4 43.6 42.3
Old : 42.6 41.0 62.8 61.1 32.6 31.4 43.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,850: 3,220 300 415 22,360 25,295 25,995 26,010: 1,855 1,840
Old : 27,850: 3,220 300 415 22,360 25,295 25,995 26,010: 1,855 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.1 1.5 80.3 90.8 93.3 93.4: 6.7 6.6
Old : 100.0: 11.6 1.1 1.5 80.3 90.8 93.3 93.4: 6.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 12 8 15 11:
Old : 20: 3 1 2 12 8 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 : 62.5 86.2 84.9 91.8 60.0 80.9 76.9 83.2
Old : 62.5 86.2 84.9 91.8 60.0 80.9 76.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,440: 2,600 335 650 22,355 24,635 25,605 25,620: 1,835 1,820
Old : 27,440: 2,600 335 650 22,355 24,635 25,605 25,620: 1,835 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.2 2.4 81.5 89.8 93.3 93.4: 6.7 6.6
Old : 100.0: 9.5 1.2 2.4 81.5 89.8 93.3 93.4: 6.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 12 7 15 10:
Old : 20: 2 2 2 12 7 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 : 65.8 85.6 86.1 91.9 64.6 78.4 76.8 80.8
Old : 65.8 85.6 86.1 91.9 64.6 78.4 76.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020