ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 91,068: 3,690 9,327 0 80,610 75,000 84,300 84,327: 6,768 6,741
Old : 91,068: 3,690 9,327 0 80,610 75,000 84,300 84,327: 6,768 6,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 738: -120 670 0 832 57 712 727: 26 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 10.2 0.0 88.5 82.4 92.6 92.6: 7.4 7.4
Old : 100.0: 4.1 10.2 0.0 88.5 82.4 92.6 92.6: 7.4 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 : 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 : 72.5 55.8 84.6 82.0 71.6 53.8 81.8 76.6
Old : 72.5 55.8 84.6 82.0 71.6 53.8 81.8 76.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 77,289: 3,550 8,757 0 67,142 61,962 70,692 70,719: 6,597 6,570
Old : 77,289: 3,550 8,757 0 67,142 61,962 70,692 70,719: 6,597 6,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 465: -120 420 0 570 45 450 465: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.3 0.0 86.9 80.2 91.5 91.5: 8.5 8.5
Old : 100.0: 4.6 11.3 0.0 86.9 80.2 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 72.1 58.5 83.7 82.0 71.2 55.4 78.8 76.0
Old : 72.1 58.5 83.7 82.0 71.2 55.4 78.8 76.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,536: 1,075 915 0 19,905 19,801 20,980 20,716: 4,556 4,820
Old : 25,536: 1,075 915 0 19,905 19,801 20,980 20,716: 4,556 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 191: -300 0 0 65 -139 -235 -139: 426 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 0.0 77.9 77.5 82.2 81.1: 17.8 18.9
Old : 100.0: 4.2 3.6 0.0 77.9 77.5 82.2 81.1: 17.8 18.9
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 : 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 : 63.6 49.5 74.8 71.0 41.8 37.7 50.1 48.9
Old : 63.6 49.5 74.8 71.0 41.8 37.7 50.1 48.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,486: 12,270 9,564 2,560 35,479 38,440 50,309 50,564: 3,177 2,922
Old : 53,486: 12,270 9,564 2,560 35,479 38,440 50,309 50,564: 3,177 2,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 509: 150 100 -150 285 335 285 285: 224 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.9 4.8 66.3 71.9 94.1 94.5: 5.9 5.5
Old : 100.0: 22.9 17.9 4.8 66.3 71.9 94.1 94.5: 5.9 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 : 28: 4 2 2 17 19 22 22:
Old : 28: 4 2 2 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 71.1 73.0 83.4 41.5 64.3 58.2 70.9
Old : 50.1 71.1 73.0 83.4 41.5 64.3 58.2 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,430: 1,700 6,574 3,136 28,508 24,006 33,344 33,716: 2,086 1,714
Old : 35,430: 1,700 6,574 3,136 28,508 24,006 33,344 33,716: 2,086 1,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,500: 100 100 -70 1,395 1,395 1,425 1,425: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 18.6 8.9 80.5 67.8 94.1 95.2: 5.9 4.8
Old : 100.0: 4.8 18.6 8.9 80.5 67.8 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 : 26: 2 2 3 16 20 20 23:
Old : 26: 2 2 3 16 20 20 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 : 54.6 65.9 80.7 82.6 43.3 60.4 61.5 67.0
Old : 54.6 65.9 80.7 82.6 43.3 60.4 61.5 67.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,275: 550 15,495 375 26,335 11,110 27,260 26,980: 1,015 1,295
Old : 28,275: 550 15,495 375 26,335 11,110 27,260 26,980: 1,015 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -110: -60 0 10 -90 -150 -140 -140: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 54.8 1.3 93.1 39.3 96.4 95.4: 3.6 4.6
Old : 100.0: 1.9 54.8 1.3 93.1 39.3 96.4 95.4: 3.6 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 : 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 90.1 54.9 72.8 73.2 77.4
Old : 64.8 77.9 87.7 90.1 54.9 72.8 73.2 77.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 86,909: 14,085 2,085 1,120 56,514 68,459 71,719 71,664: 15,190 15,245
Old : 86,909: 14,085 2,085 1,120 56,514 68,459 71,719 71,664: 15,190 15,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 205: 0 0 0 120 120 120 120: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.4 1.3 65.0 78.8 82.5 82.5: 17.5 17.5
Old : 100.0: 16.2 2.4 1.3 65.0 78.8 82.5 82.5: 17.5 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 : 55.9 53.8 75.6 69.5 54.4 52.7 61.9 60.5
Old : 55.9 53.8 75.6 69.5 54.4 52.7 61.9 60.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 83,184: 14,740 3,940 380 52,894 63,779 68,014 68,099: 15,170 15,085
Old : 83,184: 14,740 3,940 380 52,894 63,779 68,014 68,099: 15,170 15,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 295: 0 0 0 5 85 5 85: 290 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.7 0.5 63.6 76.7 81.8 81.9: 18.2 18.1
Old : 100.0: 17.7 4.7 0.5 63.6 76.7 81.8 81.9: 18.2 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 15 21 18 25:
Old : 29: 2 2 3 15 21 18 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 : 53.0 50.7 74.8 70.3 52.2 50.0 60.3 60.6
Old : 53.0 50.7 74.8 70.3 52.2 50.0 60.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,013: 725 17,955 1,555 23,274 6,294 25,554 25,804: 4,459 4,209
Old : 30,013: 725 17,955 1,555 23,274 6,294 25,554 25,804: 4,459 4,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 60: 0 0 0 -72 -72 -72 -72: 132 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 59.8 5.2 77.5 21.0 85.1 86.0: 14.9 14.0
Old : 100.0: 2.4 59.8 5.2 77.5 21.0 85.1 86.0: 14.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 4 17 12 22 18:
Old : 26: 1 6 4 17 12 22 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 : 49.3 60.6 67.1 76.3 47.7 55.4 60.8 66.7
Old : 49.3 60.6 67.1 76.3 47.7 55.4 60.8 66.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,803: 725 17,430 1,645 23,227 6,772 25,597 25,847: 4,206 3,956
Old : 29,803: 725 17,430 1,645 23,227 6,772 25,597 25,847: 4,206 3,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 100: 0 0 0 -82 -82 -82 -82: 182 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 58.5 5.5 77.9 22.7 85.9 86.7: 14.1 13.3
Old : 100.0: 2.4 58.5 5.5 77.9 22.7 85.9 86.7: 14.1 13.3
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: 1 6 4 17 12 22 18:
Old : 26: 1 6 4 17 12 22 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 : 49.1 59.5 66.9 75.5 46.9 54.0 59.6 65.4
Old : 49.1 59.5 66.9 75.5 46.9 54.0 59.6 65.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,580: 25,860 0 240 39,350 64,990 65,450 65,230: 2,130 2,350
Old : 67,580: 25,860 0 240 39,350 64,990 65,450 65,230: 2,130 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,810: 0 0 0 1,480 1,510 1,480 1,510: 330 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 0.0 0.4 58.2 96.2 96.8 96.5: 3.2 3.5
Old : 100.0: 38.3 0.0 0.4 58.2 96.2 96.8 96.5: 3.2 3.5
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 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 : 76.1 85.6 94.5 92.6 74.9 85.2 91.2 89.9
Old : 76.1 85.6 94.5 92.6 74.9 85.2 91.2 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,730: 24,985 0 240 38,765 63,475 63,990 63,715: 1,740 2,015
Old : 65,730: 24,985 0 240 38,765 63,475 63,990 63,715: 1,740 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,720: 0 0 0 1,350 1,350 1,350 1,350: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 0.0 0.4 59.0 96.6 97.4 96.9: 2.6 3.1
Old : 100.0: 38.0 0.0 0.4 59.0 96.6 97.4 96.9: 2.6 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 : 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 : 75.4 89.3 94.8 95.3 73.0 88.9 91.8 92.0
Old : 75.4 89.3 94.8 95.3 73.0 88.9 91.8 92.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,163: 22,375 0 190 28,968 51,663 51,533 51,853: 2,630 2,310
Old : 54,163: 22,375 0 190 28,968 51,663 51,533 51,853: 2,630 2,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 773: 35 0 0 808 843 843 843: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 0.0 0.4 53.5 95.4 95.1 95.7: 4.9 4.3
Old : 100.0: 41.3 0.0 0.4 53.5 95.4 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 : 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 : 55.3 84.1 73.5 94.2 52.1 83.7 70.0 89.7
Old : 55.3 84.1 73.5 94.2 52.1 83.7 70.0 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,443: 16,275 0 540 27,213 43,683 44,028 44,223: 2,415 2,220
Old : 46,443: 16,275 0 540 27,213 43,683 44,028 44,223: 2,415 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 793: 35 0 0 808 843 843 843: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 0.0 1.2 58.6 94.1 94.8 95.2: 5.2 4.8
Old : 100.0: 35.0 0.0 1.2 58.6 94.1 94.8 95.2: 5.2 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 : 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 : 51.8 82.7 72.4 93.1 48.4 81.9 68.7 88.4
Old : 51.8 82.7 72.4 93.1 48.4 81.9 68.7 88.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,780: 20,020 16,120 1,415 39,325 43,780 60,760 61,315: 6,020 5,465
Old : 66,780: 20,020 16,120 1,415 39,325 43,780 60,760 61,315: 6,020 5,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,325: 0 -25 15 755 785 770 775: 555 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 24.1 2.1 58.9 65.6 91.0 91.8: 9.0 8.2
Old : 100.0: 30.0 24.1 2.1 58.9 65.6 91.0 91.8: 9.0 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 : 31: 6 3 3 18 15 26 19:
Old : 31: 6 3 3 18 15 26 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 : 56.6 61.6 74.0 79.5 54.8 59.6 68.2 73.8
Old : 56.6 61.6 74.0 79.5 54.8 59.6 68.2 73.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,815: 17,175 16,125 1,400 38,810 40,160 57,385 57,685: 4,430 4,130
Old : 61,815: 17,175 16,125 1,400 38,810 40,160 57,385 57,685: 4,430 4,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,575: 0 0 0 1,575 1,575 1,575 1,575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.1 2.3 62.8 65.0 92.8 93.3: 7.2 6.7
Old : 100.0: 27.8 26.1 2.3 62.8 65.0 92.8 93.3: 7.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 3 2 18 16 25 20:
Old : 31: 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 : 54.5 64.8 75.0 81.7 52.1 62.2 65.9 74.2
Old : 54.5 64.8 75.0 81.7 52.1 62.2 65.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,549: 18,065 10,755 5,100 32,532 39,887 55,697 55,742: 2,852 2,807
Old : 58,549: 18,065 10,755 5,100 32,532 39,887 55,697 55,742: 2,852 2,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 220: 220 0 0 0 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 18.4 8.7 55.6 68.1 95.1 95.2: 4.9 4.8
Old : 100.0: 30.9 18.4 8.7 55.6 68.1 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 : 57.4 68.0 78.7 87.2 54.8 60.1 67.7 73.2
Old : 57.4 68.0 78.7 87.2 54.8 60.1 67.7 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,824: 13,170 7,280 5,320 28,436 34,481 46,926 47,081: 2,898 2,743
Old : 49,824: 13,170 7,280 5,320 28,436 34,481 46,926 47,081: 2,898 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 100: 100 0 0 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.6 10.7 57.1 69.2 94.2 94.5: 5.8 5.5
Old : 100.0: 26.4 14.6 10.7 57.1 69.2 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 : 56.7 63.4 76.4 86.1 49.5 54.5 63.9 69.0
Old : 56.7 63.4 76.4 86.1 49.5 54.5 63.9 69.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 186,424: 1,150 38,768 10,600 126,286 88,764 138,036 138,132: 48,388 48,292
Old : 186,424: 1,150 38,768 10,600 126,286 88,764 138,036 138,132: 48,388 48,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,515: -35 445 -90 2,597 2,107 2,472 2,462: 43 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 20.8 5.7 67.7 47.6 74.0 74.1: 26.0 25.9
Old : 100.0: 0.6 20.8 5.7 67.7 47.6 74.0 74.1: 26.0 25.9
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 : 45: 2 8 5 28 32 34 41:
Old : 45: 2 8 5 28 32 34 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 : 44.4 33.3 58.9 51.5 38.5 29.2 48.8 43.7
Old : 44.4 33.3 58.9 51.5 38.5 29.2 48.8 43.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 156,019: 1,030 29,853 11,305 101,522 72,840 113,857 113,998: 42,162 42,021
Old : 156,019: 1,030 29,853 11,305 101,522 72,840 113,857 113,998: 42,162 42,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,425: -10 325 -110 2,105 1,790 1,985 2,005: 440 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 19.1 7.2 65.1 46.7 73.0 73.1: 27.0 26.9
Old : 100.0: 0.7 19.1 7.2 65.1 46.7 73.0 73.1: 27.0 26.9
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 : 45: 2 8 5 27 33 33 42:
Old : 45: 2 8 5 27 33 33 42:
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 35.3 53.7 51.3 34.2 30.6 44.1 40.9
Old : 40.2 35.3 53.7 51.3 34.2 30.6 44.1 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,111: 1,320 1,865 7,450 49,811 49,326 58,581 58,641: 4,530 4,470
Old : 63,111: 1,320 1,865 7,450 49,811 49,326 58,581 58,641: 4,530 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -40: -710 0 410 260 -450 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.0 11.8 78.9 78.2 92.8 92.9: 7.2 7.1
Old : 100.0: 2.1 3.0 11.8 78.9 78.2 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 : 27: 3 1 2 16 18 19 21:
Old : 27: 3 1 2 16 18 19 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 : 61.1 46.3 80.7 76.4 44.2 38.0 53.2 51.6
Old : 61.1 46.3 80.7 76.4 44.2 38.0 53.2 51.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,450: 1,505 1,490 7,625 39,925 40,120 49,055 49,235: 5,395 5,215
Old : 54,450: 1,505 1,490 7,625 39,925 40,120 49,055 49,235: 5,395 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -10: -610 0 210 390 -220 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.7 14.0 73.3 73.7 90.1 90.4: 9.9 9.6
Old : 100.0: 2.8 2.7 14.0 73.3 73.7 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 : 26: 3 1 2 19 18 22 21:
Old : 26: 3 1 2 19 18 22 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 : 53.3 45.9 71.6 75.1 37.5 35.6 46.7 48.6
Old : 53.3 45.9 71.6 75.1 37.5 35.6 46.7 48.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,580: 7,190 3,770 5,125 28,705 32,395 41,020 41,290: 4,560 4,290
Old : 45,580: 7,190 3,770 5,125 28,705 32,395 41,020 41,290: 4,560 4,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,225: -200 0 200 1,025 795 1,025 995: 200 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.3 11.2 63.0 71.1 90.0 90.6: 10.0 9.4
Old : 100.0: 15.8 8.3 11.2 63.0 71.1 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 59.9 49.5 77.7 73.6 44.1 36.2 54.4 52.0
Old : 59.9 49.5 77.7 73.6 44.1 36.2 54.4 52.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,845: 22,035 3,380 3,815 25,035 43,960 50,885 51,155: 3,960 3,690
Old : 54,845: 22,035 3,380 3,815 25,035 43,960 50,885 51,155: 3,960 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,075: 0 0 0 1,200 1,200 1,200 1,200: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 6.2 7.0 45.6 80.2 92.8 93.3: 7.2 6.7
Old : 100.0: 40.2 6.2 7.0 45.6 80.2 92.8 93.3: 7.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 49.5 86.5 73.8 53.0 32.0 56.3 49.1
Old : 72.5 49.5 86.5 73.8 53.0 32.0 56.3 49.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 195,994: 21,700 2,267 6,668 141,064 160,216 169,432 169,151: 26,562 26,843
Old : 195,994: 21,700 2,267 6,668 141,064 160,216 169,432 169,151: 26,562 26,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 774: 1,685 25 -415 1,551 1,242 2,821 852: -2,046 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 3.4 72.0 81.7 86.4 86.3: 13.6 13.7
Old : 100.0: 11.1 1.2 3.4 72.0 81.7 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 : 43: 5 4 4 31 30 38 36:
Old : 43: 5 4 4 31 30 38 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 : 41.4 47.4 60.2 66.9 31.5 32.4 43.2 43.1
Old : 41.4 47.4 60.2 66.9 31.5 32.4 43.2 43.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 143,315: 18,390 1,867 7,370 98,469 114,877 124,229 124,114: 19,086 19,201
Old : 143,315: 18,390 1,867 7,370 98,469 114,877 124,229 124,114: 19,086 19,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 4,990: 910 125 -275 4,115 4,900 4,750 4,750: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.3 5.1 68.7 80.2 86.7 86.6: 13.3 13.4
Old : 100.0: 12.8 1.3 5.1 68.7 80.2 86.7 86.6: 13.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 5 4 29 30 34 37:
Old : 41: 3 5 4 29 30 34 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 : 43.4 40.4 62.9 60.1 33.2 32.3 43.6 40.8
Old : 43.4 40.4 62.9 60.1 33.2 32.3 43.6 40.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,225: 3,220 300 415 23,735 26,670 27,370 27,385: 1,855 1,840
Old : 29,225: 3,220 300 415 23,735 26,670 27,370 27,385: 1,855 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,375: 0 0 0 1,375 1,375 1,375 1,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.0 1.4 81.2 91.3 93.7 93.7: 6.3 6.3
Old : 100.0: 11.0 1.0 1.4 81.2 91.3 93.7 93.7: 6.3 6.3
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 : 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 : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
Old : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,815: 2,600 335 650 23,730 26,010 26,980 26,995: 1,835 1,820
Old : 28,815: 2,600 335 650 23,730 26,010 26,980 26,995: 1,835 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,375: 0 0 0 1,375 1,375 1,375 1,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.2 2.3 82.4 90.3 93.6 93.7: 6.4 6.3
Old : 100.0: 9.0 1.2 2.3 82.4 90.3 93.6 93.7: 6.4 6.3
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 : 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 : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Old : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020