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No neutral is necessary, because the transmission line's line currents are roughly balanced and, so, the phasor sum of those currents will be relatively insignificant, rendering the need for a neutral conductor to be an unnecessary expense.

In practise, for most transmission towers, each of the three 'lines' comprises not just a single conductor but, rather, a number of conductors which are bundled together in order to reduce electric stress surrounding the line. The number of conductors per bundle increases with transmission voltages. In the UK, for example, 400-kV transmission lines normally comprise bundles of four conductors, whereas 275-kV transmission lines normally comprise bundles of two, and 132-kV lines just one.

Running along the top of transmission towers is an earthed conductor, called a 'guard conductor', whose function is to protect the lines from lightning strikes during electrical storms.

Many transmission towers also have two, separate, three-phase circuits -one circuit on each side of the tower.

But, definitely, no neutral!

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Q: Why do power transmission lines not have neutral conductor?
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