Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM ELECTRICITY ERCOT WEST 345KV HB DAYHD 5MW PK EWW 05/27/2021 07/30/2021 6,500 USD 0.08
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 06/2021 06/2021 36 USD 0.025
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 07/2021 08/2021 20 USD 0.025
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 09/2021 05/2027 10 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 06/2021 06/2021 36 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 07/2021 07/2021 30 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 08/2021 05/2027 12 USD 0.025
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 05/2021 05/2021 % 0.05
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 06/2021 06/2021 27 USD 0.05
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 07/2021 07/2021 20 USD 0.05
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 08/2021 05/2027 10 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY DA FAD 05/27/2021 06/15/2021 180 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY DA FAD 06/16/2021 07/31/2021 100 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY RT FTD 05/27/2021 06/15/2021 100 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY RT FTD 06/16/2021 07/31/2021 40 USD 50.000%
NYM ELECTRICITY NYISO ZONE G DAY-AHEAD PK CAL DAY GN 05/20/2021 06/04/2021 5,500 USD 0.05
NYM ELECTRICITY NYISO ZONE G DAY-AHEAD PK CAL DAY GN 06/07/2021 07/30/2021 4,000 USD 0.05
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 07/2021 07/2021 30 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 08/2021 08/2021 26 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 09/2021 10/2021 15 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 11/2021 05/2022 11 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 06/2022 12/2026 9 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 07/2021 07/2021 400 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 08/2021 08/2021 300 USD 0.12
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 09/2021 12/2026 100 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 07/2021 07/2021 15 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 08/2021 08/2021 12 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 09/2021 12/2026 7 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 07/2021 07/2021 415 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 08/2021 08/2021 315 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 09/2021 12/2026 110 USD 0.08
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 05/2021 05/2021 1 USD 0.025
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 06/2021 06/2021 10 USD 0.025
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 07/2021 12/2026 8 USD 0.025
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 05/2021 05/2021 58 USD 0.05
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 06/2021 06/2021 600 USD 0.05
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 07/2021 12/2026 200 USD 0.05
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 05/2021 05/2021 % 0.08
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 06/2021 06/2021 27 USD 0.08
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 07/2021 07/2021 25 USD 0.08
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 08/2021 12/2026 15 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 05/2021 05/2021 % 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 06/2021 06/2021 783 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 07/2021 07/2021 650 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 08/2021 09/2021 420 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 10/2021 12/2026 200 USD 0.08
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 07/2021 07/2021 12,000 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 08/2021 08/2021 11,250 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 09/2021 05/2022 3,300 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 06/2022 12/2026 1,800 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 07/2021 07/2021 55 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 08/2021 08/2021 90 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 09/2021 12/2026 45 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 PEAK CLND D I3 05/27/2021 07/30/2021 45,000 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 OFFPK CLN D I4 05/27/2021 07/31/2021 450 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 07/2021 07/2021 9,750 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 08/2021 09/2021 9,450 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 10/2021 05/2022 2,100 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 06/2022 12/2026 1,350 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 07/2021 07/2021 55 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 08/2021 12/2026 45 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 05/27/2021 06/11/2021 31,500 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 06/14/2021 06/18/2021 11,000 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 06/21/2021 07/30/2021 9,000 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB OFFPK CLN D I8 05/27/2021 07/31/2021 300 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 07/2021 07/2021 1,654 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 08/2021 08/2021 2,250 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 09/2021 12/2026 1,350 USD 0.05
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 05/28/2021 06/15/2021 450 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 06/16/2021 07/31/2021 70 USD 0.2
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 06/2021 06/2021 3,000 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 07/2021 07/2021 2,900 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 08/2021 02/2022 2,500 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 03/2022 12/2023 1,900 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 06/2021 07/2021 1,500 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 08/2021 08/2021 1,350 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 09/2021 02/2022 1,300 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 03/2022 12/2023 780 EUR 0.08
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 07/2021 07/2021 45 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 08/2021 08/2021 55 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 09/2021 12/2026 45 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 05/2021 05/2021 % 0.2
NYM ELECTRICITY PJM JCPL DA PEAK J2 06/2021 06/2021 630 USD 0.2
NYM ELECTRICITY PJM JCPL DA PEAK J2 07/2021 07/2021 500 USD 0.12
NYM ELECTRICITY PJM JCPL DA PEAK J2 08/2021 04/2022 200 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 05/2022 05/2027 180 USD 0.05
NYM ELECTRICITY PJM WESTHDA PEAK J4 07/2021 07/2021 650 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 08/2021 08/2021 365 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 09/2021 11/2021 250 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 12/2021 06/2027 140 USD 0.025
NYM ELECTRICITY JAPANESE POWER KANSAI BASE-LOAD JBK 06/2021 06/2021 1,900,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER KANSAI BASE-LOAD JBK 07/2021 07/2021 900,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER KANSAI BASE-LOAD JBK 08/2021 08/2021 700,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER KANSAI BASE-LOAD JBK 09/2021 05/2023 500,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER TOKYO BASE-LOAD JBT 06/2021 06/2021 2,200,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER TOKYO BASE-LOAD JBT 07/2021 07/2021 1,200,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER TOKYO BASE-LOAD JBT 08/2021 08/2021 800,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER TOKYO BASE-LOAD JBT 09/2021 05/2023 700,000 JPY 35.000%
NYM ELECTRICITY PJM DAILY JD 06/03/2021 06/16/2021 4,500 USD 0.4
NYM ELECTRICITY PJM DAILY JD 06/17/2021 06/24/2021 2,000 USD 0.4
NYM ELECTRICITY PJM DAILY JD 06/25/2021 07/30/2021 1,500 USD 0.4
NYM ELECTRICITY NEW YORK HUB ZONE J PEAK DAILY JN 05/20/2021 07/30/2021 4,500 USD 0.05
NYM ELECTRICITY JAPANESE POWER KANSAI PEAK-LOAD JPK 06/2021 06/2021 900,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER KANSAI PEAK-LOAD JPK 07/2021 07/2021 600,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER KANSAI PEAK-LOAD JPK 08/2021 05/2023 350,000 JPY 35.000%
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 06/17/2021 07/30/2021 2,400 USD 0.2
NYM ELECTRICITY JAPANESE POWER DAY-AHEAD PEAKLOAD JPT 06/2021 06/2021 1,100,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER DAY-AHEAD PEAKLOAD JPT 07/2021 07/2021 700,000 JPY 35.000%
NYM ELECTRICITY JAPANESE POWER DAY-AHEAD PEAKLOAD JPT 08/2021 05/2023 350,000 JPY 35.000%
NYM ELECTRICITY ERCOT STH 345 KV HUB PEAK CLND D K1 05/27/2021 07/30/2021 29,000 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 07/2021 07/2021 16 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 08/2021 08/2021 13 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 09/2021 12/2026 8 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 07/2021 07/2021 500 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 08/2021 08/2021 350 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 09/2021 11/2021 300 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 12/2021 12/2026 150 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 07/2021 07/2021 25 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 08/2021 08/2021 18 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 09/2021 10/2021 13 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 11/2021 12/2026 7 USD 0.025
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 07/2021 07/2021 620 USD 38.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 08/2021 08/2021 350 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 09/2021 11/2021 240 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 12/2021 05/2022 130 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 06/2022 12/2026 130 USD 15.000%
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 07/2021 07/2021 16 USD 0.025
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 08/2021 08/2021 14 USD 0.025
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 09/2021 11/2021 11 USD 0.025
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 12/2021 06/2027 9 USD 0.025
NYM ELECTRICITY PJM PPL DA PEAK L5 05/2021 05/2021 % 0.05
NYM ELECTRICITY PJM PPL DA PEAK L5 06/2021 06/2021 630 USD 0.05
NYM ELECTRICITY PJM PPL DA PEAK L5 07/2021 07/2021 500 USD 0.05
NYM ELECTRICITY PJM PPL DA PEAK L5 08/2021 05/2027 200 USD 0.05
NYM ELECTRICITY PJM PSEG DA PEAK L6 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 06/2021 06/2021 1,170 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 07/2021 07/2021 1,150 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 08/2021 04/2022 600 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 05/2022 05/2027 250 USD 0.025
NYM ELECTRICITY PJM DPL DA PEAK L8 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM DPL DA PEAK L8 06/2021 06/2021 315 USD 0.025
NYM ELECTRICITY PJM DPL DA PEAK L8 07/2021 05/2027 150 USD 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 06/2021 07/2021 45 USD 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 08/2021 12/2026 25 USD 0.025
NYM ELECTRICITY NYISO LOW HUD VAL CAP FUT LHV 06/2021 10/2023 4,000 USD 0.08
NYM ELECTRICITY MINNESOTA OFF-PEAK MONTH FUT LJ 05/2021 05/2021 2 USD 0.05
NYM ELECTRICITY MINNESOTA OFF-PEAK MONTH FUT LJ 06/2021 12/2024 10 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 05/2021 05/2021 58 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 06/2021 10/2021 400 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 11/2021 12/2024 200 USD 0.05
NYM ELECTRICITY SYNTHETIC PJM DAILY M03 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M04 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M07 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M08 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M09 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY ERCOT STH 345 KV HUB OFFPK CLN D M1 05/27/2021 07/31/2021 675 USD 0.05
NYM ELECTRICITY SYNTHETIC PJM DAILY M10 06/2021 06/2021 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M11 06/2021 06/2021 20,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M14 06/2021 06/2021 20,000 USD 0.2
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 05/26/2021 06/14/2021 3,800 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 06/15/2021 06/17/2021 3,000 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 06/18/2021 07/30/2021 2,500 USD 50.000%
NYM ELECTRICITY MID-COLMBIA DAYAHEAD PEAK DAILY FIX MDA 06/02/2021 06/10/2021 1,500 USD 0.08
NYM ELECTRICITY MID-COLMBIA DAYAHEAD PEAK DAILY FIX MDA 06/11/2021 07/31/2021 1,000 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 07/2021 07/2021 600 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 08/2021 09/2021 500 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 10/2021 05/2022 450 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 06/2022 12/2026 200 USD 0.08
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 05/28/2021 06/16/2021 2,000 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 06/17/2021 06/21/2021 1,500 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 06/22/2021 07/30/2021 1,260 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 05/28/2021 06/16/2021 135 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 06/17/2021 06/21/2021 50 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 06/22/2021 07/31/2021 45 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 05/28/2021 06/16/2021 2,000 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 06/17/2021 06/21/2021 1,500 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 06/22/2021 07/30/2021 1,155 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB OFF-PEAK CAL 5MW MMR 05/27/2021 06/15/2021 175 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB OFF-PEAK CAL 5MW MMR 06/16/2021 07/31/2021 150 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 05/26/2021 06/14/2021 3,000 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 06/15/2021 06/17/2021 2,500 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 06/18/2021 07/30/2021 2,425 USD 50.000%
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 06/2021 06/2021 36 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 07/2021 08/2021 30 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 09/2021 12/2026 17 USD 0.025
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 05/28/2021 06/16/2021 135 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 06/17/2021 06/21/2021 50 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 06/22/2021 07/31/2021 45 USD 50.000%
NYM ELECTRICITY PJM ASTI ZONE OFF PEAK RT MO MOR 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM ASTI ZONE OFF PEAK RT MO MOR 06/2021 06/2021 9 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE OFF PEAK RT MO MOR 07/2021 12/2026 8 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 06/2021 06/2021 900 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 07/2021 08/2021 1,000 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 09/2021 05/2022 260 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 06/2022 12/2026 210 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 06/2021 06/2021 450 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 07/2021 05/2022 300 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 06/2022 12/2026 150 USD 0.025
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MRI 05/27/2021 06/15/2021 150 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MRI 06/16/2021 07/31/2021 105 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MRT 05/27/2021 06/15/2021 165 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MRT 06/16/2021 07/31/2021 150 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 05/26/2021 06/14/2021 3,080 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 06/15/2021 06/17/2021 3,000 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 06/18/2021 07/30/2021 2,500 USD 50.000%
NYM ELECTRICITY MID-COLMBA DAY-AHEAD OFF-PEAK DAILY MXO 06/01/2021 07/31/2021 20 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 07/2021 07/2021 2,250 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 08/2021 08/2021 1,800 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 09/2021 12/2026 1,350 USD 0.05
NYM ELECTRICITY PJM NILL DA PEAK N3 07/2021 07/2021 375 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 08/2021 08/2021 265 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 09/2021 10/2021 190 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 11/2021 06/2027 100 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 05/28/2021 06/11/2021 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 06/14/2021 06/21/2021 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 06/22/2021 07/30/2021 1,190 USD 0.05
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 07/2021 07/2021 27 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 08/2021 08/2021 17 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 09/2021 10/2021 10 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 11/2021 12/2026 7 USD 0.025
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 06/16/2021 06/21/2021 75 USD 0.2
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 06/22/2021 07/31/2021 55 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY NCO 05/28/2021 06/21/2021 160 USD 50.000%
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY NCO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NE MASSACHUSETTS OP FUT NEO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NE MASSACHUSETTS OP FUT NEO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 05/28/2021 06/11/2021 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 06/14/2021 06/21/2021 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 06/22/2021 07/30/2021 1,150 USD 0.05
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2022 01/2022 38,250 USD 0.25
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2023 01/2023 38,100 USD 0.25
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2024 01/2024 38,400 USD 0.25
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 05/28/2021 06/11/2021 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 06/14/2021 06/21/2021 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 06/22/2021 07/30/2021 1,350 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW OFF-PEAK CAL FUT NFO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY NYISO ZONE F 5 MW OFF-PEAK CAL FUT NFO 06/16/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY ISO NEW ENG NEW HAMPSHIRE ZONE OP NHO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NEW HAMPSHIRE ZONE OP NHO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND NHAMP ZN PK DA FUT NHP 05/28/2021 06/21/2021 4,000 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND NHAMP ZN PK DA FUT NHP 06/22/2021 07/30/2021 3,500 USD 0.2
NYM ELECTRICITY ISO NEW ENG MAINE ZONE OP 5MW FUT NMO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG MAINE ZONE OP 5MW FUT NMO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND MAINE ZN PEAK FUT NMP 05/28/2021 06/21/2021 3,650 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND MAINE ZN PEAK FUT NMP 06/22/2021 07/30/2021 3,000 USD 0.2
NYM ELECTRICITY NYISO NYC IN-CITY CAPACITY CAL MO NNC 06/2021 12/2024 4,000 USD 0.08
NYM ELECTRICITY ISO NEW ENGLND NE MASS ZN PK FUT NNP 05/28/2021 06/21/2021 3,800 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND NE MASS ZN PK FUT NNP 06/22/2021 07/30/2021 3,000 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB RT OP DAILY NOC 05/27/2021 06/14/2021 350 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB RT OP DAILY NOC 06/15/2021 06/20/2021 200 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB RT OP DAILY NOC 06/21/2021 07/31/2021 100 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 06/16/2021 06/21/2021 75 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 06/22/2021 07/31/2021 60 USD 0.2
NYM ELECTRICITY ISO NEW ENG RHDE ISLND ZNE OFFPEAK NRO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG RHDE ISLND ZNE OFFPEAK NRO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND RHOD ISLND ZN PK FUT NRP 05/28/2021 06/21/2021 2,850 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND RHOD ISLND ZN PK FUT NRP 06/22/2021 07/30/2021 2,500 USD 0.2
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 06/2021 07/2021 3,500 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 08/2021 08/2021 2,500 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 09/2021 12/2021 2,000 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 01/2022 12/2024 1,500 USD 0.08
NYM ELECTRICITY ISO NEW ENG SE MASS ZONE OP 5MW DA NSO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG SE MASS ZONE OP 5MW DA NSO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND SE MASS ZN PK FUT NSP 05/28/2021 06/21/2021 2,600 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND SE MASS ZN PK FUT NSP 06/22/2021 07/30/2021 2,500 USD 0.2
NYM ELECTRICITY ISO NEW ENGLAND CONN ZN PEAK DA FUT NTP 05/28/2021 06/21/2021 2,850 USD 0.2
NYM ELECTRICITY ISO NEW ENGLAND CONN ZN PEAK DA FUT NTP 06/22/2021 07/30/2021 2,500 USD 0.2
NYM ELECTRICITY ISO NEW ENG WC MASS ZONE OP FUT NWO 05/28/2021 06/21/2021 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG WC MASS ZONE OP FUT NWO 06/22/2021 07/31/2021 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND WC MASS ZN PK FUT NWP 05/28/2021 06/21/2021 3,000 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND WC MASS ZN PK FUT NWP 06/22/2021 07/30/2021 2,500 USD 0.2
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 MW OFFPK S O1 07/2021 07/2021 65 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 MW OFFPK S O1 08/2021 12/2026 45 USD 0.05
NYM ELECTRICITY ONTARIO OFF-PK CALENDAR DAY FUTURES OFD 05/27/2021 06/20/2021 80 CAD 50.000%
NYM ELECTRICITY ONTARIO OFF-PK CALENDAR DAY FUTURES OFD 06/21/2021 07/31/2021 70 CAD 50.000%
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 07/2021 07/2021 20 CAD 0.1
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 08/2021 08/2021 15 CAD 0.1
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 09/2021 12/2025 10 CAD 0.1
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 05/2021 05/2021 2 USD 0.05
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 06/2021 10/2021 20 USD 0.05
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 11/2021 12/2024 12 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 05/2021 05/2021 58 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 06/2021 10/2021 400 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 11/2021 12/2026 200 USD 0.05
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 07/2021 07/2021 30 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 08/2021 10/2021 20 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 11/2021 12/2026 15 USD 0.08
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2022 01/2022 327,600 USD 25.000%
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2023 01/2023 328,720 USD 25.000%
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2024 01/2024 328,160 USD 25.000%
NYM ELECTRICITY ONTARIO PEAK CAL-DAY FUTURES OPD 05/27/2021 06/15/2021 3,500 CAD 0.2
NYM ELECTRICITY ONTARIO PEAK CAL-DAY FUTURES OPD 06/16/2021 07/30/2021 1,450 CAD 0.2
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 07/2021 07/2021 450 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 08/2021 08/2021 280 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 09/2021 05/2022 250 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 06/2022 12/2025 200 CAD 0.1
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 07/2021 07/2021 30 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 08/2021 10/2021 20 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 11/2021 12/2026 15 USD 0.08
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 06/2021 06/2021 1,080 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 07/2021 07/2021 1,200 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 08/2021 10/2021 850 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 11/2021 12/2026 250 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 06/2021 06/2021 54 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 07/2021 07/2021 45 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 08/2021 09/2021 35 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 10/2021 12/2026 20 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 06/2021 06/2021 1,080 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 07/2021 07/2021 1,200 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 08/2021 09/2021 500 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 10/2021 12/2026 200 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 06/2021 06/2021 45 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 07/2021 07/2021 40 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 08/2021 09/2021 30 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 10/2021 12/2026 25 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 06/2021 06/2021 675 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 07/2021 07/2021 750 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 08/2021 10/2021 450 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 11/2021 04/2022 220 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 05/2022 12/2026 150 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 06/2021 06/2021 40 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 07/2021 07/2021 30 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 08/2021 09/2021 25 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 10/2021 04/2022 13 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 05/2022 12/2026 10 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 06/2021 06/2021 990 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 07/2021 07/2021 1,000 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 08/2021 09/2021 700 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 10/2021 12/2026 225 USD 0.025
NYM ELECTRICITY PJM AEP DAYTON HUB DA PEAK DAILY PAP 05/28/2021 06/16/2021 2,000 USD 0.2
NYM ELECTRICITY PJM AEP DAYTON HUB DA PEAK DAILY PAP 06/17/2021 07/30/2021 1,200 USD 0.2
NYM ELECTRICITY PJM AEP 50 MW CAL STRIP SYNTH PAS 01/2022 01/2022 306,000 USD 0.25
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM BGE ZONE PEAK CAL DAY FUT PBP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM BGE ZONE PEAK CAL DAY FUT PBP 06/17/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 06/17/2021 06/21/2021 2,000 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 06/22/2021 07/30/2021 1,600 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL DAYHD PDD 05/27/2021 06/15/2021 2,400 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL DAYHD PDD 06/16/2021 07/30/2021 1,300 USD 50.000%
NYM ELECTRICITY PJM DAILY LOAD FORECAST FUT PDJ 05/31/2021 06/18/2021 450 USD 0.08
NYM ELECTRICITY PJM AEP DAYTON HUB DA OP DAILY PEO 05/28/2021 06/16/2021 160 USD 50.000%
NYM ELECTRICITY PJM AEP DAYTON HUB DA OP DAILY PEO 06/17/2021 07/31/2021 50 USD 50.000%
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY DA FUT PHP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY DA FUT PHP 06/17/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 06/17/2021 06/21/2021 2,300 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 06/22/2021 07/31/2021 80 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 06/17/2021 06/21/2021 2,370 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 06/22/2021 07/31/2021 80 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 06/17/2021 06/21/2021 2,330 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA OP DAILY PNO 05/28/2021 06/30/2021 100 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA OP DAILY PNO 07/01/2021 07/31/2021 60 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA PEAK DAILY PNP 05/28/2021 06/14/2021 2,000 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA PEAK DAILY PNP 06/15/2021 07/30/2021 1,300 USD 0.2
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2022 01/2025 229,500 USD 25.000%
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2023 01/2023 228,600 USD 25.000%
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2024 01/2026 230,400 USD 25.000%
NYM ELECTRICITY PJM PENELEC ZONE OFF-PEAK CALDAY FU POC 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE OFF-PEAK CALDAY FU POC 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE OFF-PEAK CALDAY FU POC 06/22/2021 07/31/2021 70 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 06/17/2021 06/21/2021 2,370 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 06/22/2021 07/31/2021 70 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 06/17/2021 06/21/2021 2,000 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 06/22/2021 07/30/2021 1,810 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 05/27/2021 06/14/2021 150 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 06/15/2021 06/20/2021 125 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 06/21/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 05/27/2021 06/10/2021 4,000 USD 0.05
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 06/11/2021 06/18/2021 2,500 USD 0.05
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 06/21/2021 07/30/2021 2,000 USD 0.05
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 06/22/2021 07/31/2021 80 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 06/17/2021 06/21/2021 2,420 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 05/26/2021 06/14/2021 3,300 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 06/15/2021 06/18/2021 1,500 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 06/21/2021 07/30/2021 1,250 USD 50.000%
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 06/22/2021 07/31/2021 80 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 06/16/2021 06/21/2021 130 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 05/28/2021 06/16/2021 3,000 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 06/17/2021 06/21/2021 2,500 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 07/2021 07/2021 500 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 08/2021 11/2021 300 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 12/2021 12/2026 175 USD 0.08
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 06/22/2021 07/31/2021 80 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 06/17/2021 06/21/2021 2,450 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA OP DAILY FUT PWO 05/28/2021 06/15/2021 180 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA OP DAILY FUT PWO 06/16/2021 07/31/2021 60 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA PEAK DAILY PWP 05/28/2021 06/15/2021 2,400 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA PEAK DAILY PWP 06/16/2021 07/30/2021 1,900 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 06/16/2021 06/21/2021 110 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 06/17/2021 06/21/2021 2,000 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 06/22/2021 07/30/2021 1,950 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 06/16/2021 06/21/2021 120 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 05/28/2021 06/16/2021 3,000 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 06/17/2021 06/21/2021 2,500 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 06/22/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 05/28/2021 06/15/2021 150 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 06/16/2021 06/21/2021 100 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 06/22/2021 07/31/2021 75 USD 0.2
NYM ELECTRICITY PJM APS ZONE PEAK CALDAY DA FUT PZP 05/28/2021 06/16/2021 2,500 USD 0.2
NYM ELECTRICITY PJM APS ZONE PEAK CALDAY DA FUT PZP 06/17/2021 07/30/2021 2,000 USD 0.2
NYM ELECTRICITY NYISO ZONE C 5MW D AH PK Q5 05/2021 05/2021 % 0.025
NYM ELECTRICITY NYISO ZONE C 5MW D AH PK Q5 06/2021 06/2021 810 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5MW D AH PK Q5 07/2021 12/2026 450 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 05/2021 05/2021 % 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 06/2021 06/2021 18 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 07/2021 07/2021 10 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 08/2021 05/2027 7 USD 0.025
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK DAILY QVD 06/02/2021 07/31/2021 30 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 05/27/2021 06/11/2021 15,500 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 06/14/2021 06/18/2021 9,000 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 06/21/2021 07/30/2021 7,500 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 05/2021 05/2021 % 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 06/2021 06/2021 58 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 07/2021 07/2021 38 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 08/2021 05/2027 15 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 05/27/2021 06/14/2021 675 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 06/15/2021 06/20/2021 360 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 06/21/2021 07/31/2021 300 USD 0.05
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 05/2021 05/2021 % 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 06/2021 06/2021 1,080 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 07/2021 07/2021 1,100 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 08/2021 10/2021 700 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 11/2021 12/2026 250 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 07/2021 07/2021 21 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 08/2021 08/2021 14 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 09/2021 05/2022 10 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 06/2022 06/2027 8 USD 0.025
NYM ELECTRICITY PJM PEPCO DA PEAK R8 05/2021 05/2021 % 0.2
NYM ELECTRICITY PJM PEPCO DA PEAK R8 06/2021 06/2021 540 USD 0.2
NYM ELECTRICITY PJM PEPCO DA PEAK R8 07/2021 07/2021 400 USD 0.12
NYM ELECTRICITY PJM PEPCO DA PEAK R8 08/2021 05/2027 200 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 05/2021 05/2021 % 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 06/2021 06/2021 540 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 07/2021 07/2021 400 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 08/2021 05/2027 200 USD 0.05
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 05/2021 06/2021 9,200 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 07/2021 07/2021 4,025 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 08/2021 10/2021 2,300 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 11/2021 04/2022 2,070 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 05/2022 12/2026 2,070 USD 10.000%

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about performance bonds/margin

Subscribe to Notices

To stay up-to-date with performance bond requirements and compliance concerns with the changing regulatory environment.

Subscribe

Quick Links

    • CME CORE

    • CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

Contacts

Clearing Fees
+1 312 648 5470
efsadmin@cmegroup.com

Risk Management, PC-SPAN Hotline
+1 312 648 3888
Clearing.riskmanagement@cmegroup.com

CME Clearing Financial Unit
+1 312 207 2594
chfin@cmegroup.com

Clearing System Password Help
+1 312 930 3444

Deliveries
+1 312 930 3172

General Clearing Division
+1 312 930 3170

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2021 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Policy  |  Cookie Policy  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern