Outrights/Vol Scans for Margins

Start Period End Period
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 02/2020 12/2024 20 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 PEAK CLND D I3 11/05/2019 12/31/2019 10,000 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 OFFPK CLN D I4 11/05/2019 12/31/2019 200 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 12/2019 12/2019 4,400 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 01/2020 02/2020 4,200 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 03/2020 10/2020 950 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 11/2020 12/2024 600 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 12/2019 12/2019 25 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 01/2020 12/2024 20 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 11/05/2019 11/20/2019 7,000 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 11/21/2019 11/26/2019 3,200 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 11/27/2019 12/31/2019 3,100 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB OFFPK CLN D I8 11/05/2019 12/31/2019 130 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 12/2019 12/2019 258 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 01/2020 01/2020 600 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 02/2020 12/2024 400 USD 0.05
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 11/06/2019 11/22/2019 200 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 11/23/2019 12/31/2019 70 USD 0.2
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 11/2019 12/2019 3,400 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 01/2020 01/2020 3,200 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 02/2020 07/2020 2,600 EUR 0.08
NYM ELECTRICITY ITALIAN POWER BASELOAD GME CAL FUT ITB 08/2020 12/2021 1,800 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 11/2019 12/2019 1,250 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 01/2020 01/2020 1,150 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 02/2020 07/2020 1,100 EUR 0.08
NYM ELECTRICITY ITALIAN POWER PEAKLOAD GME CAL FUT ITP 08/2020 12/2021 780 EUR 0.08
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 12/2019 12/2019 9 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 01/2020 01/2020 20 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 02/2020 12/2024 15 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 11/2019 11/2019 396 USD 0.2
NYM ELECTRICITY PJM JCPL DA PEAK J2 12/2019 12/2019 500 USD 0.12
NYM ELECTRICITY PJM JCPL DA PEAK J2 01/2020 09/2020 200 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 10/2020 10/2025 180 USD 0.05
NYM ELECTRICITY PJM WESTHDA PEAK J4 12/2019 12/2019 530 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 01/2020 01/2020 365 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 02/2020 04/2020 250 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 05/2020 11/2025 110 USD 0.025
NYM ELECTRICITY PJM DAILY JD 11/11/2019 11/22/2019 3,200 USD 0.4
NYM ELECTRICITY PJM DAILY JD 11/25/2019 12/02/2019 2,000 USD 0.4
NYM ELECTRICITY PJM DAILY JD 12/03/2019 12/31/2019 1,500 USD 0.4
NYM ELECTRICITY PJM MONTHLY JM 11/2019 11/2019 5,266 USD 60.000%
NYM ELECTRICITY PJM MONTHLY JM 12/2019 12/2019 5,000 USD 50.000%
NYM ELECTRICITY NEW YORK HUB ZONE J PEAK DAILY JN 10/29/2019 12/31/2019 4,500 USD 0.05
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 11/26/2019 12/31/2019 2,400 USD 0.2
NYM ELECTRICITY ERCOT STH 345 KV HUB PEAK CLND D K1 11/05/2019 12/31/2019 6,000 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 12/2019 12/2019 14 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 01/2020 01/2020 11 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 02/2020 12/2024 7 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 12/2019 12/2019 500 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 01/2020 01/2020 350 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 02/2020 04/2020 300 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH PK K3 05/2020 12/2024 150 USD 30.000%
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 12/2019 12/2019 20 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 01/2020 01/2020 18 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 02/2020 03/2020 13 USD 0.025
NYM ELECTRICITY NYISO ZONE A 5MW D AH O PK K4 04/2020 12/2024 7 USD 0.025
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 12/2019 12/2019 500 USD 38.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 01/2020 01/2020 350 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 02/2020 04/2020 240 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 05/2020 10/2020 100 USD 30.000%
NYM ELECTRICITY PJM WES HUB PEAK CAL MON REAL TIME L1 11/2020 12/2024 100 USD 15.000%
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 12/2019 12/2019 13 USD 0.025
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 01/2020 04/2020 11 USD 0.025
NYM ELECTRICITY PJM NILL DA OFF-PEAK L3 05/2020 11/2025 7 USD 0.025
NYM ELECTRICITY PJM PPL DA PEAK L5 11/2019 11/2019 396 USD 0.05
NYM ELECTRICITY PJM PPL DA PEAK L5 12/2019 12/2019 500 USD 0.05
NYM ELECTRICITY PJM PPL DA PEAK L5 01/2020 10/2025 200 USD 0.05
NYM ELECTRICITY PJM PSEG DA PEAK L6 11/2019 11/2019 736 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 12/2019 12/2019 1,150 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 01/2020 09/2020 600 USD 0.025
NYM ELECTRICITY PJM PSEG DA PEAK L6 10/2020 10/2025 250 USD 0.025
NYM ELECTRICITY PJM DPL DA PEAK L8 11/2019 11/2019 198 USD 0.025
NYM ELECTRICITY PJM DPL DA PEAK L8 12/2019 10/2025 150 USD 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 11/2019 11/2019 28 USD 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 12/2019 12/2019 45 USD 0.025
NYM ELECTRICITY NEPOOL W CNT MASS 5MW D AH O PK L9 01/2020 12/2024 25 USD 0.025
NYM ELECTRICITY NYISO LOW HUD VAL CAP FUT LHV 12/2019 04/2022 5,000 USD 0.08
NYM ELECTRICITY MINNESOTA OFF-PEAK MONTH FUT LJ 10/2019 10/2019 % 0.05
NYM ELECTRICITY MINNESOTA OFF-PEAK MONTH FUT LJ 11/2019 11/2019 22 USD 0.05
NYM ELECTRICITY MINNESOTA OFF-PEAK MONTH FUT LJ 12/2019 12/2022 10 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 10/2019 10/2019 % 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 11/2019 11/2019 480 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 12/2019 04/2020 400 USD 0.05
NYM ELECTRICITY MINNESOTA HUB PEAK MONTH FUT LM 05/2020 12/2022 200 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB OFFPK CLN D M1 11/05/2019 12/31/2019 200 USD 0.05
NYM ELECTRICITY SYNTHETIC PJM DAILY M11 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M12 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M13 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M14 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M15 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M18 11/2019 11/2019 8,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M19 11/2019 11/2019 20,000 USD 0.2
NYM ELECTRICITY SYNTHETIC PJM DAILY M20 11/2019 11/2019 20,000 USD 0.2
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 11/04/2019 11/20/2019 3,800 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 11/21/2019 11/25/2019 3,000 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MCT 11/26/2019 12/31/2019 2,500 USD 50.000%
NYM ELECTRICITY MID-COLMBIA DAYAHEAD PEAK DAILY FIX MDA 11/07/2019 11/19/2019 1,500 USD 0.08
NYM ELECTRICITY MID-COLMBIA DAYAHEAD PEAK DAILY FIX MDA 11/20/2019 12/31/2019 1,000 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 12/2019 12/2019 600 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 01/2020 02/2020 500 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 03/2020 10/2020 450 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD PEAK FIX PRI MDC 11/2020 12/2024 200 USD 0.08
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 11/06/2019 11/25/2019 2,000 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 11/26/2019 11/28/2019 1,500 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MIP 11/29/2019 12/31/2019 1,260 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 11/06/2019 11/22/2019 135 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 11/23/2019 11/27/2019 50 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MMO 11/28/2019 12/31/2019 45 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 11/06/2019 11/25/2019 2,000 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 11/26/2019 11/27/2019 1,500 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB PEAK CAL-DAY 5 MW MMP 11/29/2019 12/31/2019 1,155 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB OFF-PEAK CAL 5MW MMR 11/05/2019 11/21/2019 175 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB OFF-PEAK CAL 5MW MMR 11/22/2019 12/31/2019 150 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 11/04/2019 11/20/2019 3,000 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 11/21/2019 11/25/2019 2,500 USD 50.000%
NYM ELECTRICITY MISO MINNESOTA HUB PEAK CAL-DAY 5MW MNT 11/26/2019 12/31/2019 2,425 USD 50.000%
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 11/2019 11/2019 22 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 12/2019 01/2020 30 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK DA MO MOD 02/2020 12/2024 17 USD 0.025
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 11/06/2019 11/22/2019 135 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 11/23/2019 11/27/2019 50 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MOI 11/28/2019 12/31/2019 45 USD 50.000%
NYM ELECTRICITY PJM ASTI ZONE OFF PEAK RT MO MOR 11/2019 11/2019 5 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE OFF PEAK RT MO MOR 12/2019 12/2024 8 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 11/2019 11/2019 566 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 12/2019 01/2020 1,000 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 02/2020 10/2020 260 USD 0.025
NYM ELECTRICITY PJM ATSI ZONE MONTHLY DAILY MPD 11/2020 12/2024 210 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 11/2019 11/2019 283 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 12/2019 10/2020 300 USD 0.025
NYM ELECTRICITY PJM ASTI ZONE PEAK RT MO MPR 11/2020 12/2024 150 USD 0.025
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MRI 11/05/2019 11/21/2019 150 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB OFF-PEAK CAL 5 MW MRI 11/22/2019 12/31/2019 105 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MRT 11/05/2019 11/21/2019 165 USD 50.000%
NYM ELECTRICITY MISO MICHIGAN HUB OFF-PEAK CAL 5 MW MRT 11/22/2019 12/31/2019 150 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 11/04/2019 11/20/2019 3,080 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 11/21/2019 11/25/2019 3,000 USD 50.000%
NYM ELECTRICITY MISO ILLINOIS HUB PEAK CAL-DAY 5 MW MTI 11/26/2019 12/31/2019 2,500 USD 50.000%
NYM ELECTRICITY MID-COLMBA DAY-AHEAD OFF-PEAK DAILY MXO 11/07/2019 12/31/2019 20 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 12/2019 12/2019 600 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 01/2020 01/2020 500 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB MW PEAK FUT N1 02/2020 12/2024 400 USD 0.05
NYM ELECTRICITY PJM NILL DA PEAK N3 12/2019 12/2019 325 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 01/2020 01/2020 265 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 02/2020 03/2020 190 USD 0.025
NYM ELECTRICITY PJM NILL DA PEAK N3 04/2020 11/2025 100 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 11/06/2019 11/18/2019 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 11/19/2019 11/28/2019 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE C 5 MW PEAK CAL DAY FUT N3P 11/29/2019 12/31/2019 1,190 USD 0.05
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 12/2019 12/2019 20 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 01/2020 01/2020 14 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 02/2020 03/2020 10 USD 0.025
NYM ELECTRICITY PJM WESTH RT OFF-PEAK N9 04/2020 12/2024 5 USD 0.025
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 11/23/2019 11/27/2019 75 USD 0.2
NYM ELECTRICITY NYISO ZONE C OFFPEAK CAL DAY AHEAD NCD 11/28/2019 12/31/2019 55 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY NCO 11/06/2019 11/27/2019 160 USD 50.000%
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY NCO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NE MASSACHUSETTS OP FUT NEO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NE MASSACHUSETTS OP FUT NEO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 11/06/2019 11/18/2019 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 11/19/2019 11/28/2019 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE E 5 MW PEAK CALENDAR-DAY NEP 11/29/2019 12/31/2019 1,150 USD 0.05
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2020 01/2020 64,450 USD 0.25
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2021 01/2021 38,400 USD 0.25
NYM ELECTRICITY ISO NE CAL FUT STRP SYNTH NES 01/2022 01/2022 38,250 USD 0.25
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 11/06/2019 11/18/2019 3,000 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 11/19/2019 11/28/2019 2,000 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW PEAK CALENDAR-DAY NFD 11/29/2019 12/31/2019 1,350 USD 0.05
NYM ELECTRICITY NYISO ZONE F 5 MW OFF-PEAK CAL FUT NFO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY NYISO ZONE F 5 MW OFF-PEAK CAL FUT NFO 11/23/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY ISO NEW ENG NEW HAMPSHIRE ZONE OP NHO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG NEW HAMPSHIRE ZONE OP NHO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND NHAMP ZN PK DA FUT NHP 11/06/2019 11/27/2019 4,000 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND NHAMP ZN PK DA FUT NHP 11/29/2019 12/31/2019 3,500 USD 0.2
NYM ELECTRICITY ISO NEW ENG MAINE ZONE OP 5MW FUT NMO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG MAINE ZONE OP 5MW FUT NMO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND MAINE ZN PEAK FUT NMP 11/06/2019 11/28/2019 3,650 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND MAINE ZN PEAK FUT NMP 11/29/2019 12/31/2019 3,000 USD 0.2
NYM ELECTRICITY NYISO NYC IN-CITY CAPACITY CAL MO NNC 12/2019 12/2022 4,000 USD 0.08
NYM ELECTRICITY ISO NEW ENGLND NE MASS ZN PK FUT NNP 11/06/2019 11/28/2019 3,800 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND NE MASS ZN PK FUT NNP 11/29/2019 12/31/2019 3,000 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB RT OP DAILY NOC 11/05/2019 11/26/2019 170 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB RT OP DAILY NOC 11/27/2019 12/31/2019 100 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 11/23/2019 11/27/2019 75 USD 0.2
NYM ELECTRICITY NYISO ZONE E 5 MW OFFPEAK CAL DAY NOD 11/28/2019 12/31/2019 60 USD 0.2
NYM ELECTRICITY ISO NEW ENG RHDE ISLND ZNE OFFPEAK NRO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG RHDE ISLND ZNE OFFPEAK NRO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND RHOD ISLND ZN PK FUT NRP 11/06/2019 11/27/2019 2,850 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND RHOD ISLND ZN PK FUT NRP 11/29/2019 12/31/2019 2,500 USD 0.2
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 12/2019 12/2019 4,000 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 01/2020 01/2020 3,000 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 02/2020 05/2020 2,500 USD 0.08
NYM ELECTRICITY NYISO REST OF STATE CAPACITY CAL MO NRS 06/2020 12/2022 1,500 USD 0.08
NYM ELECTRICITY ISO NEW ENG SE MASS ZONE OP 5MW DA NSO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG SE MASS ZONE OP 5MW DA NSO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND SE MASS ZN PK FUT NSP 11/06/2019 11/28/2019 2,600 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND SE MASS ZN PK FUT NSP 11/29/2019 12/31/2019 2,500 USD 0.2
NYM ELECTRICITY ISO NEW ENGLAND CONN ZN PEAK DA FUT NTP 11/06/2019 11/28/2019 2,850 USD 0.2
NYM ELECTRICITY ISO NEW ENGLAND CONN ZN PEAK DA FUT NTP 11/29/2019 12/31/2019 2,500 USD 0.2
NYM ELECTRICITY ISO NEW ENG WC MASS ZONE OP FUT NWO 11/06/2019 11/27/2019 150 USD 50.000%
NYM ELECTRICITY ISO NEW ENG WC MASS ZONE OP FUT NWO 11/28/2019 12/31/2019 120 USD 50.000%
NYM ELECTRICITY ISO NEW ENGLND WC MASS ZN PK FUT NWP 11/06/2019 11/28/2019 3,000 USD 0.2
NYM ELECTRICITY ISO NEW ENGLND WC MASS ZN PK FUT NWP 11/29/2019 12/31/2019 2,500 USD 0.2
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 MW OFFPK S O1 12/2019 12/2019 25 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 MW OFFPK S O1 01/2020 12/2024 15 USD 0.05
NYM ELECTRICITY ONTARIO OFF-PK CALENDAR DAY FUTURES OFD 11/05/2019 11/26/2019 80 CAD 50.000%
NYM ELECTRICITY ONTARIO OFF-PK CALENDAR DAY FUTURES OFD 11/27/2019 12/31/2019 70 CAD 50.000%
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 12/2019 12/2019 20 CAD 0.1
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 01/2020 01/2020 15 CAD 0.1
NYM ELECTRICITY ONTARIO OFF-PK CAL-MO FUTURES OFM 02/2020 12/2023 10 CAD 0.1
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 10/2019 10/2019 % 0.05
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 11/2019 11/2019 24 USD 0.05
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 12/2019 04/2020 20 USD 0.05
NYM ELECTRICITY ILLINOIS OFF-PEAK MONTH FUT OJ 05/2020 12/2022 12 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 10/2019 10/2019 % 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 11/2019 11/2019 480 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 12/2019 04/2020 400 USD 0.05
NYM ELECTRICITY ILLINOIS HUB PEAK MONTH FUT OM 05/2020 12/2024 200 USD 0.05
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 12/2019 12/2019 30 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 01/2020 03/2020 20 USD 0.08
NYM ELECTRICITY MID-COLUMBIA DAY AHEAD OFF PEAK FIX OMC 04/2020 12/2024 15 USD 0.08
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2020 01/2020 307,280 USD 25.000%
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2021 01/2021 233,200 USD 25.000%
NYM ELECTRICITY PJM WESTERN HUB RT OF-PK STRP 50 MW OO6 01/2022 01/2022 234,000 USD 25.000%
NYM ELECTRICITY ONTARIO PEAK CAL-DAY FUTURES OPD 11/05/2019 11/21/2019 3,500 CAD 0.2
NYM ELECTRICITY ONTARIO PEAK CAL-DAY FUTURES OPD 11/25/2019 12/31/2019 1,450 CAD 0.2
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 12/2019 12/2019 450 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 01/2020 01/2020 280 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 02/2020 10/2020 250 CAD 0.1
NYM ELECTRICITY ONTARIO PEAK CAL-MONTH FUTURES OPM 11/2020 12/2023 200 CAD 0.1
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 12/2019 12/2019 30 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 01/2020 03/2020 20 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK FIX OVD 04/2020 12/2024 15 USD 0.08
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 11/2019 11/2019 680 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 12/2019 12/2019 1,200 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 01/2020 03/2020 850 USD 0.025
NYM ELECTRICITY NEPOOL CONECTIC 5MW D AH PK P2 04/2020 12/2024 250 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 11/2019 11/2019 34 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 12/2019 12/2019 45 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 01/2020 02/2020 35 USD 0.025
NYM ELECTRICITY NEPOOL CNCTCT 5MW D AH O PK P3 03/2020 12/2024 20 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 11/2019 11/2019 680 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 12/2019 12/2019 1,200 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 01/2020 02/2020 500 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH PK P4 03/2020 12/2024 200 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 11/2019 11/2019 28 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 12/2019 12/2019 40 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 01/2020 02/2020 30 USD 0.025
NYM ELECTRICITY NEPOOL SE MASS 5MW D AH O PK P5 03/2020 12/2024 25 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 11/2019 11/2019 425 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 12/2019 12/2019 750 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 01/2020 03/2020 450 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 04/2020 09/2020 220 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH PK P7 10/2020 12/2024 150 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 11/2019 11/2019 25 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 12/2019 12/2019 30 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 01/2020 02/2020 25 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 03/2020 09/2020 13 USD 0.025
NYM ELECTRICITY NEPOOL NE MASS 5MW D AH O PK P8 10/2020 12/2024 10 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 11/2019 11/2019 623 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 12/2019 12/2019 1,000 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 01/2020 02/2020 700 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH PK P9 03/2020 12/2024 225 USD 0.025
NYM ELECTRICITY PJM AEP DAYTON HUB DA PEAK DAILY PAP 11/06/2019 11/22/2019 2,000 USD 0.2
NYM ELECTRICITY PJM AEP DAYTON HUB DA PEAK DAILY PAP 11/25/2019 12/31/2019 1,200 USD 0.2
NYM ELECTRICITY PJM AEP 50 MW CAL STRIP SYNTH PAS 01/2020 01/2020 287,500 USD 0.25
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM BGE ZONE OFF-PEAK CAL D PBO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM BGE ZONE PEAK CAL DAY FUT PBP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM BGE ZONE PEAK CAL DAY FUT PBP 11/26/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM COMED ZONE OFF-PK DAY AHEAD FUT PCO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 11/26/2019 11/28/2019 2,000 USD 0.2
NYM ELECTRICITY PJM COMED ZONE PEAK CALDAY DA FUT PCP 11/29/2019 12/31/2019 1,600 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL DAYHD PDD 11/05/2019 11/21/2019 2,400 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL DAYHD PDD 11/22/2019 12/31/2019 1,300 USD 50.000%
NYM ELECTRICITY PJM DAILY LOAD FORECAST FUT PDJ 11/07/2019 11/26/2019 450 USD 0.08
NYM ELECTRICITY PJM AEP DAYTON HUB DA OP DAILY PEO 11/06/2019 11/22/2019 160 USD 50.000%
NYM ELECTRICITY PJM AEP DAYTON HUB DA OP DAILY PEO 11/23/2019 12/31/2019 50 USD 50.000%
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM AECO ZONE OFF-PEAK CAL DA FUT PFO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF-PEAK CAL DAY AHEA PHO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY DA FUT PHP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY DA FUT PHP 11/26/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 11/26/2019 11/28/2019 2,300 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE PEAK CALDAY DA FUT PKP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM PPL ZONE OFF-PEAK CALDAY FUT PLO 11/28/2019 12/31/2019 80 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 11/26/2019 11/28/2019 2,370 USD 0.2
NYM ELECTRICITY PJM PPL ZONE PEAK CALDAY DA FUT PLP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM METED ZONE OFF-PEAK CALDAY FUT PMO 11/28/2019 12/31/2019 80 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 11/26/2019 11/28/2019 2,330 USD 0.2
NYM ELECTRICITY PJM METED ZONE PEAK CALDAY DA PHY PMP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA OP DAILY PNO 11/06/2019 11/30/2019 100 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA OP DAILY PNO 12/01/2019 12/31/2019 60 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA PEAK DAILY PNP 11/06/2019 11/21/2019 1,600 USD 0.2
NYM ELECTRICITY PJM NORTERN ILL HUB DA PEAK DAILY PNP 11/22/2019 12/31/2019 1,000 USD 0.2
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2020 01/2020 304,300 USD 25.000%
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2021 01/2024 230,400 USD 25.000%
NYM ELECTRICITY PJM NI HUB 50 LMP CAL STRIP SYNTH PNS 01/2022 01/2022 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 PENELEC ZONE OFF-PEAK CALDAY FU POC 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE OFF-PEAK CALDAY FU POC 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM PENELEC ZONE OFF-PEAK CALDAY FU POC 11/28/2019 12/31/2019 70 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 11/26/2019 11/28/2019 2,370 USD 0.2
NYM ELECTRICITY PJM JCPL PEAK CALDAY DAY AHEAD FUT PPL 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF-PEAK CALDAY F PQO 11/28/2019 12/31/2019 70 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 11/26/2019 11/28/2019 2,000 USD 0.2
NYM ELECTRICITY PJM DUQUESNE ZONE OFF PEAK CALDAY F PQP 11/29/2019 12/31/2019 1,810 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 11/05/2019 11/21/2019 150 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 11/22/2019 11/26/2019 125 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE OFF PEAK CALDAY RT FU PRO 11/27/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 11/05/2019 11/18/2019 4,000 USD 0.05
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 11/19/2019 11/26/2019 2,500 USD 0.05
NYM ELECTRICITY PJM ATSI ZONE PEAK CALDAY RT FUT PRP 11/27/2019 12/31/2019 2,000 USD 0.05
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE OFF-PEAK CAL D PSO 11/28/2019 12/31/2019 80 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 11/26/2019 11/28/2019 2,420 USD 0.2
NYM ELECTRICITY PJM PSEG ZONE PEAK CALDAY DA FUT PSP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 11/04/2019 11/20/2019 3,300 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 11/21/2019 11/25/2019 1,500 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW PK CAL-DAY RT PTD 11/26/2019 12/31/2019 1,250 USD 50.000%
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM JCPL ZONE OFF-PEAK CALDAY FUT PTO 11/28/2019 12/31/2019 80 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 11/23/2019 11/27/2019 130 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF-PEAK CALDAY FUT PUO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 11/06/2019 11/25/2019 3,000 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 11/26/2019 11/27/2019 2,500 USD 0.2
NYM ELECTRICITY PJM DPL ZONE OFF PEAK CALDAY DA FUT PUP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 12/2019 12/2019 500 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 01/2020 04/2020 300 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK FIX PRICE PVD 05/2020 12/2024 175 USD 0.08
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM PECO ZONE OFF-PEAK CALDAY FUT PVO 11/28/2019 12/31/2019 80 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 11/26/2019 11/28/2019 2,450 USD 0.2
NYM ELECTRICITY PJM PECO ZONE PEAK CALDAY DA FUT PVP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA OP DAILY FUT PWO 11/06/2019 11/22/2019 180 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA OP DAILY FUT PWO 11/23/2019 12/31/2019 60 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA PEAK DAILY PWP 11/06/2019 11/22/2019 2,000 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB DA PEAK DAILY PWP 11/25/2019 12/31/2019 1,500 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 11/23/2019 11/27/2019 110 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE OFF-PEAK CALDAY FUT PXO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 11/26/2019 11/27/2019 2,000 USD 0.2
NYM ELECTRICITY PJM PEPCO ZONE PEAK CALDAY DA FUT PXP 11/29/2019 12/31/2019 1,950 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 11/23/2019 11/27/2019 120 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB OFF-PEAK CALDAY FUT PYO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 11/06/2019 11/25/2019 3,000 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 11/26/2019 11/28/2019 2,500 USD 0.2
NYM ELECTRICITY PJM EASTERN HUB PEAK CALDAY DA FUT PYP 11/29/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 11/06/2019 11/22/2019 150 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 11/23/2019 11/27/2019 100 USD 0.2
NYM ELECTRICITY PJM APS ZONE OFF-PEAK CAL DAY AHEAD PZO 11/28/2019 12/31/2019 75 USD 0.2
NYM ELECTRICITY PJM APS ZONE PEAK CALDAY DA FUT PZP 11/06/2019 11/25/2019 2,500 USD 0.2
NYM ELECTRICITY PJM APS ZONE PEAK CALDAY DA FUT PZP 11/26/2019 12/31/2019 2,000 USD 0.2
NYM ELECTRICITY NYISO ZONE C 5MW D AH PK Q5 11/2019 11/2019 510 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5MW D AH PK Q5 12/2019 12/2024 450 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 11/2019 11/2019 11 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 12/2019 12/2019 10 USD 0.025
NYM ELECTRICITY PJM PEPCO DA OFF-PEAK Q8 01/2020 10/2025 7 USD 0.025
NYM ELECTRICITY PALO VERDE DAY AHEAD OFF PEAK DAILY QVD 11/09/2019 12/31/2019 30 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 11/05/2019 11/20/2019 3,300 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 11/21/2019 11/26/2019 3,100 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB 5 PEAK CLND D R1 11/27/2019 12/31/2019 3,000 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 11/2019 11/2019 36 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 12/2019 12/2019 38 USD 0.05
NYM ELECTRICITY PJM BGE DA OFF-PEAK R3 01/2020 10/2025 15 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 11/05/2019 11/21/2019 200 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 11/22/2019 11/26/2019 160 USD 0.05
NYM ELECTRICITY ERCOT WEST 345 KV HUB OFFPK CLN D R4 11/27/2019 12/31/2019 130 USD 0.05
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 11/2019 11/2019 680 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 12/2019 12/2019 1,100 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 01/2020 03/2020 700 USD 0.025
NYM ELECTRICITY NEPOOL W CNTR M 5MW D AH PK R6 04/2020 12/2024 250 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 12/2019 12/2019 16 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 01/2020 01/2020 11 USD 0.025
NYM ELECTRICITY PJM DAYTON DA OFF-PEAK R7 02/2020 11/2025 6 USD 0.025
NYM ELECTRICITY PJM PEPCO DA PEAK R8 11/2019 11/2019 340 USD 0.2
NYM ELECTRICITY PJM PEPCO DA PEAK R8 12/2019 12/2019 400 USD 0.12
NYM ELECTRICITY PJM PEPCO DA PEAK R8 01/2020 10/2025 200 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 11/2019 11/2019 340 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 12/2019 12/2019 400 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA PEAK S4 01/2020 10/2025 200 USD 0.05
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 11/2019 11/2019 9,200 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 12/2019 12/2019 4,025 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 01/2020 03/2020 2,300 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 04/2020 09/2020 2,070 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB DAY AHD PEAK FUT SDD 10/2020 12/2024 2,070 USD 10.000%
NYM ELECTRICITY PJM WESTERN HUB PEAK AVG FUT SRT 11/2019 11/2019 9,200 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB PEAK AVG FUT SRT 12/2019 12/2019 4,025 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB PEAK AVG FUT SRT 01/2020 03/2020 2,300 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB PEAK AVG FUT SRT 04/2020 09/2020 2,070 USD 20.000%
NYM ELECTRICITY PJM WESTERN HUB PEAK AVG FUT SRT 10/2020 12/2024 2,070 USD 10.000%
NYM ELECTRICITY NYISO ZONE G 5MW D AH PK T3 12/2019 12/2019 700 USD 38.000%
NYM ELECTRICITY NYISO ZONE G 5MW D AH PK T3 01/2020 01/2020 450 USD 38.000%
NYM ELECTRICITY NYISO ZONE G 5MW D AH PK T3 02/2020 03/2020 300 USD 30.000%
NYM ELECTRICITY NYISO ZONE G 5MW D AH PK T3 04/2020 12/2024 120 USD 18.000%
NYM ELECTRICITY NEPOOL NEW HAMP 5MW D AH PK U2 11/2019 11/2019 680 USD 0.025
NYM ELECTRICITY NEPOOL NEW HAMP 5MW D AH PK U2 12/2019 12/2019 1,000 USD 0.025
NYM ELECTRICITY NEPOOL NEW HAMP 5MW D AH PK U2 01/2020 12/2024 700 USD 0.025
NYM ELECTRICITY NEPOOL NEW HAMP 5MW D AH O PK U3 11/2019 11/2019 28 USD 0.025
NYM ELECTRICITY NEPOOL NEW HAMP 5MW D AH O PK U3 12/2019 12/2024 40 USD 0.025
NYM ELECTRICITY NEPOOL RHD ISLD 5MW D AH PK U4 11/2019 11/2019 680 USD 0.025
NYM ELECTRICITY NEPOOL RHD ISLD 5MW D AH PK U4 12/2019 12/2019 1,100 USD 0.025
NYM ELECTRICITY NEPOOL RHD ISLD 5MW D AH PK U4 01/2020 02/2020 700 USD 0.025
NYM ELECTRICITY NEPOOL RHD ISLD 5MW D AH PK U4 03/2020 12/2024 250 USD 0.025
NYM ELECTRICITY NEPOOL RHODE IL 5MW D AH O PK U5 11/2019 11/2019 28 USD 0.025
NYM ELECTRICITY NEPOOL RHODE IL 5MW D AH O PK U5 12/2019 12/2019 40 USD 0.025
NYM ELECTRICITY NEPOOL RHODE IL 5MW D AH O PK U5 01/2020 12/2024 25 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH PK U6 12/2019 12/2019 750 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH PK U6 01/2020 01/2020 600 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH PK U6 02/2020 04/2020 400 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH PK U6 05/2020 12/2024 150 USD 0.025
NYM ELECTRICITY PJM N ILLINOIS HUB RT PK CAL DAY5MW UD 11/11/2019 11/22/2019 2,400 USD 0.05
NYM ELECTRICITY PJM N ILLINOIS HUB RT PK CAL DAY5MW UD 11/25/2019 12/02/2019 2,000 USD 0.05
NYM ELECTRICITY PJM N ILLINOIS HUB RT PK CAL DAY5MW UD 12/03/2019 12/31/2019 1,300 USD 0.05
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME O PK V3 12/2019 12/2019 15 USD 0.025
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME O PK V3 01/2020 01/2020 10 USD 0.025
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME O PK V3 02/2020 12/2024 5 USD 0.025
NYM ELECTRICITY PJM AEP-DAYTON HUB RT PK CALDAY 5MW VD 11/11/2019 11/22/2019 3,200 USD 0.05
NYM ELECTRICITY PJM AEP-DAYTON HUB RT PK CALDAY 5MW VD 11/25/2019 12/03/2019 1,800 USD 0.05
NYM ELECTRICITY PJM AEP-DAYTON HUB RT PK CALDAY 5MW VD 12/04/2019 12/31/2019 1,500 USD 0.05
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK DAILY FIX VDP 11/07/2019 11/19/2019 1,500 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK DAILY FIX VDP 11/20/2019 11/25/2019 1,000 USD 0.08
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK DAILY FIX VDP 11/26/2019 12/31/2019 750 USD 0.08
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 11/2019 11/2019 28 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 12/2019 12/2019 45 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 01/2020 12/2024 30 USD 0.025
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 11/2019 11/2019 19 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 12/2019 12/2019 25 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 01/2020 09/2020 10 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 10/2020 10/2025 7 USD 0.05
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 11/2019 11/2019 14 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 12/2019 12/2019 20 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 01/2020 02/2020 15 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 03/2020 09/2020 9 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 10/2020 10/2025 7 USD 0.025
NYM ELECTRICITY PJM WESTERN HUB RT OP DAILY WOR 11/05/2019 11/21/2019 180 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB RT OP DAILY WOR 11/22/2019 12/31/2019 100 USD 0.2
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 11/2019 11/2019 17 USD 0.05
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 12/2019 02/2020 25 USD 0.05
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 03/2020 10/2025 10 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 11/2019 11/2019 340 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 12/2019 12/2019 450 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 01/2020 10/2025 200 USD 0.05
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 12/2019 12/2019 350 USD 0.15
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 01/2020 01/2020 250 USD 0.1
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 02/2020 03/2020 140 USD 0.08
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 04/2020 12/2024 90 USD 0.05
NYM ELECTRICITY NYISO ZONE A DA OP DAILY ZAO 11/06/2019 11/22/2019 200 USD 0.2
NYM ELECTRICITY NYISO ZONE A DA OP DAILY ZAO 11/23/2019 12/31/2019 60 USD 0.2
NYM ELECTRICITY NYISO ZONE G DA OP DAILY ZGO 11/06/2019 11/22/2019 200 USD 0.2
NYM ELECTRICITY NYISO ZONE G DA OP DAILY ZGO 11/23/2019 12/31/2019 60 USD 0.2
NYM ELECTRICITY NYISO ZONE J DA OP DAILY ZJO 11/06/2019 11/22/2019 200 USD 0.2
NYM ELECTRICITY NYISO ZONE J DA OP DAILY ZJO 11/23/2019 12/31/2019 60 USD 0.2
NYM ENVIRONMENTAL IN DELIVERY MONTH EUA FUTURES 6T 11/2019 11/2019 2,300 EUR 35.000%
NYM ENVIRONMENTAL IN DELIVERY MONTH EUA FUTURES 6T 12/2019 12/2025 2,300 EUR 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2016 FUTURES C6C 11/2019 11/2019 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2016 FUTURES C6C 12/2019 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2017 FUTURES C7C 11/2019 11/2019 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2017 FUTURES C7C 12/2019 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2018 FUTURES C8C 11/2019 11/2019 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2018 FUTURES C8C 12/2019 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2019 FUTURES C9C 11/2019 11/2019 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2019 FUTURES C9C 12/2019 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2020 FUTURES CC0 11/2019 11/2019 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2020 FUTURES CC0 12/2019 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CALIFORNIA LOW CARBON FUEL STANDARD LCF 11/2019 11/2019 1,250 USD 35.000%
NYM ENVIRONMENTAL CALIFORNIA LOW CARBON FUEL STANDARD LCF 12/2019 10/2021 1,250 USD 15.000%
NYM ENVIRONMENTAL CARBON RGGI EMISSION RJ 11/2019 12/2022 300 USD 35.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 11/2019 11/2019 3,320 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 12/2019 12/2019 950 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 01/2020 09/2022 750 USD 15.000%

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

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