Outrights/Vol Scans for Margins

- Outrights / Vol Scans
- Intras
- Inters/Intex/Supers
- Short Option Min

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Exchange	Asset Class	Product	Product Code	Start Period	End Period	Maintenance	Maint. Vol. Scan
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NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	04/2022	04/2022	1,107 USD	6.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	05/2022	05/2022	780 USD	6.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	06/2022	06/2022	760 USD	6.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	07/2022	07/2022	741 USD	6.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	08/2022	08/2022	721 USD	6.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT BULLET FUT	BY	09/2022	12/2023	715 USD	6.000%
NYM	CRUDE OIL SPREADS	1 MO CAL SPRD SYN CRUDE OIL FUTURES	CA	03/2020	05/2020	380 USD	5.000%
NYM	CRUDE OIL SPREADS	1 MO CAL SPRD SYN CRUDE OIL FUTURES	CA	06/2020	06/2020	170 USD	5.000%
NYM	CRUDE OIL SPREADS	1 MO CAL SPRD SYN CRUDE OIL FUTURES	CA	07/2020	01/2031	120 USD	5.000%
NYM	CRUDE OIL SPREADS	EDMONTON C5+ CONDENSATE MONTHLY INX	CC5	05/2020	06/2020	2,700 USD	25.000%
NYM	CRUDE OIL SPREADS	EDMONTON C5+ CONDENSATE MONTHLY INX	CC5	07/2020	10/2020	2,200 USD	20.000%
NYM	CRUDE OIL SPREADS	EDMONTON C5+ CONDENSATE MONTHLY INX	CC5	11/2020	12/2023	1,800 USD	15.000%
NYM	CRUDE OIL SPREADS	EDMONTON LIGHT SWEET NE2	CIL	05/2020	06/2020	3,000 USD	25.000%
NYM	CRUDE OIL SPREADS	EDMONTON LIGHT SWEET NE2	CIL	07/2020	10/2020	2,400 USD	25.000%
NYM	CRUDE OIL SPREADS	EDMONTON LIGHT SWEET NE2	CIL	11/2020	12/2024	2,100 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI VS. DATED BRENT CALENDAR MONTH	CLD	03/2020	03/2020	140 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI VS. DATED BRENT CALENDAR MONTH	CLD	04/2020	09/2020	1,450 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI VS. DATED BRENT CALENDAR MONTH	CLD	10/2020	12/2023	1,450 USD	10.000%
NYM	CRUDE OIL SPREADS	CPC BLEND VS MED DATED BRENT FUTURE	CPD	03/2020	03/2020	87 USD	25.000%
NYM	CRUDE OIL SPREADS	CPC BLEND VS MED DATED BRENT FUTURE	CPD	04/2020	02/2021	600 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	03/2020	03/2020	%	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	04/2020	02/2021	350 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	05/2020	08/2020	600 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	09/2020	09/2020	525 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	10/2020	10/2020	500 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	11/2020	11/2020	450 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	12/2020	12/2020	400 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	01/2021	01/2021	375 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI-BRENT 2 MONTH CALENDAR FUTURES	CQ	03/2021	04/2021	325 USD	10.000%
NYM	CRUDE OIL SPREADS	EDMONTON SWEET SYNT NE2	CSN	05/2020	07/2020	2,500 USD	0.08
NYM	CRUDE OIL SPREADS	EDMONTON SWEET SYNT NE2	CSN	08/2020	10/2020	1,500 USD	0.08
NYM	CRUDE OIL SPREADS	EDMONTON SWEET SYNT NE2	CSN	11/2020	12/2024	1,000 USD	0.08
NYM	CRUDE OIL SPREADS	CLEARBROOK BAKKEN SWEET MONTHLY IND	CSW	05/2020	05/2020	2,400 USD	25.000%
NYM	CRUDE OIL SPREADS	CLEARBROOK BAKKEN SWEET MONTHLY IND	CSW	06/2020	06/2020	1,900 USD	20.000%
NYM	CRUDE OIL SPREADS	CLEARBROOK BAKKEN SWEET MONTHLY IND	CSW	07/2020	12/2023	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	03/2020	03/2020	350 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	04/2020	04/2020	600 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	05/2020	07/2020	850 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	08/2020	08/2020	825 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	09/2020	09/2020	750 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	10/2020	10/2020	700 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	11/2020	11/2020	625 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	12/2020	12/2020	575 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	01/2021	01/2021	550 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	02/2021	03/2021	500 USD	10.000%
NYM	CRUDE OIL SPREADS	3 MO CAL SPRD SYN CRUDE OIL FUTURES	CT	04/2021	04/2021	475 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	03/2020	03/2020	1,175 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	04/2020	04/2020	1,375 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	05/2020	06/2020	1,675 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	07/2020	07/2020	1,475 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	08/2020	08/2020	1,425 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	09/2020	09/2020	1,325 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	10/2020	10/2020	1,225 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	11/2020	11/2020	1,100 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	12/2020	12/2020	1,050 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	01/2021	01/2021	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	02/2021	02/2021	950 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	03/2021	03/2021	850 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	04/2021	04/2021	775 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	05/2021	05/2021	700 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	06/2021	06/2021	625 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	12/2021	12/2021	525 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	06/2022	06/2022	350 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	12/2022	12/2022	300 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	06/2023	06/2023	250 USD	10.000%
NYM	CRUDE OIL SPREADS	6 MO CAL SPRD SYN CRUDE OIL FUTURES	CV	12/2023	12/2023	225 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	03/2020	03/2020	2,150 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	04/2020	04/2020	2,250 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	05/2020	06/2020	2,350 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	07/2020	07/2020	2,325 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	08/2020	08/2020	2,175 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	09/2020	09/2020	2,075 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	10/2020	10/2020	1,950 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	11/2020	11/2020	1,800 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	12/2020	12/2020	1,675 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	01/2021	01/2021	1,600 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	02/2021	02/2021	1,500 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	03/2021	03/2021	1,400 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	04/2021	04/2021	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	05/2021	05/2021	1,225 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	06/2021	06/2021	1,150 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	09/2021	09/2021	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	12/2021	12/2021	875 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	03/2022	03/2022	700 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	06/2022	06/2022	600 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	09/2022	09/2022	550 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	12/2022	06/2023	500 USD	10.000%
NYM	CRUDE OIL SPREADS	12 MO CAL SPRD SYN CRUDE OIL FUTURE	CX	06/2024	06/2024	400 USD	10.000%
NYM	CRUDE OIL SPREADS	DAKOTA ACCESS BAKKEN(NE2)MON	DAB	05/2020	05/2020	3,200 USD	25.000%
NYM	CRUDE OIL SPREADS	DAKOTA ACCESS BAKKEN(NE2)MON	DAB	06/2020	06/2020	2,600 USD	25.000%
NYM	CRUDE OIL SPREADS	DAKOTA ACCESS BAKKEN(NE2)MON	DAB	07/2020	12/2024	1,800 USD	25.000%
NYM	CRUDE OIL SPREADS	ICE BRENT DUBAI FUT	DB	03/2020	03/2020	1,100 USD	25.000%
NYM	CRUDE OIL SPREADS	ICE BRENT DUBAI FUT	DB	04/2020	04/2020	1,050 USD	25.000%
NYM	CRUDE OIL SPREADS	ICE BRENT DUBAI FUT	DB	05/2020	10/2020	900 USD	20.000%
NYM	CRUDE OIL SPREADS	ICE BRENT DUBAI FUT	DB	11/2020	12/2025	600 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI V. DUBAI CRUDE OIL (PLATTS) FUT	DCW	03/2020	03/2020	106 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI V. DUBAI CRUDE OIL (PLATTS) FUT	DCW	04/2020	05/2020	700 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI V. DUBAI CRUDE OIL (PLATTS) FUT	DCW	06/2020	10/2020	500 USD	20.000%
NYM	CRUDE OIL SPREADS	WTI V. DUBAI CRUDE OIL (PLATTS) FUT	DCW	11/2020	12/2025	500 USD	15.000%
NYM	CRUDE OIL SPREADS	ARGUS LLS VS. WTI (ARG) TRD M	E5	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	ARGUS LLS VS. WTI (ARG) TRD M	E5	05/2020	05/2020	1,637 USD	25.000%
NYM	CRUDE OIL SPREADS	ARGUS LLS VS. WTI (ARG) TRD M	E5	06/2020	08/2020	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	ARGUS LLS VS. WTI (ARG) TRD M	E5	09/2020	03/2021	1,100 USD	10.000%
NYM	CRUDE OIL SPREADS	ARGUS LLS VS. WTI (ARG) TRD M	E5	04/2021	12/2025	850 USD	10.000%
NYM	CRUDE OIL SPREADS	DATED TO FRONTLINE BRENT BALMO FUT	FE	03/02/2020	03/31/2020	660 USD	25.000%
NYM	CRUDE OIL SPREADS	DATED TO FRONTLINE BRENT BALMO FUT	FE	04/01/2020	05/29/2020	1,000 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND(ARGUS) VS WTI FINCL FUT	FF	03/2020	03/2020	183 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND(ARGUS) VS WTI FINCL FUT	FF	04/2020	04/2020	1,700 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND(ARGUS) VS WTI FINCL FUT	FF	05/2020	09/2020	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND(ARGUS) VS WTI FINCL FUT	FF	10/2020	05/2021	850 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND(ARGUS) VS WTI FINCL FUT	FF	06/2021	12/2025	700 USD	10.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) V WTI TRD MTH FUT	FH	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) V WTI TRD MTH FUT	FH	05/2020	05/2020	1,543 USD	25.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) V WTI TRD MTH FUT	FH	06/2020	06/2020	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) V WTI TRD MTH FUT	FH	07/2020	11/2020	1,400 USD	10.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) V WTI TRD MTH FUT	FH	12/2020	12/2025	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	DATED TO FRONTLINE BRENT CLNDR FUT	FY	03/2020	03/2020	1,000 USD	0.05
NYM	CRUDE OIL SPREADS	DATED TO FRONTLINE BRENT CLNDR FUT	FY	04/2020	05/2020	850 USD	0.05
NYM	CRUDE OIL SPREADS	DATED TO FRONTLINE BRENT CLNDR FUT	FY	06/2020	12/2025	650 USD	0.05
NYM	CRUDE OIL SPREADS	GUERNSEY LIGHT SWEET (NE2) MNTH IND	GSW	04/2020	06/2020	1,500 USD	25.000%
NYM	CRUDE OIL SPREADS	GUERNSEY LIGHT SWEET (NE2) MNTH IND	GSW	07/2020	10/2020	1,500 USD	20.000%
NYM	CRUDE OIL SPREADS	GUERNSEY LIGHT SWEET (NE2) MNTH IND	GSW	11/2020	12/2023	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V. BRENT CALENDAR MONTH	HBC	03/2020	03/2020	83 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V. BRENT CALENDAR MONTH	HBC	04/2020	09/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V. BRENT CALENDAR MONTH	HBC	10/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MONTH	HBR	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MONTH	HBR	05/2020	05/2020	1,174 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MONTH	HBR	06/2020	11/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MONTH	HBR	12/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V DATED BRENT CAL MONTH	HDB	03/2020	03/2020	125 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V DATED BRENT CAL MONTH	HDB	04/2020	09/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON V DATED BRENT CAL MONTH	HDB	10/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON (ARGUS) VS. WTI BALMO	HIB	03/02/2020	03/31/2020	373 USD	0.05
NYM	CRUDE OIL SPREADS	WTI HOUSTON (ARGUS) VS. WTI BALMO	HIB	04/01/2020	04/30/2020	1,200 USD	0.05
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V. WTI FINANCIAL	HIL	03/2020	03/2020	145 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V. WTI FINANCIAL	HIL	04/2020	04/2020	1,250 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V. WTI FINANCIAL	HIL	05/2020	12/2023	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTB	04/01/2020	04/30/2020	%	0.05
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTB	05/01/2020	05/29/2020	1,644 USD	0.05
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI TRADE MONTH	HTI	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI TRADE MONTH	HTI	05/2020	05/2020	725 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI TRADE MONTH	HTI	06/2020	06/2020	800 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI TRADE MONTH	HTI	07/2020	12/2023	650 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI CALENDAR MONTH	HTM	03/2020	03/2020	29 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI CALENDAR MONTH	HTM	04/2020	04/2020	800 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. WTI CALENDAR MONTH	HTM	05/2020	12/2023	650 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	05/2020	05/2020	1,403 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	06/2020	06/2020	1,250 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	07/2020	11/2020	1,250 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	12/2020	11/2021	950 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON ARGUS V.WTI TRADE MONTH	HTT	12/2021	12/2023	850 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. BRENT BALMO FUT	LBB	03/02/2020	03/31/2020	777 USD	0.05
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. BRENT BALMO FUT	LBB	04/01/2020	04/30/2020	2,500 USD	0.05
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. BRENT CRUDE OIL FIN	LLR	03/2020	03/2020	145 USD	25.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. BRENT CRUDE OIL FIN	LLR	04/2020	05/2020	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. BRENT CRUDE OIL FIN	LLR	06/2020	08/2022	750 USD	6.000%
NYM	CRUDE OIL SPREADS	EDMONTON LIGHT SWEET NE2 MONTHLY	LSW	05/2020	10/2020	3,000 USD	25.000%
NYM	CRUDE OIL SPREADS	EDMONTON LIGHT SWEET NE2 MONTHLY	LSW	11/2020	12/2024	2,400 USD	25.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. WTI BALMO FUT	LWB	03/02/2020	03/31/2020	777 USD	0.05
NYM	CRUDE OIL SPREADS	LLS (ARGUS) VS. WTI BALMO FUT	LWB	04/01/2020	04/30/2020	2,500 USD	0.05
NYM	CRUDE OIL SPREADS	MARS VS. BRENT CAL MONTH FUT	MAB	03/2020	03/2020	174 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT CAL MONTH FUT	MAB	04/2020	09/2020	1,800 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT CAL MONTH FUT	MAB	10/2020	12/2023	1,800 USD	10.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT TRADE MONTH FUT	MBM	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT TRADE MONTH FUT	MBM	05/2020	05/2020	1,683 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT TRADE MONTH FUT	MBM	06/2020	11/2020	1,800 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS VS. BRENT TRADE MONTH FUT	MBM	12/2020	12/2023	1,800 USD	10.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI CAL MONTH FUT	MDM	03/2020	03/2020	145 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI CAL MONTH FUT	MDM	04/2020	09/2020	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI CAL MONTH FUT	MDM	10/2020	12/2023	1,500 USD	10.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI TRADE MONTH FUT	MDR	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI TRADE MONTH FUT	MDR	05/2020	05/2020	1,403 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI TRADE MONTH FUT	MDR	06/2020	11/2020	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS VS. DUBAI TRADE MONTH FUT	MDR	12/2020	12/2023	1,500 USD	10.000%
NYM	CRUDE OIL SPREADS	EDMONTON SYNTHETIC SWEET MNTLY FUT	SSW	05/2020	07/2020	1,950 USD	25.000%
NYM	CRUDE OIL SPREADS	EDMONTON SYNTHETIC SWEET MNTLY FUT	SSW	08/2020	10/2020	1,950 USD	20.000%
NYM	CRUDE OIL SPREADS	EDMONTON SYNTHETIC SWEET MNTLY FUT	SSW	11/2020	12/2024	1,550 USD	15.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	03/2020	03/2020	154 USD	25.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	04/2020	04/2020	1,450 USD	15.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	05/2020	06/2020	1,200 USD	15.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	07/2020	09/2020	1,200 USD	10.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	10/2020	05/2021	900 USD	10.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND VS. WTI CAL MONTH FUT	TIL	06/2021	12/2023	600 USD	10.000%
NYM	CRUDE OIL SPREADS	URALS MED VS DATED BRENT FUTURE	UMD	03/2020	03/2020	145 USD	25.000%
NYM	CRUDE OIL SPREADS	URALS MED VS DATED BRENT FUTURE	UMD	04/2020	12/2022	1,200 USD	25.000%
NYM	CRUDE OIL SPREADS	URALS NORTH VS MED DATED BRENT FUT	UNS	03/2020	03/2020	145 USD	25.000%
NYM	CRUDE OIL SPREADS	URALS NORTH VS MED DATED BRENT FUT	UNS	04/2020	12/2022	1,200 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT WBR CAL MO	WBR	03/2020	03/2020	125 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT WBR CAL MO	WBR	04/2020	09/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT WBR CAL MO	WBR	10/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT NE2	WCC	05/2020	05/2020	2,800 USD	25.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT NE2	WCC	06/2020	06/2020	2,500 USD	20.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT NE2	WCC	07/2020	12/2024	2,100 USD	15.000%
NYM	CRUDE OIL SPREADS	WESTRN CANADIAN SEL(WCS) CRUDE OIL	WCE	03/2020	04/2022	3,250 USD	8.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS. WTI CAL	WCH	05/2020	05/2020	2,200 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS. WTI CAL	WCH	06/2020	07/2020	2,000 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS. WTI CAL	WCH	08/2020	12/2023	1,800 USD	25.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT MONTHLY	WCW	05/2020	05/2020	2,800 USD	25.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT MONTHLY	WCW	06/2020	06/2020	2,500 USD	20.000%
NYM	CRUDE OIL SPREADS	HARDISTY W CANADIAN SELECT MONTHLY	WCW	07/2020	12/2024	2,100 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI CAL MO FUT	WDB	03/2020	03/2020	266 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI CAL MO FUT	WDB	04/2020	09/2020	2,750 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI CAL MO FUT	WDB	10/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MO FUT	WHB	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MO FUT	WHB	05/2020	05/2020	1,216 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MO FUT	WHB	06/2020	11/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. BRENT TRADE MO FUT	WHB	12/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI TRADE MO FUT	WHD	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI TRADE MO FUT	WHD	05/2020	05/2020	3,274 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI TRADE MO FUT	WHD	06/2020	11/2020	3,100 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON VS. DUBAI TRADE MO FUT	WHD	12/2020	12/2023	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	04/2020	04/2020	10,800 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	05/2020	05/2020	1,080 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	06/2020	06/2020	1,045 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	07/2020	07/2020	1,022 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	08/2020	08/2020	997 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	09/2020	09/2020	977 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	10/2020	10/2020	955 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	11/2020	11/2020	940 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	12/2020	12/2020	935 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	01/2021	01/2021	870 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	02/2021	02/2021	862 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	03/2021	03/2021	855 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	04/2021	04/2021	837 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	05/2021	05/2021	830 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	06/2021	06/2021	822 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	07/2021	07/2021	815 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	08/2021	08/2021	807 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	09/2021	09/2021	800 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	10/2021	10/2021	792 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	11/2021	11/2021	785 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	12/2021	12/2021	777 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	01/2022	01/2022	770 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	02/2022	02/2022	762 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	03/2022	03/2022	755 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	04/2022	04/2022	747 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	05/2022	05/2022	740 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	06/2022	06/2022	732 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	07/2022	07/2022	725 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	08/2022	08/2022	717 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI HOUSTON WTI TRADE SYN FUT	WHL	09/2022	02/2024	715 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS WTI TRADE	WHT	05/2020	05/2020	1,774 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS WTI TRADE	WHT	06/2020	07/2020	2,000 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS HOUST ARGUS VS WTI TRADE	WHT	08/2020	12/2023	1,800 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	05/2020	05/2020	1,620 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	06/2020	06/2020	1,567 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	07/2020	07/2020	1,533 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	08/2020	08/2020	1,496 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	09/2020	09/2020	1,466 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	10/2020	10/2020	1,432 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	11/2020	11/2020	1,410 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	12/2020	12/2020	1,402 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	01/2021	01/2021	1,305 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	02/2021	02/2021	1,293 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	03/2021	03/2021	1,282 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	04/2021	04/2021	1,256 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	05/2021	05/2021	1,245 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	06/2021	06/2021	1,233 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	07/2021	07/2021	1,222 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	08/2021	08/2021	1,211 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	09/2021	09/2021	1,200 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	10/2021	10/2021	1,188 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	11/2021	11/2021	1,177 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	12/2021	12/2021	1,166 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	01/2022	01/2022	1,155 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	02/2022	02/2022	1,143 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	03/2022	03/2022	1,132 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	04/2022	04/2022	1,121 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	05/2022	05/2022	1,110 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	06/2022	06/2022	1,098 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	07/2022	07/2022	1,087 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	08/2022	08/2022	1,076 USD	25.000%
NYM	CRUDE OIL SPREADS	HOUSTON BRENT SYN FUT	WHZ	09/2022	02/2024	1,072 USD	25.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	03/2020	03/2020	77 USD	25.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	04/2020	04/2020	1,716 USD	15.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	05/2020	05/2020	1,694 USD	15.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	06/2020	06/2020	1,651 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	07/2020	07/2020	1,600 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	08/2020	08/2020	1,560 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	09/2020	09/2020	1,501 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	10/2020	10/2020	1,476 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	11/2020	11/2020	1,462 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	12/2020	12/2020	1,435 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	01/2021	01/2021	1,419 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	02/2021	02/2021	1,402 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	03/2021	03/2021	1,370 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	04/2021	04/2021	1,354 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	05/2021	05/2021	1,340 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	06/2021	06/2021	1,325 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	07/2021	07/2021	1,309 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	08/2021	08/2021	1,295 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	09/2021	09/2021	1,280 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	10/2021	10/2021	1,265 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	11/2021	11/2021	1,250 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	12/2021	12/2021	1,234 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	01/2022	01/2022	1,219 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	02/2022	02/2022	1,207 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	03/2022	03/2022	1,190 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	04/2022	04/2022	1,174 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	05/2022	05/2022	1,160 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	06/2022	06/2022	1,145 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	07/2022	07/2022	1,133 USD	10.000%
NYM	CRUDE OIL SPREADS	LLS (ARGUS) V WTI FUT	WJ	08/2022	12/2025	1,130 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMB TRADE MO	WMB	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMB TRADE MO	WMB	05/2020	05/2020	2,712 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMB TRADE MO	WMB	06/2020	11/2020	2,900 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMB TRADE MO	WMB	12/2020	12/2023	2,900 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI TRADE MO FUT	WMD	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI TRADE MO FUT	WMD	05/2020	05/2020	2,619 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI TRADE MO FUT	WMD	06/2020	11/2020	2,800 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI TRADE MO FUT	WMD	12/2020	12/2023	2,800 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMR CAL MO	WMR	03/2020	03/2020	280 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMR CAL MO	WMR	04/2020	09/2020	2,900 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. BRENT WMR CAL MO	WMR	10/2020	12/2023	2,900 USD	10.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS. WTI CAL MTH FUT	WNC	03/2020	03/2020	174 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS. WTI CAL MTH FUT	WNC	04/2020	05/2020	1,600 USD	15.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS. WTI CAL MTH FUT	WNC	06/2020	12/2025	1,400 USD	10.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS WTI TRADE MTH FUT	WNT	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS WTI TRADE MTH FUT	WNT	05/2020	05/2020	1,683 USD	25.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS WTI TRADE MTH FUT	WNT	06/2020	07/2020	1,600 USD	15.000%
NYM	CRUDE OIL SPREADS	WCS CUSH ARGUS VS WTI TRADE MTH FUT	WNT	08/2020	12/2025	1,400 USD	10.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) VS. WTI FINANCIAL FUT	WTA	03/2020	03/2020	159 USD	25.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) VS. WTI FINANCIAL FUT	WTA	04/2020	05/2020	1,500 USD	15.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) VS. WTI FINANCIAL FUT	WTA	06/2020	09/2020	1,400 USD	10.000%
NYM	CRUDE OIL SPREADS	WTS (ARGUS) VS. WTI FINANCIAL FUT	WTA	10/2020	12/2025	1,000 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI CAL MO FUT	WTD	03/2020	03/2020	270 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI CAL MO FUT	WTD	04/2020	09/2020	2,800 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND VS. DUBAI CAL MO FUT	WTD	10/2020	12/2023	2,800 USD	10.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	05/2020	05/2020	1,496 USD	25.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	06/2020	06/2020	1,450 USD	15.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	07/2020	08/2020	1,200 USD	15.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	09/2020	11/2020	1,200 USD	10.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	12/2020	07/2021	900 USD	10.000%
NYM	CRUDE OIL SPREADS	WTL MIDLAND (ARGUS) VS. WTI TRADE M	WTL	08/2021	12/2023	600 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	05/2020	05/2020	1,777 USD	25.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	06/2020	06/2020	1,700 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	07/2020	08/2020	1,300 USD	15.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	09/2020	11/2020	1,300 USD	10.000%
NYM	CRUDE OIL SPREADS	WTI MIDLAND (ARG) VS. WTI TRADE MTH	WTT	12/2020	12/2025	850 USD	10.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI TRD MTH FUT	YV	04/2020	04/2020	%	25.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI TRD MTH FUT	YV	05/2020	05/2020	2,806 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI TRD MTH FUT	YV	06/2020	11/2020	2,800 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI TRD MTH FUT	YV	12/2020	12/2025	2,000 USD	10.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI FUT	YX	03/2020	03/2020	290 USD	25.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI FUT	YX	04/2020	09/2020	2,800 USD	15.000%
NYM	CRUDE OIL SPREADS	MARS (ARGUS) V WTI FUT	YX	10/2020	12/2025	2,400 USD	10.000%
NYM	DME Products	BRENT (SPORE) VS DME OMAN	BDS	03/2020	03/2020	120 USD	0.08
NYM	DME Products	BRENT (SPORE) VS DME OMAN	BDS	04/2020	02/2023	1,250 USD	0.08
NYM	DME Products	BRENT CRUDE VS DUBAI CRUDE	DBI	03/2020	03/2020	1,100 USD	25.000%
NYM	DME Products	BRENT CRUDE VS DUBAI CRUDE	DBI	04/2020	04/2020	1,050 USD	25.000%
NYM	DME Products	BRENT CRUDE VS DUBAI CRUDE	DBI	05/2020	10/2020	900 USD	20.000%
NYM	DME Products	BRENT CRUDE VS DUBAI CRUDE	DBI	11/2020	02/2023	600 USD	15.000%
NYM	DME Products	DUBAI CRUDE OIL (PLATTS)	DCD	03/2020	03/2020	590 USD	0.08
NYM	DME Products	DUBAI CRUDE OIL (PLATTS)	DCD	04/2020	04/2020	5,700 USD	0.08
NYM	DME Products	DUBAI CRUDE OIL (PLATTS)	DCD	05/2020	10/2020	5,200 USD	0.08
NYM	DME Products	DUBAI CRUDE OIL (PLATTS)	DCD	11/2020	02/2023	4,600 USD	0.08
NYM	DME Products	DUBAI CRUDE OIL(S&PPLATTS) FUT TAPS	DCT	03/2020	03/2020	196 USD	0.08
NYM	DME Products	DME CRUDE OIL BALMO FUT	DDB	03/02/2020	03/31/2020	1,617 USD	0.08
NYM	DME Products	DME CRUDE OIL BALMO FUT	DDB	04/01/2020	05/29/2020	5,200 USD	0.08
NYM	DME Products	SPORE MOGAS 92UNLD(PLTS)VS DME OMAN	DDE	03/2020	03/2020	222 USD	0.08
NYM	DME Products	SPORE MOGAS 92UNLD(PLTS)VS DME OMAN	DDE	04/2020	02/2023	2,100 USD	0.08
NYM	DME Products	DUBAI CRUDE OIL (PLATTS) BALMO FUT	DDI	03/02/2020	03/31/2020	1,477 USD	0.025
NYM	DME Products	DUBAI CRUDE OIL (PLATTS) BALMO FUT	DDI	04/01/2020	05/29/2020	4,750 USD	0.025
NYM	DME Products	DME OMAN CRUDE VS DUBAI PLATTS FUT	DDO	03/2020	03/2020	1,100 USD	0.08
NYM	DME Products	DME OMAN CRUDE VS DUBAI PLATTS FUT	DDO	04/2020	02/2023	950 USD	0.08
NYM	DME Products	DUBAI CRUDEOILS&P PLATTS BALMO TAPS	DDT	03/02/2020	03/31/2020	853 USD	0.025
NYM	DME Products	BRENT CRUDE OIL VS. DUBAI CRUDE OIL	DHI	03/02/2020	03/31/2020	186 USD	0.05
NYM	DME Products	BRENT CRUDE OIL VS. DUBAI CRUDE OIL	DHI	04/01/2020	05/29/2020	600 USD	0.05
NYM	DME Products	SPORE JET KEROSENE VS DME OMAN	DKR	03/2020	03/2020	217 USD	25.000%
NYM	DME Products	SPORE JET KEROSENE VS DME OMAN	DKR	04/2020	08/2020	2,100 USD	20.000%
NYM	DME Products	SPORE JET KEROSENE VS DME OMAN	DKR	09/2020	02/2023	1,950 USD	15.000%
NYM	DME Products	DUBAI CRUDEOIL S&PPLATTS MTH MARKER	DM1	03/2020	03/2020	196 USD	0.08
NYM	DME Products	DUBAI CRUDEOIL S&PPLATTS DLY MARKER	DM2	03/02/2020	03/31/2020	853 USD	0.025
NYM	DME Products	SING FUEL OIL 180 V. 380 CST FUT	DSD	03/2020	03/2020	503 USD	0.05
NYM	DME Products	SING FUEL OIL 180 V. 380 CST FUT	DSD	04/2020	04/2020	5,200 USD	0.05
NYM	DME Products	SING FUEL OIL 180 V. 380 CST FUT	DSD	05/2020	03/2022	3,900 USD	0.05
NYM	DME Products	SING FUEL OIL 180 V. 380 CST FUT	DSD	04/2022	12/2025	2,200 USD	0.05
NYM	DME Products	SINGAPORE FUEL OIL 380CST PLATT FUT	DSE	03/2020	03/2020	4,838 USD	0.07
NYM	DME Products	SINGAPORE FUEL OIL 380CST PLATT FUT	DSE	04/2020	04/2020	41,000 USD	0.04
NYM	DME Products	SINGAPORE FUEL OIL 380CST PLATT FUT	DSE	05/2020	05/2020	36,000 USD	0.025
NYM	DME Products	SINGAPORE FUEL OIL 380CST PLATT FUT	DSE	06/2020	12/2025	31,000 USD	0.025
NYM	DME Products	SINGAPORE FUEL OIL180CST PLATTS FUT	DUP	03/2020	03/2020	4,838 USD	0.05
NYM	DME Products	SINGAPORE FUEL OIL180CST PLATTS FUT	DUP	04/2020	04/2020	49,000 USD	0.03
NYM	DME Products	SINGAPORE FUEL OIL180CST PLATTS FUT	DUP	05/2020	09/2020	41,000 USD	0.02
NYM	DME Products	SINGAPORE FUEL OIL180CST PLATTS FUT	DUP	10/2020	12/2025	35,000 USD	0.02
NYM	DME Products	DME OMAN CRUDE CAL FUT	ODO	03/2020	03/2020	5,300 USD	8.000%
NYM	DME Products	DME OMAN CRUDE CAL FUT	ODO	04/2020	05/2020	4,900 USD	8.000%
NYM	DME Products	DME OMAN CRUDE CAL FUT	ODO	06/2020	10/2020	4,600 USD	8.000%
NYM	DME Products	DME OMAN CRUDE CAL FUT	ODO	11/2020	02/2023	4,400 USD	8.000%
NYM	DME Products	DME OMAN CRUDE OIL	OQ	02/2020	05/2020	6,000 USD	0.07
NYM	DME Products	DME OMAN CRUDE OIL	OQ	06/2020	07/2020	5,600 USD	0.05
NYM	DME Products	DME OMAN CRUDE OIL	OQ	08/2020	12/2020	4,600 USD	0.03
NYM	DME Products	DME OMAN CRUDE OIL	OQ	01/2021	12/2025	4,500 USD	0.03
NYM	DME Products	OMAN CRUDE OIL TAM MARKER SYN	OQ1	05/2020	05/2020	6,000 USD	0.07
NYM	DME Products	OMAN CRUDE OIL TAM MARKER SYN	OQ1	06/2020	07/2020	5,600 USD	0.05
NYM	DME Products	OMAN CRUDE OIL TAM MARKER SYN	OQ1	08/2020	12/2020	4,600 USD	0.03
NYM	DME Products	OMAN CRUDE OIL TAM MARKER SYN	OQ1	01/2021	12/2025	4,500 USD	0.03
NYM	DME Products	OMAN CRUDE OIL TAM FUT	OQB	03/2020	05/2020	6,000 USD	0.07
NYM	DME Products	OMAN CRUDE OIL TAM FUT	OQB	06/2020	07/2020	5,600 USD	0.05
NYM	DME Products	OMAN CRUDE FINANCIAL	ZG	05/2020	05/2020	6,000 USD	0.07
NYM	DME Products	OMAN CRUDE FINANCIAL	ZG	06/2020	07/2020	5,600 USD	0.05
NYM	DME Products	OMAN CRUDE FINANCIAL	ZG	08/2020	12/2020	4,600 USD	0.03
NYM	DME Products	OMAN CRUDE FINANCIAL	ZG	01/2021	12/2025	4,500 USD	0.03
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	1Y	04/2020	04/2020	400 USD	0.025
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	1Y	05/2020	09/2020	300 USD	0.025
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	1Y	10/2020	12/2025	200 USD	0.025
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	1Z	04/2020	04/2020	400 USD	0.025
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	1Z	05/2020	06/2020	300 USD	0.025
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	1Z	07/2020	12/2025	200 USD	0.025
NYM	ELECTRICITY	PJM WEST HUB REAL-TIME PK 5 MW SYN	28A	01/2021	01/2021	28,160 USD	10.000%
NYM	ELECTRICITY	PJM WEST HUB REAL-TIME PK 5 MW SYN	28A	01/2022	01/2022	28,050 USD	10.000%
NYM	ELECTRICITY	PJM WEST HUB REAL-TIME PK 5 MW SYN	28A	01/2023	01/2023	27,940 USD	10.000%
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW OFF P D	2D	04/2020	04/2020	20 USD	0.025
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW OFF P D	2D	05/2020	12/2025	10 USD	0.025
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW OFF P D	2E	04/2020	04/2020	20 USD	0.025
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW OFF P D	2E	05/2020	12/2025	10 USD	0.025
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 PEAK CLN D	2F	03/11/2020	04/30/2020	950 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 PEAK CLN D	2H	03/11/2020	04/30/2020	1,125 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 OFF P CLN	2J	03/11/2020	04/30/2020	35 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 OFF P CLN	2K	03/11/2020	04/30/2020	35 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 OFF P CLN	2Z	03/11/2020	04/30/2020	35 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW OFF P D	3X	04/2020	05/2020	20 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW OFF P D	3X	06/2020	12/2025	10 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 PEAK CLN D	3Z	03/11/2020	04/30/2020	675 USD	0.05
NYM	ELECTRICITY	PJM METED ZONE OFFPK CAL MO LMP FUT	46	03/2020	03/2020	7 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE OFFPK CAL MO LMP FUT	46	04/2020	04/2020	26 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE OFFPK CAL MO LMP FUT	46	05/2020	06/2020	15 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE OFFPK CAL MO LMP FUT	46	07/2020	12/2025	10 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE PK CAL LMP FUTURES	47	03/2020	03/2020	167 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE PK CAL LMP FUTURES	47	04/2020	04/2020	600 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE PK CAL LMP FUTURES	47	05/2020	08/2020	350 USD	0.08
NYM	ELECTRICITY	PJM METED ZONE PK CAL LMP FUTURES	47	09/2020	12/2025	150 USD	0.08
NYM	ELECTRICITY	PJM PENELEC ZONE PK CAL LMP FUT	49	03/2020	03/2020	180 USD	0.08
NYM	ELECTRICITY	PJM PENELEC ZONE PK CAL LMP FUT	49	04/2020	04/2020	600 USD	0.08
NYM	ELECTRICITY	PJM PENELEC ZONE PK CAL LMP FUT	49	05/2020	12/2025	220 USD	0.08
NYM	ELECTRICITY	NYISO ZONE F 5MW PK FUT	4L	03/2020	03/2020	1,350 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW PK FUT	4L	04/2020	04/2020	1,300 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW PK FUT	4L	05/2020	06/2020	900 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW PK FUT	4L	07/2020	12/2025	325 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW O PK FUT	4M	03/2020	03/2020	120 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW O PK FUT	4M	04/2020	04/2020	90 USD	0.06
NYM	ELECTRICITY	NYISO ZONE F 5MW O PK FUT	4M	05/2020	12/2025	23 USD	0.06
NYM	ELECTRICITY	PJM PECO Z5 MW PK CLM DA LMP	4N	03/2020	03/2020	108 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW PK CLM DA LMP	4N	04/2020	04/2020	370 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW PK CLM DA LMP	4N	05/2020	01/2021	140 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW PK CLM DA LMP	4N	02/2021	12/2025	110 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW OFPK CLM DA LMP	4P	03/2020	03/2020	6 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW OFPK CLM DA LMP	4P	04/2020	04/2020	20 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW OFPK CLM DA LMP	4P	05/2020	01/2021	10 USD	0.025
NYM	ELECTRICITY	PJM PECO Z5 MW OFPK CLM DA LMP	4P	02/2021	12/2025	5 USD	0.025
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW PEAK	4Q	03/2020	03/2020	180 USD	0.05
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW PEAK	4Q	04/2020	04/2020	500 USD	0.05
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW PEAK	4Q	05/2020	12/2025	200 USD	0.05
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW OFFP	4R	03/2020	03/2020	7 USD	0.05
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW OFFP	4R	04/2020	04/2020	20 USD	0.05
NYM	ELECTRICITY	MID IND TRAN SO IL HUB5MW OFFP	4R	05/2020	12/2025	10 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	4X	04/2020	05/2020	500 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	4X	06/2020	10/2020	300 USD	0.05
NYM	ELECTRICITY	CAISO NP15 EZGNHUB5 MW P DAY A	4X	11/2020	12/2025	200 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 OFF P CLN	4Z	03/11/2020	04/30/2020	35 USD	0.05
NYM	ELECTRICITY	PJM PENELEC ZN OFF-PK CAL LMP FUT	50	03/2020	03/2020	5 USD	0.08
NYM	ELECTRICITY	PJM PENELEC ZN OFF-PK CAL LMP FUT	50	04/2020	04/2020	10 USD	0.08
NYM	ELECTRICITY	PJM PENELEC ZN OFF-PK CAL LMP FUT	50	05/2020	12/2025	7 USD	0.08
NYM	ELECTRICITY	NYISO ZONE E 5MW PK CAL MO FUT	55	03/2020	03/2020	309 USD	0.1
NYM	ELECTRICITY	NYISO ZONE E 5MW PK CAL MO FUT	55	04/2020	04/2020	1,000 USD	0.1
NYM	ELECTRICITY	NYISO ZONE E 5MW PK CAL MO FUT	55	05/2020	12/2025	350 USD	0.1
NYM	ELECTRICITY	NYISO ZONE E 5MW OFF- PK CAL MO FUT	58	03/2020	03/2020	18 USD	0.1
NYM	ELECTRICITY	NYISO ZONE E 5MW OFF- PK CAL MO FUT	58	04/2020	08/2020	50 USD	0.1
NYM	ELECTRICITY	NYISO ZONE E 5MW OFF- PK CAL MO FUT	58	09/2020	12/2025	14 USD	0.1
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW OFF P D	5X	04/2020	05/2020	15 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW OFF P D	5X	06/2020	12/2025	10 USD	0.05
NYM	ELECTRICITY	MISO INDIANA HUB PEAK 5 MW STRP SYN	7EM	01/2021	01/2024	25,600 USD	25.000%
NYM	ELECTRICITY	MISO INDIANA HUB PEAK 5 MW STRP SYN	7EM	01/2022	01/2025	25,500 USD	25.000%
NYM	ELECTRICITY	MISO INDIANA HUB PEAK 5 MW STRP SYN	7EM	01/2023	01/2023	25,400 USD	25.000%
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	9X	04/2020	05/2020	500 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	9X	06/2020	07/2020	400 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	9X	08/2020	10/2020	300 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	9X	11/2020	03/2021	200 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 MW P DAY A	9X	04/2021	12/2025	100 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 PEAK CLN D	9Z	03/11/2020	03/24/2020	1,500 USD	0.05
NYM	ELECTRICITY	CAISO SP15 EZGNHUB5 PEAK CLN D	9Z	03/25/2020	04/30/2020	1,400 USD	0.05
NYM	ELECTRICITY	NYISO ZONE C 5MW D AH O PK	A3	03/2020	03/2020	12 USD	0.025
NYM	ELECTRICITY	NYISO ZONE C 5MW D AH O PK	A3	04/2020	04/2020	25 USD	0.025
NYM	ELECTRICITY	NYISO ZONE C 5MW D AH O PK	A3	05/2020	12/2025	12 USD	0.025
NYM	ELECTRICITY	ALBERTA PWR POOL EXT. OF-PK CAL MO	AEF	04/2020	04/2020	-	0.08
NYM	ELECTRICITY	ALBERTA PWR POOL EXT. OF-PK CAL MO	AEF	05/2020	12/2025	15 CAD	0.08
NYM	ELECTRICITY	ALBERTA PWR POOL EXT. PK CAL MONTH	AEX	03/2020	03/2020	129 CAD	0.08
NYM	ELECTRICITY	ALBERTA PWR POOL EXT. PK CAL MONTH	AEX	04/2020	12/2025	300 CAD	0.08
NYM	ELECTRICITY	ALBERTA PWR POOL EXT. OF-PK CAL DAY	AFP	03/16/2020	04/30/2020	150 CAD	0.08
NYM	ELECTRICITY	ALBERTA POWER POOL OF-PK CAL DAY	ALF	03/16/2020	04/30/2020	150 CAD	0.08
NYM	ELECTRICITY	ALBERTA POWER POOL PK CAL DAY FUT	ALP	03/16/2020	04/30/2020	3,000 CAD	0.08
NYM	ELECTRICITY	NYISO ZONE A LBMP FUT	AN	03/09/2020	03/31/2020	3,600 USD	0.05
NYM	ELECTRICITY	NYISO ZONE A LBMP FUT	AN	04/01/2020	04/30/2020	3,000 USD	0.05
NYM	ELECTRICITY	ALBERTA POWER POOL CAL DAY FUTURES	AOD	03/16/2020	04/01/2020	50 CAD	0.2
NYM	ELECTRICITY	ALBERTA POWER POOL CAL DAY FUTURES	AOD	04/02/2020	04/05/2020	20 CAD	0.2
NYM	ELECTRICITY	ALBERTA POWER POOL CAL DAY FUTURES	AOD	04/06/2020	04/30/2020	10 CAD	0.2
NYM	ELECTRICITY	ALBERTA POWER POOL CAL MONTH FUT	AOM	04/2020	04/2020	-	0.08

About This Report

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.

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