BRENT LAST DAY FINANCIAL - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
NYM ELECTRICITY NY-D6 - PJM DUQUS 5MW D AH O PK Delta 16 B 02/2021 12/2026 85%
NY-J4 - PJM WESTHDA PEAK 1 A All dates
NYM ELECTRICITY NY-J4 - PJM WESTHDA PEAK Delta 1 A All dates 85%
NY-W4 - PJM APS ZONE DA OFF-PEAK 16 B 02/2021 12/2026
NYM ELECTRICITY NY-F2 - PJM JCPL DA OFF-PEAK Delta 16 A 02/2021 12/2026 85%
NY-J4 - PJM WESTHDA PEAK 1 B All dates
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 02/2021 12/2022 99%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 02/2021 02/2021
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 07/2021 07/2021
NYM ELECTRICITY NY-D6 - PJM DUQUS 5MW D AH O PK Delta 16 B 02/2021 12/2026 85%
NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME 1 A All dates
NYM ELECTRICITY NY-NI - ISO NEW ENGLAND PEAK LMP FUT Delta 1 B All dates 85%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 12 A 03/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-GY - GULF COAST ULSD CRACK SPREAD Delta 1 A 02/2021 12/2024 99%
REFINED PRODUCTS NY-LY - GULF COAST ULSD CALENDAR FUT 1 B 02/2021 12/2024
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
NYM ELECTRICITY NY-E4 - PJM WESTH DA OFF-PEAK Delta 16 A All dates 85%
NY-L5 - PJM PPL DA PEAK 1 B 02/2021 12/2026
NYM ELECTRICITY NY-J2 - PJM JCPL DA PEAK Delta 1 B 02/2021 12/2026 85%
NY-X1 - PJM AECO DA OFF-PEAK 16 A 02/2021 12/2026
NYM DME Products NY-DDI - DUBAI CRUDE OIL (PLATTS) BALMO FUT Delta 1 B All dates 99%
CRUDE OIL NY-BI - DUBAI CRUDE OIL BALMO 1 A All dates
NYM REFINED PRODUCTS NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG Delta 1 A 03/2021 07/2021 100%
REFINED PRODUCTS NY-GNO - GAS EUROBOB NON OXY (ARG) NWE BRG 1 B 02/2021 12/2024
PETROLEUM CRACKS AND SPREADS NY-GES - GAS EUROBOB NON-OXY VS OXY NWE FUT 1 A 02/2021 12/2024
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 02/2021 12/2022 99%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 08/2021 10/2021
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 03/2021 03/2021
NYM ELECTRICITY NY-L9 - NEPOOL W CNT MASS 5MW D AH O PK Delta 1 A 02/2021 12/2026 85%
NY-P8 - NEPOOL NE MASS 5MW D AH O PK 1 B 02/2021 12/2026
NYM ELECTRICITY NY-R3 - PJM BGE DA OFF-PEAK Delta 1 A 02/2021 12/2026 85%
NY-W4 - PJM APS ZONE DA OFF-PEAK 1 B 02/2021 12/2026
NYM ELECTRICITY NY-4P - PJM PECO Z5 MW OFPK CLM DA LMP Delta 1 B 02/2021 12/2026 85%
NY-R3 - PJM BGE DA OFF-PEAK 1 A 02/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-JB - JAPAN C&F NAPHTHA CRACK SPREAD Delta 9 A All dates 98%
CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES 9 A All dates
REFINED PRODUCTS NY-JA - JAPAN C&F NAPHTHA FUT 1 B All dates
NYM ELECTRICITY NY-B3 - PJM NI HUB 5MW REAL TIME PK Delta 11 B 02/2021 02/2021 95%
NY-UM - NORTHERN ILLINOIS HUB MONTHLY 1 A All dates
NYM ELECTRICITY NY-B3 - PJM NI HUB 5MW REAL TIME PK Delta 11 B 02/2021 02/2021 95%
NY-UM - NORTHERN ILLINOIS HUB MONTHLY 1 A All dates
NYM ELECTRICITY NY-B3 - PJM NI HUB 5MW REAL TIME PK Delta 11 B 03/2021 12/2026 95%
NY-UM - NORTHERN ILLINOIS HUB MONTHLY 1 A All dates
NYM ELECTRICITY NY-B3 - PJM NI HUB 5MW REAL TIME PK Delta 11 B 03/2021 12/2026 95%
NY-UM - NORTHERN ILLINOIS HUB MONTHLY 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM ELECTRICITY NY-D6 - PJM DUQUS 5MW D AH O PK Delta 1 A 02/2021 12/2026 85%
NY-R7 - PJM DAYTON DA OFF-PEAK 1 B All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RBB - RBOB GAS VS. BRENT CRCK SPRD FUT Delta 1 A 02/2021 12/2023 99%
CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B All dates 99%
NY-WS - CRUDE OIL BULLET FUTURES 1 A All dates
NYM ELECTRICITY NY-D6 - PJM DUQUS 5MW D AH O PK Delta 1 B 02/2021 12/2026 85%
NY-V3 - PJM AD HUB 5MW REAL TIME O PK 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 02/2021 02/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 02/2021 02/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 02/2021 02/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 03/2021 03/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM ELECTRICITY NY-E4 - PJM WESTH DA OFF-PEAK Delta 1 A All dates 85%
NY-Q8 - PJM PEPCO DA OFF-PEAK 1 B 02/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 02/2021 02/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 02/2021 02/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 03/2021 03/2021
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM ELECTRICITY NY-D6 - PJM DUQUS 5MW D AH O PK Delta 202 B 02/2021 12/2026 85%
NY-VP - AEP-DAYTON HUB OFF-PEAK MONTHLY 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 02/2021 02/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 02/2021 02/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 01/2021 01/2021 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RH - RBOB GAS VS. NY HRBR ULSD FUT Delta 1 A 02/2021 12/2024 98%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 03/2021 03/2021
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 03/2021 03/2021
NYM CRUDE OIL SPREADS NY-BK - WTI-BRENT CALENDAR FUT Delta 1 A 02/2021 12/2029 97%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 B 03/2021 03/2021
NYM ELECTRICITY NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK Delta 1 A 03/2021 12/2026 85%
NY-K2 - MISO INDIANA HUB 5MW D AH O PK 1 B 03/2021 12/2026
NYM CRUDE OIL SPREADS NY-BY - WTI-BRENT BULLET FUT Delta 1 A All dates 97%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 B All dates
NYM ELECTRICITY NY-NI - ISO NEW ENGLAND PEAK LMP FUT Delta 1 A All dates 95%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 11 B 02/2021 02/2021
NYM ELECTRICITY NY-NI - ISO NEW ENGLAND PEAK LMP FUT Delta 1 A All dates 95%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 11 B 02/2021 02/2021
NYM ELECTRICITY NY-D4 - NYISO ZONE J 5MW D AH O PK Delta 194 B 02/2021 02/2021 95%
NY-KK - NYISO J OFF-PEAK 1 A All dates
NYM ELECTRICITY NY-D4 - NYISO ZONE J 5MW D AH O PK Delta 194 B 02/2021 02/2021 95%
NY-KK - NYISO J OFF-PEAK 1 A All dates
NYM ELECTRICITY NY-NI - ISO NEW ENGLAND PEAK LMP FUT Delta 1 A All dates 95%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 11 B 03/2021 12/2026
NYM ELECTRICITY NY-NI - ISO NEW ENGLAND PEAK LMP FUT Delta 1 A All dates 95%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 11 B 03/2021 12/2026
NYM ELECTRICITY NY-H2 - NEPOOL INTR HUB 5MW D AH O PK Delta 194 B 02/2021 02/2021 95%
NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT 1 A All dates
NYM ELECTRICITY NY-H2 - NEPOOL INTR HUB 5MW D AH O PK Delta 194 B 02/2021 02/2021 95%
NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT 1 A All dates
NYM ELECTRICITY NY-H2 - NEPOOL INTR HUB 5MW D AH O PK Delta 194 B 03/2021 12/2026 95%
NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 02/2021 12/2022 99%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 11/2021 12/2023
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 03/2021 03/2021
NYM NATURAL GAS NY-XQ - PGE CITYGATE NAT GAS FIXD PRICE FUT Delta 1 A All dates 85%
NY-XX - SAN JUAN PIPE FUT 1 B All dates