BRENT LAST DAY FINANCIAL - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 11/2021 01/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 07/2021 07/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 07/2021 07/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2021 08/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 07/2022
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 11/2021 01/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 02/2021 12/2026
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2021 02/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 08/2021 10/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 02/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 08/2021 10/2021
NYM CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT Delta 1 A 02/2021 12/2026 99%
PETROLEUM CRACKS AND SPREADS NY-GDH - SINGAPORE GASOIL 500 PPM DUBAI CRAC 1 A 02/2021 12/2023
REFINED PRODUCTS NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F 1 B 02/2021 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 11/2021 01/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 02/2021 12/2026
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 08/2021 10/2021 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2021 02/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2021 08/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 08/2021 08/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 07/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 08/2021 08/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2021 08/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 08/2021 08/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 07/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 08/2021 08/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 08/2021 08/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 08/2021 08/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM REFINED PRODUCTS NY-GMS - SING GAS (PLTS) V SING MAR FUE FUT Delta 2 A 01/2021 01/2021 100%
NY-S5F - SINGAPORE FOB MARINE FUEL 0.5% (PLA 2 B 01/2021 01/2021
NY-SG - SINGAPORE GASOIL FUT 15 A 01/2021 01/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 04/2021 04/2021 99%
PETROLEUM CRACKS AND SPREADS NY-GY - GULF COAST ULSD CRACK SPREAD 1 A 02/2021 12/2024
REFINED PRODUCTS NY-LY - GULF COAST ULSD CALENDAR FUT 1 B 02/2021 12/2024
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 08/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 08/2021 08/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 08/2021 08/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2021 10/2021 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 12/2021 02/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2021 10/2021 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 12/2021 02/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 02/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2021 10/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 02/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2021 10/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2021 02/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2021 10/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 08/2021 10/2021 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2021 02/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 02/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 08/2021 10/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 A 03/2021 03/2021 99%
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 12/2022
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 02/2021 02/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2021 10/2021 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2021 02/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2021 02/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 08/2021 10/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 09/2021 11/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2021 11/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 09/2021 11/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 09/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 09/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 09/2021 11/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 07/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 09/2021 11/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 03/2021 03/2021 99%
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 12/2022
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 02/2021 02/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2021 11/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 07/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 09/2021 11/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 09/2021 11/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 02/2022 07/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 09/2021 11/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2021 02/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 02/2022 07/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 02/2022 07/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 12/2021 02/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 02/2021 12/2026
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 02/2022 07/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 02/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 02/2022 07/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 02/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-ME - GLFCST JET PLATTS UP/DN FUT Delta 1 A 02/2021 12/2024 99%
REFINED PRODUCTS NY-GE - GULF COAST JET FUEL CLNDR FUT 1 B 02/2021 12/2023
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-WMB - WTI MIDLAND VS. BRENT WMB TRADE MO Delta 1 A All dates 85%
NY-WMD - WTI MIDLAND VS. DUBAI TRADE MO FUT 1 B All dates
NYM CRUDE OIL SPREADS NY-WMB - WTI MIDLAND VS. BRENT WMB TRADE MO Delta 1 A All dates 85%
NY-WTD - WTI MIDLAND VS. DUBAI CAL MO FUT 1 B All dates
NYM CRUDE OIL SPREADS NY-WMD - WTI MIDLAND VS. DUBAI TRADE MO FUT Delta 1 B All dates 85%
NY-WMR - WTI MIDLAND VS. BRENT WMR CAL MO 1 A All dates
NYM CRUDE OIL SPREADS NY-WMR - WTI MIDLAND VS. BRENT WMR CAL MO Delta 1 A All dates 85%
NY-WTD - WTI MIDLAND VS. DUBAI CAL MO FUT 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2022 08/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 11/2021 01/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 03/2022 08/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 08/2022 01/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2022 08/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 11/2021 01/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 11/2021 01/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2022 08/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2022 08/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 11/2021 01/2022
NYM PETROLEUM CRACKS AND SPREADS NY-CRB - GULF COAST CBOB GAS A2 VS RBOB SRRD Delta 1 A 02/2021 12/2023 99%
REFINED PRODUCTS NY-CRG - GULF CST CBOB GAS PLATTS A2 FUTURES 1 B 02/2021 12/2023
REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2022 08/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 11/2021 01/2022
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 08/2022 01/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2022 08/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 11/2021 01/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2022 08/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 11/2021 01/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 11/2021 01/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2022 08/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2022 08/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 11/2021 01/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 03/2022 08/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 11/2021 01/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 11/2021 01/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2022 08/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 11/2021 01/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2022 08/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 A 04/2021 04/2021 99%
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 12/2022
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 02/2021 02/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 03/2022 08/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 02/2021 12/2026
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 08/2022 01/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 02/2021 12/2026