PJM NORTHERN ILLINOIS HUB REAL-TIME PEAK CALENDAR-DAY 5 MW - 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 06/2022 11/2022 85%
NY-DC - DUBAI CRUDE OIL CALENDAR FUT 1 B 06/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 08/2021 08/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 06/2021 12/2026
NYM CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT Delta 1 B 06/2021 12/2026 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 10/2021 10/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 10/2021 10/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 10/2021 10/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 10/2021 10/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 06/2022 11/2022
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 04/2021 05/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 10/2021 10/2021
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 06/2021 06/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 10/2021 10/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 06/2022 11/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 10/2021 10/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 10/2021 10/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 10/2021 10/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 10/2021 10/2021
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 10/2021 10/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 10/2021 10/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 10/2021 10/2021
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 06/2021 04/2022 85%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 9 B 03/2022 05/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 07/2021 07/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 05/2021
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 06/2021 12/2022 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 09/2021 09/2021
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 03/2022 04/2024
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 11/2021 11/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 11/2021
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 11/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 11/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 11/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 11/2021 11/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 11/2021 11/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 11/2021 85%
NY-CS - WTI CALENDAR FUT 1 A 06/2022 11/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 11/2021 11/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 11/2021 11/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 06/2021 12/2022 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 12/2021 12/2021
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 06/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 07/2021 07/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 06/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 11/2021 11/2021
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 06/2021 04/2022 85%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 9 B 04/2022 06/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 11/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 09/2021 09/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 05/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 09/2021 09/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 05/2021
NYM REFINED PRODUCTS NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT Delta 1 B 06/2021 08/2025 85%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2023 02/2032
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2021 12/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 09/2021 09/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 06/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT Delta 1 A 06/2021 12/2022 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 12/2021 12/2021
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 06/2021 06/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 12/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 12/2021 12/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2021 08/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 05/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 06/2022 11/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 12/2021 12/2021
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 12/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2021 12/2021 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2021 12/2021 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2022 11/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 06/2022 11/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2021 12/2021