PJM WESTERN 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-BZ - BRENT LAST DAY CONTRACT Delta 1 A 03/2023 03/2029 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 02/2021 12/2026
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2022 02/2023 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 09/2022 02/2023 85%
NY-WS - CRUDE OIL BULLET FUTURES 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 09/2022 02/2023
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2022 02/2023 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 07/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 09/2022 02/2023 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 09/2022 02/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 09/2022 02/2023 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-CY - BRENT FINANCIAL FUTURES 1 B 09/2022 02/2023
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 02/2021 02/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 03/2021 03/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD 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-BZ - BRENT LAST DAY CONTRACT 1 B 09/2022 02/2023
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 09/2022 02/2023 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 09/2022 02/2023 85%
NY-CS - WTI CALENDAR FUT 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 09/2022 02/2023
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 85%
NY-UB - EUROPE DATED BRENT FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 85%
NY-UB - EUROPE DATED BRENT FUT 1 A 02/2021 12/2026
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 02/2021 02/2021 85%
NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS 1 B 12/2020 01/2021
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 03/2023 12/2028 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2022 01/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2022 01/2023 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2023 12/2028
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2022 01/2023 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 03/2023 10/2030
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 02/2021 02/2021 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 04/2021 04/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 12/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 08/2022 01/2023 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2023 12/2028
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2023 03/2029 85%
NY-CS - WTI CALENDAR FUT 1 A 08/2022 01/2023
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2023 10/2030 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 08/2022 01/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2023 03/2029 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 08/2022 01/2023
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2023 10/2030 85%
NY-CS - WTI CALENDAR FUT 1 A 08/2022 01/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 08/2022 01/2023 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2023 03/2029
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 08/2022 01/2023 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 03/2023 12/2028
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 03/2023 10/2030 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2022 01/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2023 03/2029 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 08/2022 01/2023
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 03/2021 12/2021 85%
NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS 1 B 12/2020 01/2021
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT Delta 1 B 01/2021 01/2021 99%
CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT 1 A 01/2021 01/2021
PETROLEUM CRACKS AND SPREADS NY-GDL - SINGAPORE GASOIL (PLATTS) DUBAI CRA 1 A 01/2021 01/2021
NYM CRUDE OIL SPREADS NY-WCH - WCS HOUST ARGUS VS. WTI CAL Delta 1 B All dates 85%
NY-WHT - WCS HOUST ARGUS VS WTI TRADE 1 A All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 01/2022 12/2024 85%
NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS 1 B 12/2020 01/2021
NYM CRUDE OIL SPREADS NY-WHB - WTI HOUSTON VS. BRENT TRADE MO FUT Delta 1 B All dates 85%
NY-WHD - WTI HOUSTON VS. DUBAI TRADE MO FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-WBR - WTI HOUSTON VS. BRENT WBR CAL MO Delta 1 B All dates 85%
NY-WHD - WTI HOUSTON VS. DUBAI TRADE MO FUT 1 A All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 02/2021 02/2021 85%
NY-B0 - PROPANE 5 DECIMAL 1 A 02/2021 03/2021
NYM CRUDE OIL SPREADS NY-WNC - WCS CUSH ARGUS VS. WTI CAL MTH FUT Delta 1 B 01/2021 01/2021 85%
NY-WNT - WCS CUSH ARGUS VS WTI TRADE MTH FUT 1 A 02/2021 02/2021
NYM CRUDE OIL SPREADS NY-WDB - WTI HOUSTON VS. DUBAI CAL MO FUT Delta 1 A All dates 85%
NY-WHB - WTI HOUSTON VS. BRENT TRADE MO FUT 1 B All dates
NYM CRUDE OIL SPREADS NY-WBR - WTI HOUSTON VS. BRENT WBR CAL MO Delta 1 B All dates 85%
NY-WDB - WTI HOUSTON VS. DUBAI CAL MO FUT 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-GES - GAS EUROBOB NON-OXY VS OXY NWE FUT Delta 1 A 02/2021 12/2024 100%
REFINED PRODUCTS NY-GNO - GAS EUROBOB NON OXY (ARG) NWE BRG 1 B 02/2021 12/2024
REFINED PRODUCTS NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG 1 A 02/2021 02/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 02/2021 02/2021 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 03/2021 03/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 01/2021 01/2021
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 03/2021 12/2021 85%
NY-B0 - PROPANE 5 DECIMAL 1 A 04/2021 07/2021
NYM CRUDE OIL SPREADS NY-MAB - MARS VS. BRENT CAL MONTH FUT Delta 1 B All dates 85%
NY-MDM - MARS VS. DUBAI CAL MONTH FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-MBM - MARS VS. BRENT TRADE MONTH FUT Delta 1 B All dates 85%
NY-MDM - MARS VS. DUBAI CAL MONTH FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-MBM - MARS VS. BRENT TRADE MONTH FUT Delta 1 B All dates 85%
NY-MDR - MARS VS. DUBAI TRADE MONTH FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-MAB - MARS VS. BRENT CAL MONTH FUT Delta 1 B All dates 85%
NY-MDR - MARS VS. DUBAI TRADE MONTH FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-WNC - WCS CUSH ARGUS VS. WTI CAL MTH FUT Delta 1 B 02/2021 12/2026 85%
NY-WNT - WCS CUSH ARGUS VS WTI TRADE MTH FUT 1 A 03/2021 12/2026
NYM CRUDE OIL SPREADS NY-38 - ARGUS SOUR CRD IDX VS WTI DIFF CAL Delta 1 A 12/2020 01/2021 99%
CRUDE OIL NY-37 - ARGUS SOUR CRUDE IDX CAL MTH FUT 1 B 12/2020 01/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
NYM NATURAL GAS NY-DFE - KERN RIVER NAT GAS FIXED PRICE Delta 4 B All dates 85%
NY-NG - NATURAL GAS HENRY HUB FUTURE 1 A All dates
NYM NATURAL GAS NY-DML - MAIN NAT GAS PLATTS FIXED PRICE Delta 4 B All dates 85%
NY-NG - NATURAL GAS HENRY HUB FUTURE 1 A All dates
NYM NATURAL GAS NY-DNP - DEMARC NAT GAS FIXED PRICE FUTURES Delta 4 B All dates 85%
NY-NG - NATURAL GAS HENRY HUB FUTURE 1 A All dates
NYM NATURAL GAS NY-DAR - ANR LOUISIANA NAT GAS FIXED PRICE Delta 4 B All dates 85%
NY-NG - NATURAL GAS HENRY HUB FUTURE 1 A All dates