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-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 11/2022 04/2023 85%
NY-DC - DUBAI CRUDE OIL CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT Delta 1 B 05/2021 12/2026 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 11/2022 04/2023
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 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
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 04/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 05/2021 05/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 11/2021 11/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
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 05/2021 12/2026
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 05/2021 12/2026
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 9 B 05/2022 10/2022 85%
REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF 10 A 05/2021 03/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 11/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2022 11/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 04/2022
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 05/2021 03/2022 85%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 9 B 12/2022 05/2023
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2022 11/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 04/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 04/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2022 11/2022
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 02/2022 04/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2022 11/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 04/2022
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 05/2021 05/2021 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 11/2021 11/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 04/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 06/2022 11/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2022 11/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 04/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 06/2022 11/2022 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 02/2022 04/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 02/2022 04/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2022 11/2022
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 11/2021 11/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2022 11/2022 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2022 04/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2022 11/2022 85%
NY-CS - WTI CALENDAR FUT 1 A 02/2022 04/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 02/2022 04/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2022 11/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 06/2021 10/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 08/2021 08/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
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 04/2021 04/2021
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 05/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 10/2021 10/2021 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT Delta 1 B 05/2021 12/2026 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 05/2023 12/2029
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 05/2023 09/2030 85%
NY-DC - DUBAI CRUDE OIL CALENDAR FUT 1 B 05/2021 12/2026
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 05/2021 05/2021 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 09/2021 09/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 04/2021 04/2021
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 04/2021 04/2021
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 04/2021 04/2021
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 05/2021 12/2026
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 05/2021 12/2026
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 05/2021 03/2022 85%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 9 B 06/2023 03/2029
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 05/2021 03/2022 85%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 9 B 11/2022 04/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 03/2022 05/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 03/2022 05/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 02/2022 04/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 02/2022 04/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 02/2022 03/2024 99%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 08/2021 08/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 02/2022 04/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 02/2022 04/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM REFINED PRODUCTS NY-MME - MINI MID EAST NAPHTHA ARAB GULF Delta 10 A 05/2021 03/2022 85%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 9 B 05/2023 02/2032
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2022 11/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 05/2022 10/2022 85%
NY-BB - BRENT FINANCIAL FUTURES 1 B 12/2022 05/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2022 05/2023 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2022 10/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2022 05/2023 85%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2022 10/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 05/2022 10/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2022 05/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2022 05/2023 85%
NY-CS - WTI CALENDAR FUT 1 A 05/2022 10/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2022 05/2023 85%
NY-CS - WTI CALENDAR FUT 1 A 05/2022 10/2022
NYM NGL/PETROCHEMICALS NY-7E - ARGUS PROPAN FAR EST INDEX FUT Delta 1 A 05/2021 03/2025 100%
NY-B0 - PROPANE 5 DECIMAL 12 B 11/2021 03/2022
NY-PMF - MONT BELVIEU LDH PROPANE (OPIS) VS. 1 A 05/2021 04/2025
NYM REFINED PRODUCTS NY-LY - GULF COAST ULSD CALENDAR FUT Delta 1 B 05/2021 12/2024 99%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 10/2021
PETROLEUM CRACKS AND SPREADS NY-GY - GULF COAST ULSD CRACK SPREAD 1 A 05/2021 12/2024
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 05/2022 10/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2022 05/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2022 05/2023 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 05/2022 10/2022
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 12/2022 05/2023 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 05/2022 10/2022
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 12/2022 05/2023 85%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 05/2022 10/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 05/2022 10/2022 85%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 12/2022 05/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 06/2022 11/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 05/2022 10/2022 85%
NY-CY - BRENT FINANCIAL FUTURES 1 B 12/2022 05/2023
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 05/2022 10/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 05/2022 10/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 12/2022 05/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 02/2022 03/2024 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 08/2021 08/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 05/2022 10/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 05/2022 10/2022 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 12/2022 05/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2023 03/2029 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 11/2022 04/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 11/2022 04/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 06/2023 03/2029 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 B 05/2021 12/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 11/2022 04/2023 85%
NY-XA - LLS (ARGUS) CALENDAR FUT 1 A 05/2021 12/2026