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 | ||||
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