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-WS - CRUDE OIL BULLET FUTURES | Delta | 1 | B | 11/2022 | 04/2023 | 85% |
| NY-XA - LLS (ARGUS) CALENDAR FUT | 1 | A | 05/2021 | 12/2026 | ||||
| NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 11/2022 | 04/2023 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 06/2023 | 12/2028 | ||||
| NYM | REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | Delta | 1 | B | 11/2021 | 01/2022 | 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-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 06/2023 | 10/2030 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 06/2023 | 03/2029 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2022 | 04/2023 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 06/2023 | 12/2028 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 06/2023 | 10/2030 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 11/2022 | 04/2023 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 06/2023 | 12/2028 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 06/2023 | 03/2029 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 06/2023 | 10/2030 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 06/2023 | 12/2028 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 06/2023 | 03/2029 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2022 | 04/2023 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2022 | 04/2023 | 85% |
| NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 06/2023 | 03/2029 | ||||
| NYM | REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | Delta | 1 | B | 06/2021 | 10/2021 | 99% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 07/2021 | 07/2021 | |||
| 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 | A | 11/2022 | 04/2023 | 85% |
| NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 06/2023 | 10/2030 | ||||
| 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-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-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-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | B | 05/2023 | 09/2030 | 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 | 05/2023 | 12/2029 | 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 | 05/2023 | 09/2030 | 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 | 05/2023 | 12/2029 | 85% |
| NY-XA - LLS (ARGUS) CALENDAR FUT | 1 | A | 05/2021 | 12/2026 | ||||
| NYM | REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | Delta | 1 | B | 11/2021 | 01/2022 | 99% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 07/2021 | 07/2021 | |||
| PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | 1 | A | 04/2021 | 04/2021 | |||
| NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 05/2021 | 05/2021 | 85% |
| NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS | 1 | B | 03/2021 | 04/2021 | ||||
| NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 85% | |
| NY-UB - EUROPE DATED BRENT FUT | 1 | A | 04/2021 | 04/2021 | ||||
| NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 85% | |
| NY-UB - EUROPE DATED BRENT FUT | 1 | A | 05/2021 | 03/2027 | ||||
| NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 06/2021 | 03/2022 | 85% |
| NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS | 1 | B | 03/2021 | 04/2021 | ||||
| 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 | 04/2022 | 03/2025 | 85% |
| NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS | 1 | B | 03/2021 | 04/2021 | ||||
| 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 | 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 | 07/2021 | 07/2021 | |||
| PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | 1 | A | 04/2021 | 04/2021 | |||
| 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 | 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-WNC - WCS CUSH ARGUS VS. WTI CAL MTH FUT | Delta | 1 | B | 04/2021 | 04/2021 | 85% |
| NY-WNT - WCS CUSH ARGUS VS WTI TRADE MTH FUT | 1 | A | 05/2021 | 05/2021 | ||||
| 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 | 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 | REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | Delta | 1 | B | 11/2021 | 01/2022 | 99% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | A | 07/2021 | 07/2021 | |||
| PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | 1 | A | 04/2021 | 04/2021 | |||
| 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-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-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-WNC - WCS CUSH ARGUS VS. WTI CAL MTH FUT | Delta | 1 | B | 05/2021 | 12/2026 | 85% |
| NY-WNT - WCS CUSH ARGUS VS WTI TRADE MTH FUT | 1 | A | 06/2021 | 12/2026 | ||||
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