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 NATURAL GAS NY-DAL - ANR OKLAHOMA 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-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XKC - ONEOK OKLAHOMA NAT GAS PLATTS IFERC 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XFC - FLORIDA GAS ZONE 3 NAT GAS PLATTS 4 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 07/2021 07/2021 99%
REFINED PRODUCTS NY-4C - CHICAGO ULSD (PLATTS) FUT 1 B 05/2021 03/2024
PETROLEUM CRACKS AND SPREADS NY-5C - CHI ULSD (PLATTS) VS. NY HRBR ULSD 1 A 05/2021 12/2023
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XIC - CIG ROCKIES NAT GAS (PLATTS) FUT 4 B All dates
NYM NATURAL GAS NY-DNS - NGPL STX 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-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XQ - PGE CITYGATE NAT GAS FIXD PRICE FUT 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XSC - SOUTHERN NAT LOUISIANA NAT GAS 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XTC - TRUNKLINE LOUISIANA NAT GAS PLATTS 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XZ1 - TRANSCO ZONE 1 PLT IFE FIXED PRICE 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XZ3 - TRANSCO ZONE 3 NAT GAS FIXED PRICE 4 B 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
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-ZNP - TN 500 NAT GAS FIX PRICE FUT 4 B All dates
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 07/2021 07/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 04/2021 04/2021
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XZ4 - TRANSCO ZONE 4 NAT GAS FIXED PRICE 4 B All dates
NYM NATURAL GAS NY-DAC - ENABLE NAT GAS FUT 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-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-DCE - COLUMBIA GULF 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-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-XNC - NGPL TEXOK NAT GAS PLATTS IFERC 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 85%
NY-ZZ6 - TN 800 NAT GAS FIX PRICE FU 4 B All dates
NYM NATURAL GAS NY-NFS - NGPL MID-CON (IFERC) FIXED PRICE Delta 4 B All dates 85%
NY-NG - NATURAL GAS HENRY HUB FUTURE 1 A All dates
NYM CRUDE OIL SPREADS NY-FF - WTI MIDLAND(ARGUS) VS WTI FINCL FUT Delta 1 B 04/2021 04/2021 85%
NY-WTT - WTI MIDLAND (ARG) VS. WTI TRADE MTH 1 A 05/2021 05/2021
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 07/2021 07/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 04/2021 04/2021
NYM ELECTRICITY NY-E3 - PJM BGE DA PEAK Delta 1 B 05/2021 03/2027 85%
NY-Y1 - PJM AECO DA PEAK 1 A 05/2021 03/2027
NYM CRUDE OIL SPREADS NY-YV - MARS (ARGUS) V WTI TRD MTH FUT Delta 1 A 05/2021 05/2021 85%
NY-YX - MARS (ARGUS) V WTI FUT 1 B 04/2021 04/2021
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 04/2022 03/2023
NY-PMF - MONT BELVIEU LDH PROPANE (OPIS) VS. 1 A 05/2021 04/2025
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 09/2021 09/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM ELECTRICITY NY-P2 - NEPOOL CONECTIC 5MW D AH PK Delta 1 A 05/2021 12/2026 85%
NY-P3 - NEPOOL CNCTCT 5MW D AH O PK 16 B 05/2021 12/2026
NYM CRUDE OIL SPREADS NY-YV - MARS (ARGUS) V WTI TRD MTH FUT Delta 1 A 06/2021 12/2026 85%
NY-YX - MARS (ARGUS) V WTI FUT 1 B 05/2021 12/2026
NYM ELECTRICITY NY-P9 - NEPOOL MAINE 5MW D AH PK Delta 1 B All dates 85%
NY-W2 - NEPOOL MAINE 5MW D AH O EAK 16 A All dates
NYM ELECTRICITY NY-J2 - PJM JCPL DA PEAK Delta 1 B 05/2021 03/2027 85%
NY-J4 - PJM WESTHDA PEAK 1 A All dates
NYM NATURAL GAS NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT Delta 5 A 02/2022 12/2026 85%
NY-UKG - UK NBP NAT GAS CAL MTH FUT 4 B 02/2022 12/2026
NYM ELECTRICITY NY-D5 - PJM DUQUESNE 5MW D AH PK Delta 1 B 05/2021 12/2026 85%
NY-J4 - PJM WESTHDA PEAK 1 A All dates
NYM ELECTRICITY NY-J4 - PJM WESTHDA PEAK Delta 1 A All dates 85%
NY-Y1 - PJM AECO DA PEAK 1 B 05/2021 03/2027
NYM ELECTRICITY NY-D5 - PJM DUQUESNE 5MW D AH PK Delta 1 B All dates 85%
NY-D7 - PJM DAYTON DA PEAK 1 A All dates
NYM ELECTRICITY NY-J4 - PJM WESTHDA PEAK Delta 1 A All dates 85%
NY-R8 - PJM PEPCO DA PEAK 1 B 05/2021 03/2027
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 09/2021 09/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 05/2021 12/2022
NYM ELECTRICITY NY-E9 - PJM EASTERNH DA PEAK Delta 1 A 05/2021 03/2027 85%
NY-J2 - PJM JCPL DA PEAK 1 B 05/2021 03/2027
NYM ELECTRICITY NY-B3 - PJM NI HUB 5MW REAL TIME PK Delta 1 A All dates 85%
NY-L5 - PJM PPL DA PEAK 1 B 05/2021 03/2027