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 REFINED PRODUCTS NY-UA - SINGAPORE FUEL 180CST CALFUT Delta 1 B 03/2021 12/2026 84%
NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 03/2021 03/2021
NYM REFINED PRODUCTS NY-KS - SINGAPORE JET KEROSENE FUT Delta 15 B 03/2021 12/2025 84%
NY-VL - GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT 2 A 03/2021 01/2024
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 12/2021 01/2024 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 05/2021 05/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 03/2021 12/2022
NYM REFINED PRODUCTS NY-UA - SINGAPORE FUEL 180CST CALFUT Delta 1 B 03/2021 12/2026 84%
NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-UA - SINGAPORE FUEL 180CST CALFUT Delta 1 B 03/2021 12/2026 84%
NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 09/2021 02/2022
NYM REFINED PRODUCTS NY-UA - SINGAPORE FUEL 180CST CALFUT Delta 1 B 03/2021 12/2026 84%
NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 03/2022 12/2026
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 A 04/2021 08/2021 84%
NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 B 04/2021 08/2021
NYM REFINED PRODUCTS NY-H1 - NY 3.0% FUEL OIL (PLATTS) FUT Delta 15 A All dates 84%
NY-UA - SINGAPORE FUEL 180CST CALFUT 2 B 03/2021 12/2026
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 25 A 12/2021 01/2024 84%
NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG 3 B 09/2021 03/2022
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 09/2021 11/2021 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 02/2021
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 9 B 09/2021 02/2022 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 9 B 09/2021 02/2022 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 9 B 09/2021 11/2021 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 09/2021 03/2022
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 9 B 09/2021 02/2022 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 9 B 09/2021 11/2021 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 04/2021 08/2021 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 02/2021
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 9 B 09/2021 02/2022 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 9 B 03/2022 02/2023 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-JA - JAPAN C&F NAPHTHA FUT Delta 1 B 03/2021 01/2024 100%
REFINED PRODUCTS NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
PETROLEUM CRACKS AND SPREADS NY-EWN - E/W NAPHTHA JAPAN CF VS CRGOES CIF 1 A 03/2021 01/2024
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 09/2021 11/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 02/2021
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 9 B 03/2022 02/2023 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 9 B 03/2022 02/2023 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 9 B 03/2022 02/2023 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 04/2021 08/2021
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 9 B 03/2023 12/2024 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 09/2021 03/2022
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 9 B 03/2023 12/2024 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 09/2021 03/2022
NYM REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT Delta 1 B 04/2021 08/2021 99%
CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES 1 A 04/2021 04/2021
PETROLEUM CRACKS AND SPREADS NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT 1 A 02/2021 02/2021
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 9 B 03/2023 03/2024 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 09/2021 03/2022
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 9 B 03/2023 01/2025 84%
NY-UN - EUROPE NAPHTHA CALFUT 1 A 09/2021 03/2022
NYM REFINED PRODUCTS NY-UN - EUROPE NAPHTHA CALFUT Delta 1 B 09/2021 03/2022 84%
CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES 9 A 07/2021 07/2021