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 | |||
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