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-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 07/2022 | 12/2022 | 85% |
| DME Products | NY-OQ - DME OMAN CRUDE OIL | 1 | B | 08/2021 | 12/2026 | |||
| NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 12/2021 | 02/2022 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 07/2021 | 07/2021 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 12/2021 | 02/2022 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 07/2021 | 07/2021 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 12/2021 | 02/2022 | 85% |
| NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 07/2021 | 07/2021 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 12/2021 | 02/2022 | 85% |
| NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 07/2021 | 07/2021 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 1 | B | 06/2021 | 12/2026 | ||||
| NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | NGL/PETROCHEMICALS | NY-7E - ARGUS PROPAN FAR EST INDEX FUT | Delta | 1 | A | 06/2021 | 04/2025 | 100% |
| NY-B0 - PROPANE 5 DECIMAL | 12 | B | 05/2023 | 12/2025 | ||||
| NY-PMF - MONT BELVIEU LDH PROPANE (OPIS) VS. | 1 | A | 06/2021 | 05/2025 | ||||
| NYM | PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | Delta | 1 | A | 06/2021 | 12/2022 | 99% |
| REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 1 | B | 07/2021 | 11/2021 | |||
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 10/2021 | 10/2021 | |||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 07/2022 | 12/2022 | 85% |
| NY-UB - EUROPE DATED BRENT FUT | 1 | B | 06/2021 | 04/2027 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | A | 07/2022 | 12/2022 | 85% |
| NY-UB - EUROPE DATED BRENT FUT | 1 | B | 06/2021 | 04/2027 | ||||
| NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 12/2021 | 02/2022 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 07/2021 | 07/2021 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 07/2021 | 07/2021 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 12/2021 | 02/2022 | ||||
| NYM | REFINED PRODUCTS | NY-BH - NY HRBR ULSD BULL FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-BH - NY HRBR ULSD BULL FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-23 - NY HRBR ULSD LST DAY FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | PETROLEUM CRACKS AND SPREADS | NY-5C - CHI ULSD (PLATTS) VS. NY HRBR ULSD | Delta | 1 | A | 06/2021 | 12/2023 | 99% |
| REFINED PRODUCTS | NY-4C - CHICAGO ULSD (PLATTS) FUT | 1 | B | 06/2021 | 04/2024 | |||
| REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | 09/2021 | 11/2021 | |||
| NYM | REFINED PRODUCTS | NY-MP - NY HRBR ULSD FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-23 - NY HRBR ULSD LST DAY FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-23 - NY HRBR ULSD LST DAY FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-MP - NY HRBR ULSD FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 12/2021 | 12/2021 | |||
| NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | Delta | 1 | A | 05/2021 | 05/2021 | 99% |
| REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 1 | B | 12/2021 | 02/2022 | |||
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 09/2021 | 09/2021 | |||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-CS - WTI CALENDAR FUT | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | ||||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 09/2021 | 09/2021 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 12/2021 | 12/2021 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | ||||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 09/2021 | 09/2021 | 85% |
| NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | ||||
| NYM | REFINED PRODUCTS | NY-MP - NY HRBR ULSD FIN FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-MME - MINI MID EAST NAPHTHA ARAB GULF | Delta | 10 | A | 06/2021 | 04/2022 | 85% |
| CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 9 | B | 08/2021 | 08/2021 | |||
| NYM | PETROLEUM CRACKS AND SPREADS | NY-1NB - SPORE MOGAS92 UNLD BRENT SPRD FUT | Delta | 1 | A | 06/2021 | 12/2022 | 99% |
| REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 1 | B | 12/2021 | 02/2022 | |||
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | A | 11/2021 | 11/2021 | |||
| NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 10/2021 | 10/2021 | 85% |
| NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 1 | B | 06/2021 | 12/2026 | ||||
| NYM | CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | Delta | 1 | B | 06/2021 | 12/2026 | 85% |
| NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 10/2021 | 10/2021 | ||||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 12/2021 | 12/2021 | |||
| NYM | REFINED PRODUCTS | NY-BH - NY HRBR ULSD BULL FUT | Delta | 1 | A | 12/2021 | 05/2022 | 85% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 12/2021 | 12/2021 | |||
| NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | A | 10/2021 | 10/2021 | 85% |
| NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 1 | B | 06/2021 | 12/2026 | ||||
| NYM | REFINED PRODUCTS | NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT | Delta | 1 | B | 06/2021 | 08/2025 | 85% |
| CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 03/2022 | 05/2022 | |||
| NYM | REFINED PRODUCTS | NY-BH - NY HRBR ULSD BULL FUT | Delta | 1 | A | 06/2022 | 05/2023 | 85% |
| CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 09/2021 | 09/2021 | |||
| NYM | REFINED PRODUCTS | NY-23 - NY HRBR ULSD LST DAY FIN FUT | Delta | 1 | A | 06/2022 | 05/2023 | 85% |
| CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 09/2021 | 09/2021 | |||
© 2021 CME Group Inc. All rights reserved.