PJM Northern Illinois Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Monthly Peak Electricity Contract

For monthly peak contracts, the contract multiplier represents the number of peak consumption days in a given month.

Security Definition (tag 35-MsgType=d) Message Key Elements

The → symbol indicates a repeating group tag.

Tag	FIX Name	Format	MDP 3.0 Value

Tag	FIX Name	Format	MDP 3.0 Value
562	MinTradeVol	Qty (9)	1
→871	InstAttribType	Int (2)	24
→872	InstAttribValue	String (2)	16 = Variable Quantity Eligibility
1439	FlowScheduleType	Int (1)	2 = Calendar - All Days in month
1231	MinLotSize	Price (20)	5
231	ContractMultiplier	Int (5)	21
996	UnitofMeasure	String (30)	MWH
1435	ContractMultiplierUnit	Int (1)	2 = multiplied by day

Lot: 5

Display & Cleared Qty: lot (5) * MinLotSize (5) * ContractMultiplier (21) postpend with Unit of Measure (MWH)

The following table illustrates display values for a 5 lot order for B3F2.

Lot Display	5
Unit Display	25 MWH
Display and Cleared Quantity	<5> * <5> * <21> = 525 MWH