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

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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.

TagFIX NameFormatMDP 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

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