What is the Profit and Loss of PJM Off-Peak Electricity Futures?

Discussion in 'Trading' started by Con1991, Mar 4, 2022.

  1. Con1991

    Con1991

    I am looking at a range of off-peak PJM products on the CME website, and the tick size for these particular markets seems to be 0.05*5*number of off-peak hours in the contract month. Minimum price fluctuation is divided by 0.05, so between 88 and 106 dollars (352-424 off-peak hours depending on contract month).

    So in January for example, there are 408 off-peak hours. For a 5-point movement, I am calculating the profit to be $10,200, since 5*408*5=10,200.

    Is this correct? There is very little information available online on this subject.
     
  2. qwerty11

    qwerty11

    This was also asked a few weeks ago here....