The data you request is not available. However, please find below a description of how broker quotes are used to calculate the forward market prices for purposes of the mark-to-market (“MtM”) exposure amount calculation.

Forward market prices are calculated using data from brokers, which is defined in the BGS-RSCP SMA to include both independent brokers and exchanges active in the energy markets. Data sources have changed periodically based on data availability. The sources currently used are Intercontinental Exchange, Inc. (“ICE”), NYMEX, TFS Energy LLC (“TFS”), and Amerex Brokers LLC (“Amerex”).

The forward market prices are calculated by averaging the available broker quotes and the broker quotes may be for individual months, two-month blocks, or quarterly blocks. The “MtM Exposure Amount Calculation Information” section of Appendix B describes how the EDCs unpack multi-month blocks to derive forward market prices for individual months in instances where a block and a component of the block are available. Using multiple sources and employing a method to unpack two-month blocks and quarterly blocks allows the EDCs to maximize the number of quotes used to calculate the forward market prices.

When quotes are available from more than one data source, the forward market prices are calculated by averaging the available broker quotes. When quotes are only available from a single broker or data source, and that source is ICE, then the forward market prices are calculated as the average of the ICE quotes over the preceding five (5) days. Forward market prices for the months, two-month blocks, or quarterly blocks where broker quotes are unavailable from any broker will be equal to the last available broker quote or in case they have not been quoted since the BGS-RSCP Auction closed, they will be equal to the marks set at the close of the BGS-RSCP Auction.

Please see Appendix B of the BGS-RSCP SMA for additional details surrounding the MtM calculation.