Product Specifications Index

ElectronX offers two contract types, Bounded Futures and Binary Options, across four ISOs (ERCOT, PJM, MISO, and CAISO). The tables below summarize the key specifications for each product. For the full legal product specification, download the relevant PDF linked below each table.

Bounded Futures

Bounded Futures are cash-settled derivatives that track real-time electricity prices for a specific location and hour, with a predefined floor and ceiling. Settlement is the real-time price for the contract hour, capped by the bounds. Three price ranges are available for each location. All Bounded Futures share the same core terms: a 1 MWh contract unit, a $0.25/MWh minimum tick, financial (cash) settlement, 120 listed contracts per instrument (24 hourly contracts across 5 consecutive calendar days), and trading that terminates at the end of the contract hour. Price ranges and settlement mechanics vary by ISO, as detailed below.

Price RangeERCOTPJMMISOCAISO
Standard$0-$100/MWh
BFUT100
$0-$100/MWh
BFUT100
$0-$200/MWh
BFUT200
$0-$100/MWh
BFUT100
Moderate$0-$500/MWh
BFUT500
$0-$500/MWh
BFUT500
-$100-$700/MWh
BFUT700
-$50-$300/MWh
BFUT300
Extended-$250-$5,000/MWh
BFUT5000
-$50-$3,700/MWh
BFUT3700
-$500-$3,500/MWh
BFUT3500
-$150-$2,000/MWh
BFUT2000

ERCOT Bounded Futures

SpecificationDetail
Instruments21 (3 price ranges × 7 locations)
LocationsNorth, Houston, South, West, Pan, Hub Average, Bus Average
Price RangesStandard (BFUT100): $0-$100/MWh
Moderate (BFUT500): $0-$500/MWh
Extended (BFUT5000): -$250-$5,000/MWh
Settlement PriceArithmetic average of four 15-minute ERCOT real-time SPPs for the contract hour
Settlement TimingSame day, shortly after contract expiry. ERCOT contract hours use CT
Symbol FormatBFUT[ceiling]-ERCOT-[hub code]-[YYMMDD]-[HH]
Example SymbolBFUT500-ERCOT-HB_WEST-250402-09
Download ERCOT Bounded Futures Product Specification PDF

PJM Bounded Futures

SpecificationDetail
Instruments21 (3 price ranges × 7 locations)
LocationsAEP-Dayton Hub, Eastern Hub, N Illinois Hub, Western Hub, MISO Interface, South Interface, Dominion Zone
Price RangesStandard (BFUT100): $0-$100/MWh
Moderate (BFUT500): $0-$500/MWh
Extended (BFUT3700): -$50-$3,700/MWh
Settlement PriceVerified real-time hourly LMP published by PJM (single hourly value)
Settlement TimingT+1; published by PJM between 11:00 AM-12:00 PM ET the following day. PJM contract hours use ET
Symbol FormatBFUT[ceiling]-PJM-[location code]-[YYMMDD]-[HH]
Example SymbolBFUT500-PJM-HB_WESTERN-260402-09
Download PJM Bounded Futures Product Specification PDF

MISO Bounded Futures

SpecificationDetail
Instruments12 (3 price ranges × 4 locations)
LocationsIndiana, Minnesota, Louisiana (hubs); PJM (interface)
Price RangesStandard (BFUT200): $0-$200/MWh
Moderate (BFUT700): -$100-$700/MWh
Extended (BFUT3500): -$500-$3,500/MWh
Settlement PricePreliminary Ex-Post hourly LMP published by MISO (single hourly value)
Settlement TimingT+1; published by MISO by 8:00 AM EST the following day. MISO contract hours use EST year-round and do not shift to EDT
Symbol FormatBFUT[ceiling]-MISO-[location code]-[YYMMDD]-[HH]
Example SymbolBFUT3500-MISO-HB_INDIANA-260701-09
Download MISO Bounded Futures Product Specification PDF

CAISO Bounded Futures

SpecificationDetail
Instruments6 (3 price ranges × 2 locations)
LocationsNP15, SP15
Price RangesStandard (BFUT100): $0-$100/MWh
Moderate (BFUT300): -$50-$300/MWh
Extended (BFUT2000): -$150-$2,000/MWh
Settlement PriceArithmetic average of four 15-minute CAISO FMM LMPs for the contract hour
Settlement TimingSame day, shortly after contract expiry. CAISO contract hours use PT
Symbol FormatBFUT[ceiling]-CAISO-[hub code]-[YYMMDD]-[HH]
Example SymbolBFUT2000-CAISO-HB_NP15-260701-09
Download CAISO Bounded Futures Product Specification PDF

Binary Options

Binary Options are cash-settled contracts with a fixed binary outcome: they pay $100 or $0 per lot depending on whether the real-time price for the contract hour (the Floating Price) is at or above the prior day's day-ahead market price (the Strike Price).

SpecificationERCOT Binary OptionsPJM Binary Options
Instruments7 (1 per location)7 (1 per location)
LocationsNorth, Houston, South, West, Pan, Hub Average, Bus AverageAEP-Dayton Hub, Eastern Hub, N Illinois Hub, Western Hub, MISO Interface, South Interface, Dominion Zone
Contract Unit1 MWh1 MWh
Price Range (trading)$0.00-$100.00$0.00-$100.00
Settlement Values$0 or $100$0 or $100
Tick Size$0.25/MWh$0.25/MWh
Strike PricePrevious day's ERCOT DAM SPP for the same hub and hourPrevious day's PJM DAM LMP for the same location and hour
Floating PriceArithmetic average of four 15-minute ERCOT real-time SPPsVerified real-time hourly LMP from PJM (single hourly value)
Settlement Rule$100 if Floating Price ≥ Strike; $0 if below$100 if Floating Price ≥ Strike; $0 if below
Settlement TimingSame day, shortly after contract expiryT+1; published by PJM between 11:00 AM-12:00 PM ET
Listed Contracts120 per instrument120 per instrument
Termination of TradingEnd of contract hourEnd of contract hour
Symbol FormatBOPT-ERCOT-[hub code]-[YYMMDD]-[HH]BOPT-PJM-[location code]-[YYMMDD]-[HH]
Example SymbolBOPT-ERCOT-HB_NORTH-250315-09BOPT-PJM-HB_WESTERN-260402-09
Download ERCOT Binary Options Product Specification PDF Download PJM Binary Options Product Specification PDF
SpecificationMISO Binary OptionsCAISO Binary Options
Instruments4 (1 per location)2 (1 per location)
LocationsIndiana, Minnesota, Louisiana (hubs); PJM (interface)NP15, SP15
Contract Unit1 MWh1 MWh
Price Range (trading)$0.00-$100.00$0.00-$100.00
Settlement Values$0 or $100$0 or $100
Tick Size$0.25/MWh$0.25/MWh
Strike PricePrevious day's MISO DAM Ex-Post LMP for the same location and hourPrevious day's CAISO DAM LMP for the same hub and hour
Floating PricePreliminary Ex-Post hourly LMP from MISO (single hourly value)Arithmetic average of four 15-minute CAISO FMM LMPs
Settlement Rule$100 if Floating Price ≥ Strike; $0 if below$100 if Floating Price ≥ Strike; $0 if below
Settlement TimingT+1; published by MISO by 8:00 AM EST the following daySame day, shortly after contract expiry
Listed Contracts120 per instrument120 per instrument
Symbol FormatBOPT-MISO-[location code]-[YYMMDD]-[HH]BOPT-CAISO-[hub code]-[YYMMDD]-[HH]
Example SymbolBOPT-MISO-IN_PJM-260701-09BOPT-CAISO-HB_NP15-260701-09
Download MISO Binary Options Product Specification PDF Download CAISO Binary Options Product Specification PDF

Universal contract terms

The following specifications apply to all ElectronX products:

TermValue
Contract Size1 MegaWatt-hour (MWh)
Price QuotationU.S. dollars and cents per MWh
Minimum Tick Size$0.25 per MWh
Settlement MethodCash-settled (financial settlement only; no physical electricity delivery)
Position LimitsAs specified by the exchange; see electronx.com/regulatory
CollateralFully collateralized; no variation margin

Contract symbol reference

All ElectronX contract symbols follow the format:

{CONTRACT_TYPE}-{ISO}-{LOCATION}-{DATE}-{HOUR}
ComponentValues
Contract TypeBOPT, or BFUT[ceiling] where [ceiling] is the upper band of the price range (varies by ISO and range; e.g. 100, 200, 300, 500, 700, 2000, 3500, 3700, 5000)
ISOERCOT, PJM, MISO, CAISO
DateYYMMDD
Hour01-24 (hour ending, in the applicable timezone)

For more examples of symbol tables and location codes, see the Symbol Naming Conventions section of the ElectronX Help Center User Guide.

Position limits are specified by the exchange and available at electronx.com/regulatory.

Disclosure

Educational content only — not investment advice. This document and all ElectronX materials are subject to the EXI Rulebook and EXI Legal Notices and Disclosures at electronx.com/regulatory.

Disclaimer

If there is any conflict between this website page and the EXI Rulebook, the EXI Rulebook is controlling. Refer to electronx.com/risk-disclosure for full risk disclosures.