Initial margin requirements for all products are set at 110% of the maintenance rate. For more details, please click here.

Outrights/Vol Scans for Margins

Start Period End Period
NYM CRUDE OIL SPREADS WTI 1 MONTH CLNDR FINANCIAL COMBO A2 09/2017 06/2022 120 USD 5.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 07/2017 07/2017 590 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 08/2017 10/2017 120 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 11/2017 01/2018 110 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 02/2018 03/2018 100 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 04/2018 04/2018 90 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 1 MONTH CALENDAR SPREAD FUT BD 05/2018 06/2018 80 USD 10.000%
NYM CRUDE OIL SPREADS BRENT (SPORE) VS DME OMAN BDS 05/2017 05/2017 225 USD 0.08
NYM CRUDE OIL SPREADS BRENT (SPORE) VS DME OMAN BDS 06/2017 04/2020 1,000 USD 0.08
NYM CRUDE OIL SPREADS BRENT 2 MONTH CALENDAR FUTURES BF 07/2017 07/2017 625 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 2 MONTH CALENDAR FUTURES BF 08/2017 08/2017 245 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 3 MONTH CALENDAR FUTURES BJ 07/2017 07/2017 645 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 05/2017 05/2017 679 USD 25.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 06/2017 06/2017 701 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 07/2017 07/2017 488 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 08/2017 08/2017 478 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 09/2017 09/2017 473 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 10/2017 10/2017 470 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 11/2017 11/2017 468 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 12/2017 12/2017 466 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 01/2018 01/2018 461 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 02/2018 02/2018 457 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 03/2018 03/2018 454 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 04/2018 04/2018 453 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 05/2018 05/2018 449 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 06/2018 06/2018 446 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 07/2018 07/2018 441 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 08/2018 08/2018 440 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 09/2018 09/2018 438 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 10/2018 10/2018 436 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 11/2018 11/2018 432 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 12/2018 12/2018 431 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 01/2019 01/2019 429 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 02/2019 02/2019 427 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 03/2019 03/2019 425 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 04/2019 04/2019 420 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 05/2019 10/2019 418 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 11/2019 11/2019 417 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 12/2019 09/2024 414 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 02/2021 02/2022 414 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 10/2024 10/2024 504 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 11/2024 11/2025 4,600 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT CALENDAR FUT BK 12/2025 12/2025 1,000 USD 6.000%
NYM CRUDE OIL SPREADS BRENT 6 MONTH CALENDAR FUTURES BM 12/2017 12/2017 565 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 6 MONTH CALENDAR FUTURES BM 06/2018 06/2018 445 USD 10.000%
NYM CRUDE OIL SPREADS BRENT 12 MONTH CALENDAR FUTURES BQ 12/2017 12/2017 1,025 USD 0.1
NYM CRUDE OIL SPREADS ICE BRNT SPORE VS DME OMAN CRUD FUT BSG 05/2017 05/2017 338 USD 0.08
NYM CRUDE OIL SPREADS ICE BRNT SPORE VS DME OMAN CRUD FUT BSG 06/2017 04/2020 1,500 USD 0.08
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 07/2017 07/2017 495 USD 25.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 08/2017 08/2017 492 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 09/2017 09/2017 486 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 10/2017 10/2017 477 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 11/2017 11/2017 472 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 12/2017 12/2017 470 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 01/2018 01/2018 468 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 02/2018 02/2018 463 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 03/2018 03/2018 461 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 04/2018 05/2018 454 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 06/2018 07/2018 450 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 08/2018 08/2018 443 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 09/2018 10/2018 441 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 11/2018 11/2018 438 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 12/2018 12/2018 436 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 01/2019 02/2019 432 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 03/2019 03/2019 429 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 04/2019 04/2019 427 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 05/2019 05/2019 423 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 06/2019 06/2019 420 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 07/2019 12/2019 418 USD 6.000%
NYM CRUDE OIL SPREADS WTI-BRENT BULLET FUT BY 01/2020 12/2020 414 USD 6.000%
NYM CRUDE OIL SPREADS 1 MO CAL SPRD SYN CRUDE OIL FUTURES CA 05/2017 07/2017 380 USD 5.000%
NYM CRUDE OIL SPREADS 1 MO CAL SPRD SYN CRUDE OIL FUTURES CA 08/2017 08/2017 170 USD 5.000%
NYM CRUDE OIL SPREADS 1 MO CAL SPRD SYN CRUDE OIL FUTURES CA 09/2017 11/2022 120 USD 5.000%
NYM CRUDE OIL SPREADS CANADIAN C5+ CONDENSATE INDEX FUT CC5 07/2017 08/2017 1,200 USD 25.000%
NYM CRUDE OIL SPREADS CANADIAN C5+ CONDENSATE INDEX FUT CC5 09/2017 12/2017 1,100 USD 20.000%
NYM CRUDE OIL SPREADS CANADIAN C5+ CONDENSATE INDEX FUT CC5 01/2018 12/2020 900 USD 15.000%
NYM CRUDE OIL SPREADS CANADIAN LIGHT SWEET OIL CIL 07/2017 08/2017 700 USD 25.000%
NYM CRUDE OIL SPREADS CANADIAN LIGHT SWEET OIL CIL 09/2017 12/2017 650 USD 25.000%
NYM CRUDE OIL SPREADS CANADIAN LIGHT SWEET OIL CIL 01/2018 12/2021 300 USD 25.000%
NYM CRUDE OIL SPREADS CPC BLEND VS MED DATED BRENT FUTURE CPD 05/2017 05/2017 270 USD 25.000%
NYM CRUDE OIL SPREADS CPC BLEND VS MED DATED BRENT FUTURE CPD 06/2017 10/2017 600 USD 25.000%
NYM CRUDE OIL SPREADS WTI-BRENT 2 MONTH CALENDAR FUTURES CQ 04/2017 05/2017 % 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT 2 MONTH CALENDAR FUTURES CQ 06/2017 06/2017 280 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT 2 MONTH CALENDAR FUTURES CQ 07/2017 07/2017 355 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT 2 MONTH CALENDAR FUTURES CQ 08/2017 08/2017 205 USD 10.000%
NYM CRUDE OIL SPREADS WTI-BRENT 2 MONTH CALENDAR FUTURES CQ 09/2017 09/2017 170 USD 10.000%
NYM CRUDE OIL SPREADS CANADIAN SWEET CRUDE SYNT OIL CSN 07/2017 09/2017 2,500 USD 0.08
NYM CRUDE OIL SPREADS CANADIAN SWEET CRUDE SYNT OIL CSN 10/2017 12/2017 1,500 USD 0.08
NYM CRUDE OIL SPREADS CANADIAN SWEET CRUDE SYNT OIL CSN 01/2018 12/2021 1,000 USD 0.08
NYM CRUDE OIL SPREADS CLEARBROOK BAKKEN SWEET CRUDE OIL CSW 07/2017 08/2017 900 USD 25.000%
NYM CRUDE OIL SPREADS CLEARBROOK BAKKEN SWEET CRUDE OIL CSW 09/2017 12/2017 900 USD 20.000%
NYM CRUDE OIL SPREADS CLEARBROOK BAKKEN SWEET CRUDE OIL CSW 01/2018 12/2020 700 USD 15.000%
NYM CRUDE OIL SPREADS 3 MO CAL SPRD SYN CRUDE OIL FUTURES CT 04/2017 04/2017 % 10.000%
NYM CRUDE OIL SPREADS 3 MO CAL SPRD SYN CRUDE OIL FUTURES CT 05/2017 05/2017 280 USD 10.000%
NYM CRUDE OIL SPREADS 3 MO CAL SPRD SYN CRUDE OIL FUTURES CT 06/2017 06/2017 355 USD 10.000%
NYM CRUDE OIL SPREADS 3 MO CAL SPRD SYN CRUDE OIL FUTURES CT 07/2017 07/2017 425 USD 10.000%
NYM CRUDE OIL SPREADS 3 MO CAL SPRD SYN CRUDE OIL FUTURES CT 08/2017 08/2017 255 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 05/2017 05/2017 465 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 06/2017 06/2017 485 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 07/2017 07/2017 495 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 08/2017 08/2017 440 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 09/2017 09/2017 475 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 10/2017 10/2017 520 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 11/2017 11/2017 575 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 12/2017 12/2017 600 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 01/2018 01/2018 580 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 02/2018 02/2018 595 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 03/2018 03/2018 630 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 04/2018 04/2018 610 USD 10.000%
NYM CRUDE OIL SPREADS 6 MO CAL SPRD SYN CRUDE OIL FUTURES CV 05/2018 05/2018 555 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 06/2017 06/2017 825 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 09/2017 09/2017 1,100 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 12/2017 12/2017 1,110 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 02/2018 02/2018 1,065 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 03/2018 03/2018 1,010 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 06/2018 06/2018 770 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 09/2018 09/2018 515 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 12/2018 12/2018 430 USD 10.000%
NYM CRUDE OIL SPREADS 12 MO CAL SPRD SYN CRUDE OIL FUTURE CX 12/2019 12/2020 340 USD 10.000%
NYM CRUDE OIL SPREADS ICE BRENT DUBAI FUT DB 05/2017 05/2017 800 USD 25.000%
NYM CRUDE OIL SPREADS ICE BRENT DUBAI FUT DB 06/2017 07/2017 350 USD 25.000%
NYM CRUDE OIL SPREADS ICE BRENT DUBAI FUT DB 08/2017 12/2017 300 USD 20.000%
NYM CRUDE OIL SPREADS ICE BRENT DUBAI FUT DB 01/2018 12/2022 250 USD 15.000%
NYM CRUDE OIL SPREADS BRENT CRUDE VS DUBAI CRUDE DBI 05/2017 05/2017 700 USD 25.000%
NYM CRUDE OIL SPREADS BRENT CRUDE VS DUBAI CRUDE DBI 06/2017 07/2017 600 USD 25.000%
NYM CRUDE OIL SPREADS BRENT CRUDE VS DUBAI CRUDE DBI 08/2017 12/2017 320 USD 20.000%
NYM CRUDE OIL SPREADS BRENT CRUDE VS DUBAI CRUDE DBI 01/2018 04/2020 320 USD 15.000%
NYM CRUDE OIL SPREADS DME OMAN CRUDE OIL VS ICE BRENT FUT DBO 05/2017 05/2017 270 USD 0.08
NYM CRUDE OIL SPREADS DME OMAN CRUDE OIL VS ICE BRENT FUT DBO 06/2017 07/2017 700 USD 0.08
NYM CRUDE OIL SPREADS DME OMAN CRUDE OIL VS ICE BRENT FUT DBO 08/2017 04/2020 550 USD 0.08
NYM CRUDE OIL SPREADS DME OMAN CRUDE VS DUBAI PLATTS FUT DDO 05/2017 05/2017 1,200 USD 0.08
NYM CRUDE OIL SPREADS DME OMAN CRUDE VS DUBAI PLATTS FUT DDO 06/2017 04/2020 750 USD 0.08
NYM CRUDE OIL SPREADS BRENT CRUDE OIL VS. DUBAI CRUDE OIL DHI 05/02/2017 05/31/2017 593 USD 0.05
NYM CRUDE OIL SPREADS BRENT CRUDE OIL VS. DUBAI CRUDE OIL DHI 06/01/2017 07/31/2017 1,250 USD 0.05
NYM CRUDE OIL SPREADS DME OMAN CRUDE VS DUBIA PLATTS FUT DPO 05/2017 05/2017 1,200 USD 0.08
NYM CRUDE OIL SPREADS DME OMAN CRUDE VS DUBIA PLATTS FUT DPO 06/2017 04/2020 750 USD 0.08
NYM CRUDE OIL SPREADS ARGUS LLS VS. WTI (ARG) TRD M E5 06/2017 06/2017 40 USD 25.000%
NYM CRUDE OIL SPREADS ARGUS LLS VS. WTI (ARG) TRD M E5 07/2017 07/2017 200 USD 15.000%
NYM CRUDE OIL SPREADS ARGUS LLS VS. WTI (ARG) TRD M E5 08/2017 12/2022 200 USD 12.000%
NYM CRUDE OIL SPREADS DATED TO FRONTLINE BRENT BALMO FUT FE 05/02/2017 05/31/2017 933 USD 25.000%
NYM CRUDE OIL SPREADS DATED TO FRONTLINE BRENT BALMO FUT FE 06/01/2017 06/30/2017 1,200 USD 15.000%
NYM CRUDE OIL SPREADS WTI MIDLAND(ARGUS) VS WTI FINCL FUT FF 05/2017 05/2017 169 USD 20.000%
NYM CRUDE OIL SPREADS WTI MIDLAND(ARGUS) VS WTI FINCL FUT FF 06/2017 06/2017 300 USD 20.000%
NYM CRUDE OIL SPREADS WTI MIDLAND(ARGUS) VS WTI FINCL FUT FF 07/2017 12/2022 250 USD 20.000%
NYM CRUDE OIL SPREADS WTS (ARGUS) V WTI TRD MTH FUT FH 06/2017 06/2017 66 USD 0.1
NYM CRUDE OIL SPREADS WTS (ARGUS) V WTI TRD MTH FUT FH 07/2017 07/2017 375 USD 0.05
NYM CRUDE OIL SPREADS WTS (ARGUS) V WTI TRD MTH FUT FH 08/2017 12/2022 300 USD 0.05
NYM CRUDE OIL SPREADS DATED TO FRONTLINE BRENT CLNDR FUT FY 05/2017 05/2017 600 USD 0.05
NYM CRUDE OIL SPREADS DATED TO FRONTLINE BRENT CLNDR FUT FY 06/2017 07/2017 250 USD 0.05
NYM CRUDE OIL SPREADS DATED TO FRONTLINE BRENT CLNDR FUT FY 08/2017 12/2022 200 USD 0.05
NYM CRUDE OIL SPREADS GUERNSEY LIGHT SWEET CRUDE OIL FUT GSW 06/2017 07/2017 1,200 USD 25.000%
NYM CRUDE OIL SPREADS GUERNSEY LIGHT SWEET CRUDE OIL FUT GSW 08/2017 11/2017 1,100 USD 20.000%
NYM CRUDE OIL SPREADS GUERNSEY LIGHT SWEET CRUDE OIL FUT GSW 12/2017 12/2020 700 USD 15.000%
NYM CRUDE OIL SPREADS WTI HOUSTON (ARGUS) VS. WTI BALMO HIB 05/01/2017 05/31/2017 950 USD 0.05
NYM CRUDE OIL SPREADS WTI HOUSTON (ARGUS) VS. WTI BALMO HIB 06/01/2017 06/30/2017 2,000 USD 0.05
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V. WTI FINANCIAL HIL 05/2017 05/2017 225 USD 20.000%
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V. WTI FINANCIAL HIL 06/2017 12/2020 400 USD 20.000%
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V.WTI TRADE MONTH HTB 05/01/2017 05/31/2017 912 USD 0.05
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V.WTI TRADE MONTH HTB 06/01/2017 06/30/2017 2,500 USD 0.05
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V.WTI TRADE MONTH HTT 06/2017 06/2017 80 USD 20.000%
NYM CRUDE OIL SPREADS WTI HOUSTON ARGUS V.WTI TRADE MONTH HTT 07/2017 12/2020 300 USD 20.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. BRENT BALMO FUT LBB 05/01/2017 05/31/2017 1,187 USD 0.05
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. BRENT BALMO FUT LBB 06/01/2017 06/30/2017 2,500 USD 0.05
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. BRENT CRUDE OIL FIN LLR 05/2017 05/2017 338 USD 25.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. BRENT CRUDE OIL FIN LLR 06/2017 07/2017 1,000 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. BRENT CRUDE OIL FIN LLR 08/2017 10/2019 750 USD 6.000%
NYM CRUDE OIL SPREADS LIGHT SWEET OIL NET ENERGY MONTHLY LSW 07/2017 08/2017 1,200 USD 25.000%
NYM CRUDE OIL SPREADS LIGHT SWEET OIL NET ENERGY MONTHLY LSW 09/2017 12/2017 1,000 USD 25.000%
NYM CRUDE OIL SPREADS LIGHT SWEET OIL NET ENERGY MONTHLY LSW 01/2018 12/2021 800 USD 25.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. WTI BALMO FUT LWB 05/01/2017 05/31/2017 1,187 USD 0.05
NYM CRUDE OIL SPREADS LLS (ARGUS) VS. WTI BALMO FUT LWB 06/01/2017 06/30/2017 2,500 USD 0.05
NYM CRUDE OIL SPREADS SYNTHETIC SWEET OIL MONTHLY FUT SSW 07/2017 09/2017 2,500 USD 0.08
NYM CRUDE OIL SPREADS SYNTHETIC SWEET OIL MONTHLY FUT SSW 10/2017 12/2017 1,500 USD 0.08
NYM CRUDE OIL SPREADS SYNTHETIC SWEET OIL MONTHLY FUT SSW 01/2018 12/2021 1,000 USD 0.08
NYM CRUDE OIL SPREADS URALS MED VS DATED BRENT FUTURE UMD 05/2017 05/2017 225 USD 25.000%
NYM CRUDE OIL SPREADS URALS MED VS DATED BRENT FUTURE UMD 06/2017 12/2019 600 USD 25.000%
NYM CRUDE OIL SPREADS URALS NORTH VS MED DATED BRENT FUT UNS 05/2017 05/2017 225 USD 25.000%
NYM CRUDE OIL SPREADS URALS NORTH VS MED DATED BRENT FUT UNS 06/2017 12/2019 600 USD 25.000%
NYM CRUDE OIL SPREADS CANADIAN HEAVYCRUDE(NET ENRGY) FUT WCC 07/2017 08/2017 550 USD 25.000%
NYM CRUDE OIL SPREADS CANADIAN HEAVYCRUDE(NET ENRGY) FUT WCC 09/2017 12/2017 550 USD 20.000%
NYM CRUDE OIL SPREADS CANADIAN HEAVYCRUDE(NET ENRGY) FUT WCC 01/2018 12/2021 500 USD 15.000%
NYM CRUDE OIL SPREADS WESTRN CANADIAN SEL(WCS) CRUDE OIL WCE 04/2017 06/2019 3,250 USD 0.08
NYM CRUDE OIL SPREADS WESTERN CANADIAN SELECT OIL MONTHLY WCW 07/2017 08/2017 750 USD 25.000%
NYM CRUDE OIL SPREADS WESTERN CANADIAN SELECT OIL MONTHLY WCW 09/2017 12/2017 750 USD 20.000%
NYM CRUDE OIL SPREADS WESTERN CANADIAN SELECT OIL MONTHLY WCW 01/2018 12/2021 700 USD 15.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 05/2017 05/2017 84 USD 25.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 06/2017 06/2017 915 USD 15.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 07/2017 07/2017 897 USD 15.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 08/2017 08/2017 891 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 09/2017 09/2017 887 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 10/2017 10/2017 885 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 11/2017 11/2017 817 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 12/2017 12/2017 814 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 01/2018 01/2018 810 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 02/2018 02/2018 807 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 03/2018 03/2018 802 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 04/2018 04/2018 800 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 05/2018 05/2018 795 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 06/2018 06/2018 792 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 07/2018 02/2019 787 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 03/2019 03/2019 785 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 04/2019 10/2019 780 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 11/2019 11/2019 777 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 12/2019 12/2022 772 USD 10.000%
NYM CRUDE OIL SPREADS LLS (ARGUS) V WTI FUT WJ 02/2021 02/2022 772 USD 10.000%
NYM CRUDE OIL SPREADS WTS (ARGUS) VS. WTI FINANCIAL FUT WTA 05/2017 05/2017 225 USD 0.1
NYM CRUDE OIL SPREADS WTS (ARGUS) VS. WTI FINANCIAL FUT WTA 06/2017 07/2017 700 USD 0.07
NYM CRUDE OIL SPREADS WTS (ARGUS) VS. WTI FINANCIAL FUT WTA 08/2017 10/2019 600 USD 0.05
NYM CRUDE OIL SPREADS WTI MIDLAND (ARG) VS. WTI TRADE MTH WTT 06/2017 06/2017 86 USD 0.1
NYM CRUDE OIL SPREADS WTI MIDLAND (ARG) VS. WTI TRADE MTH WTT 07/2017 08/2017 300 USD 0.07
NYM CRUDE OIL SPREADS WTI MIDLAND (ARG) VS. WTI TRADE MTH WTT 09/2017 12/2019 250 USD 0.05
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI TRD MTH FUT YV 06/2017 06/2017 93 USD 20.000%
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI TRD MTH FUT YV 07/2017 08/2017 350 USD 20.000%
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI TRD MTH FUT YV 09/2017 12/2022 300 USD 20.000%
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI FUT YX 05/2017 05/2017 203 USD 25.000%
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI FUT YX 06/2017 06/2017 350 USD 20.000%
NYM CRUDE OIL SPREADS MARS (ARGUS) V WTI FUT YX 07/2017 12/2022 300 USD 20.000%
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 1Y 06/2017 06/2017 400 USD 0.025
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 1Y 07/2017 11/2017 300 USD 0.025
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 1Y 12/2017 12/2022 200 USD 0.025
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 1Z 06/2017 06/2017 400 USD 0.025
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 1Z 07/2017 08/2017 300 USD 0.025
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 1Z 09/2017 12/2022 200 USD 0.025
NYM ELECTRICITY PJM WEST HUB REAL-TIME PK 5 MW SYN 28A 01/2018 01/2019 22,950 USD 10.000%
NYM ELECTRICITY PJM WEST HUB REAL-TIME PK 5 MW SYN 28A 01/2020 01/2020 23,130 USD 10.000%
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW OFF P D 2D 06/2017 06/2017 20 USD 0.025
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW OFF P D 2D 07/2017 12/2022 10 USD 0.025
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW OFF P D 2E 06/2017 06/2017 20 USD 0.025
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW OFF P D 2E 07/2017 12/2022 10 USD 0.025
NYM ELECTRICITY CAISO NP15 EZGNHUB5 PEAK CLN D 2F 05/09/2017 06/30/2017 950 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 PEAK CLN D 2H 05/09/2017 06/30/2017 1,125 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 OFF P CLN 2J 05/09/2017 06/30/2017 35 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 OFF P CLN 2K 05/09/2017 06/30/2017 35 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 OFF P CLN 2Z 05/09/2017 06/30/2017 35 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW OFF P D 3X 06/2017 06/2017 20 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW OFF P D 3X 07/2017 12/2022 10 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 PEAK CLN D 3Z 05/09/2017 06/30/2017 675 USD 0.05
NYM ELECTRICITY PJM METED ZONE OFFPK CAL MO LMP FUT 46 05/2017 05/2017 7 USD 0.08
NYM ELECTRICITY PJM METED ZONE OFFPK CAL MO LMP FUT 46 06/2017 08/2017 10 USD 0.08
NYM ELECTRICITY PJM METED ZONE OFFPK CAL MO LMP FUT 46 09/2017 12/2022 7 USD 0.08
NYM ELECTRICITY PJM METED ZONE PK CAL LMP FUTURES 47 05/2017 05/2017 96 USD 0.08
NYM ELECTRICITY PJM METED ZONE PK CAL LMP FUTURES 47 06/2017 06/2017 200 USD 0.08
NYM ELECTRICITY PJM METED ZONE PK CAL LMP FUTURES 47 07/2017 12/2022 110 USD 0.08
NYM ELECTRICITY PJM PENELEC ZONE PK CAL LMP FUT 49 05/2017 05/2017 96 USD 0.08
NYM ELECTRICITY PJM PENELEC ZONE PK CAL LMP FUT 49 06/2017 06/2017 200 USD 0.08
NYM ELECTRICITY PJM PENELEC ZONE PK CAL LMP FUT 49 07/2017 12/2022 110 USD 0.08
NYM ELECTRICITY NYISO ZONE F 5MW PK FUT 4L 05/2017 06/2017 300 USD 0.06
NYM ELECTRICITY NYISO ZONE F 5MW PK FUT 4L 07/2017 08/2017 275 USD 0.06
NYM ELECTRICITY NYISO ZONE F 5MW PK FUT 4L 09/2017 12/2022 150 USD 0.06
NYM ELECTRICITY NYISO ZONE F 5MW O PK FUT 4M 05/2017 05/2017 25 USD 0.06
NYM ELECTRICITY NYISO ZONE F 5MW O PK FUT 4M 06/2017 06/2017 18 USD 0.06
NYM ELECTRICITY NYISO ZONE F 5MW O PK FUT 4M 07/2017 12/2022 10 USD 0.06
NYM ELECTRICITY PJM PECO Z5 MW PK CLM DA LMP 4N 05/2017 05/2017 96 USD 0.025
NYM ELECTRICITY PJM PECO Z5 MW PK CLM DA LMP 4N 06/2017 06/2017 200 USD 0.025
NYM ELECTRICITY PJM PECO Z5 MW PK CLM DA LMP 4N 07/2017 12/2022 110 USD 0.025
NYM ELECTRICITY PJM PECO Z5 MW OFPK CLM DA LMP 4P 05/2017 05/2017 7 USD 0.025
NYM ELECTRICITY PJM PECO Z5 MW OFPK CLM DA LMP 4P 06/2017 06/2017 10 USD 0.025
NYM ELECTRICITY PJM PECO Z5 MW OFPK CLM DA LMP 4P 07/2017 12/2022 7 USD 0.025
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW PEAK 4Q 05/2017 05/2017 135 USD 0.05
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW PEAK 4Q 06/2017 06/2017 250 USD 0.05
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW PEAK 4Q 07/2017 12/2022 150 USD 0.05
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW OFFP 4R 05/2017 05/2017 5 USD 0.05
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW OFFP 4R 06/2017 06/2017 10 USD 0.05
NYM ELECTRICITY MID IND TRAN SO IL HUB5MW OFFP 4R 07/2017 12/2022 7 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 4X 06/2017 06/2017 500 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 4X 07/2017 11/2017 300 USD 0.05
NYM ELECTRICITY CAISO NP15 EZGNHUB5 MW P DAY A 4X 12/2017 12/2022 200 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 OFF P CLN 4Z 05/09/2017 06/30/2017 35 USD 0.05
NYM ELECTRICITY PJM PENELEC ZN OFF-PK CAL LMP FUT 50 05/2017 05/2017 7 USD 0.08
NYM ELECTRICITY PJM PENELEC ZN OFF-PK CAL LMP FUT 50 06/2017 06/2017 10 USD 0.08
NYM ELECTRICITY PJM PENELEC ZN OFF-PK CAL LMP FUT 50 07/2017 12/2022 7 USD 0.08
NYM ELECTRICITY NYISO ZONE E 5MW PK CAL MO FUT 55 05/2017 05/2017 116 USD 0.1
NYM ELECTRICITY NYISO ZONE E 5MW PK CAL MO FUT 55 06/2017 06/2017 250 USD 0.1
NYM ELECTRICITY NYISO ZONE E 5MW PK CAL MO FUT 55 07/2017 12/2022 175 USD 0.1
NYM ELECTRICITY NYISO ZONE E 5MW OFF- PK CAL MO FUT 58 05/2017 05/2017 8 USD 0.1
NYM ELECTRICITY NYISO ZONE E 5MW OFF- PK CAL MO FUT 58 06/2017 10/2017 10 USD 0.1
NYM ELECTRICITY NYISO ZONE E 5MW OFF- PK CAL MO FUT 58 11/2017 12/2022 8 USD 0.1
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW OFF P D 5X 06/2017 06/2017 15 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW OFF P D 5X 07/2017 12/2022 10 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB PEAK 5 MW STRP SYN 7EM 01/2018 01/2022 22,950 USD 25.000%
NYM ELECTRICITY MISO INDIANA HUB PEAK 5 MW STRP SYN 7EM 01/2020 01/2020 23,130 USD 25.000%
NYM ELECTRICITY MISO INDIANA HUB PEAK 5 MW STRP SYN 7EM 01/2021 01/2021 23,040 USD 25.000%
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 9X 06/2017 06/2017 500 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 9X 07/2017 08/2017 400 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 9X 09/2017 11/2017 300 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 9X 12/2017 04/2018 200 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 MW P DAY A 9X 05/2018 12/2022 100 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 PEAK CLN D 9Z 05/09/2017 05/20/2017 1,350 USD 0.05
NYM ELECTRICITY CAISO SP15 EZGNHUB5 PEAK CLN D 9Z 05/22/2017 06/30/2017 1,000 USD 0.05
NYM ELECTRICITY NYISO ZONE C 5MW D AH O PK A3 05/2017 05/2017 12 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5MW D AH O PK A3 06/2017 06/2017 20 USD 0.025
NYM ELECTRICITY NYISO ZONE C 5MW D AH O PK A3 07/2017 12/2022 10 USD 0.025
NYM ELECTRICITY ALBERTA PWR POOL EXT. OF-PK CAL MO AEF 06/2017 06/2017 3 CAD 0.08
NYM ELECTRICITY ALBERTA PWR POOL EXT. OF-PK CAL MO AEF 07/2017 12/2022 15 CAD 0.08
NYM ELECTRICITY ALBERTA PWR POOL EXT. PK CAL MONTH AEX 05/2017 05/2017 193 CAD 0.08
NYM ELECTRICITY ALBERTA PWR POOL EXT. PK CAL MONTH AEX 06/2017 12/2022 300 CAD 0.08
NYM ELECTRICITY ALBERTA PWR POOL EXT. OF-PK CAL DAY AFP 05/12/2017 06/30/2017 150 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL OF-PK CAL DAY ALF 05/12/2017 06/30/2017 150 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL PK CAL DAY FUT ALP 05/12/2017 06/30/2017 3,000 CAD 0.08
NYM ELECTRICITY NYISO ZONE A LBMP FUT AN 05/05/2017 05/25/2017 3,200 USD 0.05
NYM ELECTRICITY NYISO ZONE A LBMP FUT AN 05/26/2017 06/30/2017 2,600 USD 0.05
NYM ELECTRICITY ALBERTA POWER POOL CAL DAY FUTURES AOD 05/12/2017 05/25/2017 50 CAD 0.2
NYM ELECTRICITY ALBERTA POWER POOL CAL DAY FUTURES AOD 05/26/2017 06/04/2017 20 CAD 0.2
NYM ELECTRICITY ALBERTA POWER POOL CAL DAY FUTURES AOD 06/05/2017 06/30/2017 10 CAD 0.2
NYM ELECTRICITY ALBERTA POWER POOL CAL MONTH FUT AOM 06/2017 06/2017 4 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL CAL MONTH FUT AOM 07/2017 11/2017 20 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL CAL MONTH FUT AOM 12/2017 12/2022 15 CAD 0.08
NYM ELECTRICITY PJM AEP DAYTON HUB RT OP DAILY AOR 05/12/2017 05/29/2017 200 USD 0.2
NYM ELECTRICITY PJM AEP DAYTON HUB RT OP DAILY AOR 05/30/2017 06/04/2017 40 USD 0.2
NYM ELECTRICITY PJM AEP DAYTON HUB RT OP DAILY AOR 06/05/2017 06/30/2017 45 USD 0.2
NYM ELECTRICITY ALBERTA POWER POOL OF-PK CAL MONTH APF 06/2017 06/2017 4 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL OF-PK CAL MONTH APF 07/2017 11/2017 20 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL OF-PK CAL MONTH APF 12/2017 12/2022 15 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL PK CAL MO FUT APP 06/2017 06/2017 80 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL PK CAL MO FUT APP 07/2017 12/2022 300 CAD 0.08
NYM ELECTRICITY ALBERTA POWER POOL EXT. PK CAL DAY AXP 05/12/2017 06/30/2017 1,000 CAD 0.08
NYM ELECTRICITY PJM NI HUB 5MW REAL TIME PK B3 06/2017 06/2017 140 USD 0.025
NYM ELECTRICITY PJM NI HUB 5MW REAL TIME PK B3 07/2017 07/2017 100 USD 0.025
NYM ELECTRICITY PJM NI HUB 5MW REAL TIME PK B3 08/2017 12/2022 90 USD 0.025
NYM ELECTRICITY PJM NI HUB 5MW REAL TIME O PK B6 06/2017 06/2017 8 USD 0.025
NYM ELECTRICITY PJM NI HUB 5MW REAL TIME O PK B6 07/2017 12/2022 5 USD 0.025
NYM ELECTRICITY NEW ENGLAND HUB PEAK DAILY CE 05/05/2017 05/19/2017 5,000 USD 0.05
NYM ELECTRICITY NEW ENGLAND HUB PEAK DAILY CE 05/22/2017 05/25/2017 4,500 USD 0.05
NYM ELECTRICITY NEW ENGLAND HUB PEAK DAILY CE 05/26/2017 06/30/2017 4,100 USD 0.05
NYM ELECTRICITY NYISO ZONE G 5MW D AH O PK D2 06/2017 06/2017 15 USD 0.025
NYM ELECTRICITY NYISO ZONE G 5MW D AH O PK D2 07/2017 07/2017 10 USD 0.025
NYM ELECTRICITY NYISO ZONE G 5MW D AH O PK D2 08/2017 12/2022 6 USD 0.025
NYM ELECTRICITY NYISO ZONE J 5MW D AH PK D3 06/2017 06/2017 300 USD 0.12
NYM ELECTRICITY NYISO ZONE J 5MW D AH PK D3 07/2017 07/2017 250 USD 0.08
NYM ELECTRICITY NYISO ZONE J 5MW D AH PK D3 08/2017 11/2017 150 USD 0.06
NYM ELECTRICITY NYISO ZONE J 5MW D AH PK D3 12/2017 12/2022 125 USD 0.06
NYM ELECTRICITY NYISO ZONE J 5MW D AH O PK D4 06/2017 06/2017 15 USD 0.025
NYM ELECTRICITY NYISO ZONE J 5MW D AH O PK D4 07/2017 09/2017 10 USD 0.025
NYM ELECTRICITY NYISO ZONE J 5MW D AH O PK D4 10/2017 12/2022 7 USD 0.025
NYM ELECTRICITY PJM DUQUESNE 5MW D AH PK D5 05/2017 05/2017 250 USD 0.025
NYM ELECTRICITY PJM DUQUESNE 5MW D AH PK D5 06/2017 06/2017 175 USD 0.025
NYM ELECTRICITY PJM DUQUESNE 5MW D AH PK D5 07/2017 12/2022 100 USD 0.025
NYM ELECTRICITY PJM DUQUS 5MW D AH O PK D6 05/2017 05/2017 7 USD 0.025
NYM ELECTRICITY PJM DUQUS 5MW D AH O PK D6 06/2017 06/2017 10 USD 0.025
NYM ELECTRICITY PJM DUQUS 5MW D AH O PK D6 07/2017 12/2022 7 USD 0.025
NYM ELECTRICITY PJM DAYTON DA PEAK D7 06/2017 06/2017 175 USD 0.025
NYM ELECTRICITY PJM DAYTON DA PEAK D7 07/2017 07/2017 140 USD 0.025
NYM ELECTRICITY PJM DAYTON DA PEAK D7 08/2017 09/2017 100 USD 0.025
NYM ELECTRICITY PJM DAYTON DA PEAK D7 10/2017 05/2023 90 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH PK D8 05/2017 05/2017 250 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH PK D8 06/2017 06/2017 175 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH PK D8 07/2017 08/2017 150 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH PK D8 09/2017 12/2022 100 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH O PK D9 05/2017 05/2017 5 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH O PK D9 06/2017 06/2017 10 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH O PK D9 07/2017 08/2017 7 USD 0.025
NYM ELECTRICITY PJM COMED 5MW D AH O PK D9 09/2017 12/2022 6 USD 0.025
NYM ELECTRICITY PJM BGE DA PEAK E3 05/2017 05/2017 116 USD 0.025
NYM ELECTRICITY PJM BGE DA PEAK E3 06/2017 08/2017 250 USD 0.025
NYM ELECTRICITY PJM BGE DA PEAK E3 09/2017 04/2023 145 USD 0.025
NYM ELECTRICITY PJM WESTH DA OFF-PEAK E4 06/2017 06/2017 9 USD 0.025
NYM ELECTRICITY PJM WESTH DA OFF-PEAK E4 07/2017 07/2017 7 USD 0.025
NYM ELECTRICITY PJM WESTH DA OFF-PEAK E4 08/2017 05/2023 5 USD 0.025
NYM ELECTRICITY PJM DPL DA OFF-PEAK E8 05/2017 05/2017 7 USD 0.025
NYM ELECTRICITY PJM DPL DA OFF-PEAK E8 06/2017 06/2017 15 USD 0.025
NYM ELECTRICITY PJM DPL DA OFF-PEAK E8 07/2017 03/2018 10 USD 0.025
NYM ELECTRICITY PJM DPL DA OFF-PEAK E8 04/2018 04/2023 8 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA PEAK E9 05/2017 05/2017 135 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA PEAK E9 06/2017 06/2017 200 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA PEAK E9 07/2017 04/2023 145 USD 0.025
NYM ELECTRICITY ERCOT HSTN 345 KV HUB DAY AHED PK EHE 06/2017 06/2017 93 USD 0.08
NYM ELECTRICITY ERCOT HSTN 345 KV HUB DAY AHED PK EHE 07/2017 07/2017 600 USD 0.08
NYM ELECTRICITY ERCOT HSTN 345 KV HUB DAY AHED PK EHE 08/2017 12/2022 250 USD 0.08
NYM ELECTRICITY ERCOT HSTN 345KV HUB DAYHD 5MW PK EHF 05/12/2017 06/30/2017 2,000 USD 0.08
NYM ELECTRICITY ERCOT HSTON 345KV HUB DAY AHD OFFPK EHP 06/2017 06/2017 2 USD 0.08
NYM ELECTRICITY ERCOT HSTON 345KV HUB DAY AHD OFFPK EHP 07/2017 07/2017 20 USD 0.08
NYM ELECTRICITY ERCOT HSTON 345KV HUB DAY AHD OFFPK EHP 08/2017 12/2022 10 USD 0.08
NYM ELECTRICITY ERCOT HOUST 345KV HUB DAYH 5MW OFPK EHW 05/12/2017 06/30/2017 60 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB OFF-PEAK MO FUT EJ 05/2017 05/2017 1,072 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB OFF-PEAK MO FUT EJ 06/2017 06/2017 1,300 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB OFF-PEAK MO FUT EJ 07/2017 12/2018 1,000 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB PEAK MONTH FUT EM 05/2017 05/2017 1,072 USD 0.18
NYM ELECTRICITY MISO INDIANA HUB PEAK MONTH FUT EM 06/2017 06/2017 1,700 USD 0.14
NYM ELECTRICITY MISO INDIANA HUB PEAK MONTH FUT EM 07/2017 12/2018 1,000 USD 0.04
NYM ELECTRICITY ERCOT DAILY LOAD FORCAST FUT EMC 05/16/2017 06/03/2017 400 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHD OFFPK ERA 06/2017 06/2017 3 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHD OFFPK ERA 07/2017 07/2017 25 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHD OFFPK ERA 08/2017 12/2022 10 USD 0.08
NYM ELECTRICITY ERCOT NORTH 345 KV HUB DAY AHEAD PK ERE 06/2017 07/2017 600 USD 0.08
NYM ELECTRICITY ERCOT NORTH 345 KV HUB DAY AHEAD PK ERE 08/2017 12/2022 250 USD 0.08
NYM ELECTRICITY ERCOT NRTH 345KV HUB DAYHD 5MW OFPK ERP 05/12/2017 06/30/2017 60 USD 0.08
NYM ELECTRICITY ERCOT NORTH 345KV HUB DAY AHD OFFPK ERU 06/2017 07/2017 25 USD 0.08
NYM ELECTRICITY ERCOT NORTH 345KV HUB DAY AHD OFFPK ERU 08/2017 12/2022 10 USD 0.08
NYM ELECTRICITY ERCOT NORTH 345KV HUB DAYHD 5MW PK ERW 05/12/2017 06/30/2017 3,000 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHEAD PK EUE 06/2017 06/2017 80 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHEAD PK EUE 07/2017 07/2017 600 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAY AHEAD PK EUE 08/2017 12/2022 250 USD 0.08
NYM ELECTRICITY ERCOT S. 345KV HUB DAYHD 5MW OFPK EUP 05/12/2017 06/30/2017 60 USD 0.08
NYM ELECTRICITY ERCOT SOUTH 345KV HUB DAYHD 5MW PK EUW 05/12/2017 06/30/2017 1,700 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB DAY AHEAD PK EWE 06/2017 07/2017 600 USD 0.08
NYM ELECTRICITY ERCOT WEST 345 KV HUB DAY AHEAD PK EWE 08/2017 12/2022 250 USD 0.08
NYM ELECTRICITY ERCOT WEST 345KV HUB DAYHD 5MW OFPK EWF 05/12/2017 06/30/2017 60 USD 0.08
NYM ELECTRICITY ERCOT WEST 345KV HUB DAY AHD OFFPK EWK 06/2017 06/2017 2 USD 0.08
NYM ELECTRICITY ERCOT WEST 345KV HUB DAY AHD OFFPK EWK 07/2017 07/2017 15 USD 0.08
NYM ELECTRICITY ERCOT WEST 345KV HUB DAY AHD OFFPK EWK 08/2017 12/2022 10 USD 0.08
NYM ELECTRICITY ERCOT WEST 345KV HB DAYHD 5MW PK EWW 05/12/2017 06/30/2017 1,700 USD 0.08
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 05/2017 05/2017 7 USD 0.025
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 06/2017 07/2017 15 USD 0.025
NYM ELECTRICITY PJM JCPL DA OFF-PEAK F2 08/2017 04/2023 7 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 05/2017 05/2017 8 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 06/2017 06/2017 15 USD 0.025
NYM ELECTRICITY PJM EASTERNH DA OFF-PEAK F4 07/2017 04/2023 9 USD 0.025
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 05/2017 05/2017 5 USD 0.05
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 06/2017 06/2017 10 USD 0.05
NYM ELECTRICITY PJM PPL DA OFF-PEAK F5 07/2017 04/2023 7 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY DA FAD 05/12/2017 05/30/2017 165 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY DA FAD 05/31/2017 06/04/2017 60 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY DA FAD 06/05/2017 06/30/2017 55 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY RT FTD 05/12/2017 05/30/2017 160 USD 50.000%
NYM ELECTRICITY MISO INDIANA HUB 5MW OFPK CALDAY RT FTD 05/31/2017 06/30/2017 30 USD 50.000%
NYM ELECTRICITY NYISO ZONE G DAY-AHEAD PK CAL DAY GN 05/05/2017 05/18/2017 5,000 USD 0.05
NYM ELECTRICITY NYISO ZONE G DAY-AHEAD PK CAL DAY GN 05/19/2017 05/25/2017 4,900 USD 0.05
NYM ELECTRICITY NYISO ZONE G DAY-AHEAD PK CAL DAY GN 05/26/2017 06/30/2017 4,800 USD 0.05
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 06/2017 07/2017 15 USD 0.025
NYM ELECTRICITY NEPOOL INTR HUB 5MW D AH O PK H2 08/2017 12/2022 8 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 06/2017 06/2017 140 USD 0.2
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 07/2017 07/2017 100 USD 0.12
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME PK H3 08/2017 12/2022 90 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 06/2017 07/2017 7 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 08/2017 04/2018 6 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW REAL TIME OFPK H4 05/2018 12/2022 6 USD %
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 06/2017 06/2017 150 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 07/2017 07/2017 140 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 08/2017 09/2017 100 USD 0.08
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH PK H5 10/2017 12/2022 90 USD 0.08
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 05/2017 05/2017 9 USD 0.025
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 06/2017 06/2017 10 USD 0.025
NYM ELECTRICITY MICHIGAN HUB OFF-PK 5MW MONTH FUT HJ 07/2017 12/2022 8 USD 0.025
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 05/2017 05/2017 159 USD 0.05
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 06/2017 06/2017 260 USD 0.05
NYM ELECTRICITY MICHIGAN HUB PK 5 MW FUT HM 07/2017 12/2022 150 USD 0.05
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 05/2017 05/2017 4 USD 0.08
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 06/2017 06/2017 7 USD 0.08
NYM ELECTRICITY MISO MICHIGAN HUB OF-PK DA MONTHLY HMO 07/2017 12/2022 6 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 05/2017 05/2017 96 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 06/2017 08/2017 140 USD 0.08
NYM ELECTRICITY MIDWEST ISO MICHIGAN HUB 5MW PEAK C HMW 09/2017 12/2022 90 USD 0.08
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 06/2017 06/2017 96 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 07/2017 07/2017 600 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW PEAK FUT I1 08/2017 12/2022 250 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 06/2017 06/2017 3 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 07/2017 07/2017 20 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 MW OFFPK S I2 08/2017 12/2022 15 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 PEAK CLND D I3 05/12/2017 06/30/2017 10,000 USD 0.05
NYM ELECTRICITY ERCOT HSTN 345 KV HUB 5 OFFPK CLN D I4 05/12/2017 06/30/2017 300 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 06/2017 06/2017 500 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 07/2017 08/2017 400 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW PEAK FUT I5 09/2017 12/2022 250 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 06/2017 06/2017 20 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB 5 MW OFFPK S I6 07/2017 12/2022 15 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 05/12/2017 05/25/2017 2,600 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 05/26/2017 06/02/2017 2,300 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB PEAK CLND D I7 06/05/2017 06/30/2017 2,250 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB OFFPK CLN D I8 05/12/2017 05/29/2017 180 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB OFFPK CLN D I8 05/30/2017 06/04/2017 100 USD 0.05
NYM ELECTRICITY ERCOT NRTH 345 KV HUB OFFPK CLN D I8 06/05/2017 06/30/2017 120 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 06/2017 06/2017 96 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 07/2017 07/2017 400 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW PEAK FUT I9 08/2017 12/2022 250 USD 0.05
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 05/13/2017 05/30/2017 350 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 05/31/2017 06/05/2017 55 USD 0.2
NYM ELECTRICITY ISO NEW ENG MASS HUB DA OP DAILY IDO 06/06/2017 06/30/2017 65 USD 0.2
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 06/2017 06/2017 3 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 07/2017 07/2017 15 USD 0.05
NYM ELECTRICITY ERCOT STH 345 KV HUB MW OFFPK S J1 08/2017 12/2022 10 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 05/2017 05/2017 127 USD 0.2
NYM ELECTRICITY PJM JCPL DA PEAK J2 06/2017 06/2017 250 USD 0.12
NYM ELECTRICITY PJM JCPL DA PEAK J2 07/2017 03/2018 120 USD 0.05
NYM ELECTRICITY PJM JCPL DA PEAK J2 04/2018 04/2023 100 USD 0.05
NYM ELECTRICITY PJM WESTHDA PEAK J4 06/2017 06/2017 175 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 07/2017 07/2017 150 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 08/2017 10/2017 100 USD 0.025
NYM ELECTRICITY PJM WESTHDA PEAK J4 11/2017 05/2023 90 USD 0.025
NYM ELECTRICITY PJM DAILY JD 05/18/2017 05/31/2017 3,300 USD 0.4
NYM ELECTRICITY PJM DAILY JD 06/01/2017 06/08/2017 1,500 USD 0.4
NYM ELECTRICITY PJM DAILY JD 06/09/2017 06/30/2017 1,400 USD 0.4
NYM ELECTRICITY PJM MONTHLY JM 05/2017 05/2017 2,727 USD 60.000%
NYM ELECTRICITY PJM MONTHLY JM 06/2017 06/2017 3,000 USD 50.000%
NYM ELECTRICITY PJM MONTHLY JM 07/2017 07/2017 1,900 USD 15.000%
NYM ELECTRICITY PJM MONTHLY JM 08/2017 09/2017 1,400 USD 14.000%
NYM ELECTRICITY PJM MONTHLY JM 10/2017 03/2018 800 USD 15.000%
NYM ELECTRICITY PJM MONTHLY JM 04/2018 03/2019 800 USD 16.000%
NYM ELECTRICITY PJM MONTHLY JM 04/2019 12/2019 800 USD 0.03
NYM ELECTRICITY NEW YORK HUB ZONE J PEAK DAILY JN 05/05/2017 05/25/2017 4,500 USD 0.05
NYM ELECTRICITY NEW YORK HUB ZONE J PEAK DAILY JN 05/26/2017 06/30/2017 3,500 USD 0.05
NYM ELECTRICITY PJM OFF-PEAK LMP FUT JP 05/2017 05/2017 1,072 USD 0.2
NYM ELECTRICITY PJM OFF-PEAK LMP FUT JP 06/2017 06/2017 1,450 USD 0.2
NYM ELECTRICITY PJM OFF-PEAK LMP FUT JP 07/2017 08/2017 1,100 USD 0.2
NYM ELECTRICITY PJM OFF-PEAK LMP FUT JP 09/2017 03/2018 700 USD 0.2
NYM ELECTRICITY PJM OFF-PEAK LMP FUT JP 04/2018 12/2018 700 USD 0.02
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 05/15/2017 05/31/2017 2,500 USD 0.2
NYM ELECTRICITY PJM AECO ZONE PEAK CALDAY DA FUT JPP 06/01/2017 06/30/2017 2,400 USD 0.2
NYM ELECTRICITY ERCOT STH 345 KV HUB PEAK CLND D K1 05/12/2017 06/30/2017 5,000 USD 0.05
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 06/2017 06/2017 10 USD 0.025
NYM ELECTRICITY MISO INDIANA HUB 5MW D AH O PK K2 07/2017 07/2017 7 USD 0.025

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about this report

Contacts

Clearing Fees
+1 312 648 5470
efsadmin@cmegroup.com

Risk Management, PC-SPAN Hotline
+1 312 648 3888
Clearing.riskmanagement@cmegroup.com

CME Clearing Financial Unit
+1 312 207 2594
chfin@cmegroup.com

Clearing System Password Help
+1 312 930 3444

Deliveries
+1 312 930 3172

General Clearing Division
+1 312 930 3170