Performance Bond/Margin Rates

Effective Monday, May 10, 2010, the links to the Outright Rates Report will revert back to HTML format and be broken out by product groupings as before. The .csv format (comma separated value format, designed for downloading into Excel) is now available via the link below.

View Complete List of Outright Margins (.CSV format)

Revised 09/04/2010.

Spread Calculation Example

NYMEX CRUDE PRODUCTS -- OutrightRates

		Initial	Maintenance
ARGUS LLS TRADE MONTH SWAP FUTURES (NY-A4)
	Spec	$4,400	$4,000
	Hedge/Member	$4,000	$4,000
ARGUS SOUR CRUDE INDEX ("ASCI") CALENDAR MONTH SWAP FUTURES (NY-37)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
ARGUS SOUR CRUDE INDEX ("ASCI") FINANCIAL FUTURES (NY-A0)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
ARGUS SOUR CRUDE INDEX ("ASCI") TRADE MONTH SWAP FUTURES (NY-29)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
ARGUS WTI FORMULA BASIS CALENDAR MONTH SWAP FUTURES (NY-39)-ARGUS WTI FORMULA BASIS CAL SWP (39)
	Spec	$24,750	$22,500
	Hedge/Member	$22,500	$22,500
ARGUS WTI TRADE MONTH SWAP FUTURES (NY-V7)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
BRENT (ICE) CALENDAR SWAP FUTURES (NY-CY) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT (ICE) CALENDAR SWAP FUTURES (NY-CY) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT (ICE) CALENDAR SWAP FUTURES (NY-CY) - Tier 3
	Spec	$4,725	$3,500
	Hedge/Member	$3,500	$3,500
BRENT CFD (PLATTS) VS. BRENT FRONT MONTH (PLATTS) SWAP FUTURES (NY-1C)
	Spec	$550	$500
	Hedge/Member	$500	$500
BRENT CFD (PLATTS) VS. BRENT SECOND MONTH (PLATTS) SWAP FUTURES (NY-6W)
	Spec	$825	$750
	Hedge/Member	$750	$750
BRENT CRUDE OIL BALMO SWAP FUTURES (NY-J9)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 3
	Spec	$4,725	$3,500
	Hedge/Member	$3,500	$3,500
BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ) - Tier 3
	Spec	$4,725	$3,500
	Hedge/Member	$3,500	$3,500
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 3
	Spec	$4,725	$3,500
	Hedge/Member	$3,500	$3,500
BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB) - Tier 3
	Spec	$4,725	$3,500
	Hedge/Member	$3,500	$3,500
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
CRUDE OIL FINANCIAL FUTURES (NY-WS) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26) - Rate 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
DAILY WTI CALENDAR SWAP FUTURES (NY-DCL)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
DATED BRENT (PLATTS) CALENDAR SWAP FUTURES (NY-UB)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
DATED BRENT (PLATTS) DAILY SWAP FUTURES (NY-7G)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
DUBAI CRUDE OIL (PLATTS) BALMO SWAP FUTURES (NY-BI)
	Spec	$4,400	$4,000
	Hedge/Member	$4,000	$4,000
DUBAI CRUDE OIL (PLATTS) BALMO SWAP FUTURES (NY-BI) - Tier 2
	Spec	$4,400	$4,000
	Hedge/Member	$4,000	$4,000
DUBAI CRUDE OIL (PLATTS) CALENDAR SWAP FUTURES (NY-DC)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
GULF COAST SOUR CRUDE OIL FUTURES (NY-MB)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
GULF COAST SOUR CRUDE OIL FUTURES (NY-MB)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LIGHT SWEET CRUDE OIL FUTURES (NY-CL) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
LLS (ARGUS) CALENDAR SWAP FUTURES (NY-XA)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
LLS (ARGUS) TRADE MONTH SWAP FUTURES (NY-LI)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
LLS CRUDE OIL (NY-LS)
	Spec	$2,750	$2,500
	Hedge/Member	$2,500	$2,500
MARS (ARGUS) CALENDAR SWAP FUTURES (NY-MX)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
MARS (ARGUS) TRADE MONTH SWAP FUTURES (NY-MO)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
MARS (PLATTS) CALENDAR SWAP (NY-MV)
	Spec	$3,300	$3,000
	Hedge/Member	$3,000	$3,000
MARS (PLATTS) TRADE MONTH SWAP (NY-MZ)
	Hedge/Member	$3,000	$3,000
	Spec	$3,300	$3,000
OMAN CRUDE OIL (NY-OQ)
	Spec	$6,050	$5,500
	Hedge/Member	$5,500	$5,500
OMAN CRUDE OIL (NY-OQ)
	Spec	$6,050	$5,500
	Hedge/Member	$5,500	$5,500
REBCO FINANCIAL FUTURES (NY-R2)
	Spec	$5,500	$5,000
	Hedge/Member	$5,000	$5,000
REBCO FUTURES (NY-RE)
	Spec	$5,500	$5,000
	Hedge/Member	$5,000	$5,000
S&P GSCI CRUDE PRODUCT (GCO)
	Spec	$5,500	$5,000
	Hedge/Member	$5,000	$5,000
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$4,400	$4,000
	Hedge/Member	$4,000	$4,000
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
WTI BALMO SWAP FUTURES (NY-42)
	Spec	$3,850	$3,500
	Hedge/Member	$3,500	$3,500
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 1
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 2
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 3
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 4
	Spec	$5,063	$3,750
	Hedge/Member	$3,750	$3,750
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 5
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
WTI CALENDAR SWAP FUTURES (NY-CS) - Tier 6
	Spec	$4,388	$3,250
	Hedge/Member	$3,250	$3,250
WTI MIDLAND CRUDE OIL (NY-CM)
	Spec	$2,750	$2,500
	Hedge/Member	$2,500	$2,500
WTS (ARGUS) CALENDAR SWAP FUTURES (NY-XB)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
WTS (ARGUS) TRADE MONTH SWAP FUTURES (NY-AY)
	Spec	$4,950	$4,500
	Hedge/Member	$4,500	$4,500
WTS CRUDE OIL (NY-TS)
	Spec	$2,750	$2,500
	Hedge/Member	$2,500	$2,500

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