EFFECTIVE DATE: Monday, August 15, 2005 (close of business)
FUTURES CONTRACTS:
Cinergy Hub Calendar-Month LMP Swap (EM)
Cinergy Hub Off-Peak LMP Swap (EJ)
Michigan Hub Calendar-Month LMP Swap (HM)
Michigan Hub Off-Peak LMP Swap (HJ)
MISO Illinois Hub-Calendar-Month LMP Swap (OM)
MISO Illinois Off-Peak LMP Swap (OJ)
Minnesota Hub Calendar-Month LMP Swap (LM)
Minnesota Off-Peak LMP Swap (LJ)
CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margin on New Electricity Swap Futures Contracts
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
EM |
$3,500 |
$3,850 |
$4,725 |
EJ |
$2,500 |
$2,750 |
$3,375 |
HM |
$3,000 |
$3,300 |
$4,050 |
HJ |
$2,500 |
$2,750 |
$3,375 |
OM |
$3,500 |
$3,850 |
$4,725 |
OJ |
$2,500 |
$2,750 |
$3,375 |
LM |
$3,500 |
$3,850 |
$4,725 |
LJ |
$4,500 |
$4,950 |
$6,075 |
NYMEX Division Intra-Commodity Spread Margins for All Months on New Electricity Swap Futures Contracts
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
EM |
$2,000 |
$2,200 |
$2,700 |
EJ |
$1,500 |
$1,650 |
$2,025 |
HM |
$1,200 |
$1,320 |
$1,620 |
HJ |
$1,500 |
$1,650 |
$2,025 |
OM |
$1,200 |
$1,320 |
$1,620 |
OJ |
$1,000 |
$1,100 |
$1,350 |
LM |
$1,800 |
$1,980 |
$2,430 |
LJ |
$2,500 |
$2,750 |
$3,375 |
|