02/10/2005
FUTURES CONTRACTS:
NYMEX Northern Illinois Hub Calendar-Month LMP (PJM Interconnection, LLC) Swap (UM); the NYMEX Northern Illinois Hub Calendar-Day (PJM Interconnection, LLC) Swap (UD); the NYMEX AEP-Dayton Hub Calendar-Month LMP (PJM Interconnection, LLC) Swap (VM); the NYMEX AEP-Dayton Hub Calendar-DAY LMP (PJM Interconnection, LLC) (VD); the NYMEX PJM (PJM Interconnection, LLC) Calendar-Month Off-Peak LMP Swap (JP); the NYMEX Northern Illinois Hub Calendar-Month Off-Peak LMP (PJM Interconnection, LLC) Swap (UO); the NYMEX AEP-Dayton Hub Calendar-Month Off-Peak LMP (PJM Interconnection, LLC) Swap (VP); the NYMEX NYISO Zone A Off-Peak LBMP Swap (KB); the NYMEX NYISO Zone G Off-Peak LBMP Swap Contract (KH); NYMEX NYISO Zone J Off-Peak LBMP Swap Contract (KK); and the NYMEX ISO New England Internal Hub Off-Peak LMP Swap (KI)CONTRACT MONTHS: All Months
Note: The revised margins are in bold.
NYMEX Division Outright (Scan) Margin on New Electricity Swap Futures Contracts
|
| Commodities |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
JP |
$3,500 |
$3,850 |
$4,725 |
KB |
$3,000 |
$3,300 |
$4,050 |
KH |
$3,000 |
$3,300 |
$4,050 |
KI |
$3,000 |
$3,300 |
$4,050 |
KK |
$3,000 |
$3,300 |
$4,050 |
UD |
$1,500 |
$1,650 |
$2,025 |
UM |
$1,500 |
$1,650 |
$2,025 |
UO |
$1,500 |
$1,650 |
$2,025 |
VD |
$2,000 |
$2,200 |
$2,700 |
VM |
$2,000 |
$2,200 |
$2,700 |
VP |
$2,500 |
$2,750 |
$3,375 |
NYMEX Division Intra-Commodity Spread Margins On New Monthly Electricity Swap Futures Contracts
|
| Commodities |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
JP |
$2,000 |
$2,200 |
$2,700 |
KB |
$2,000 |
$2,200 |
$2,700 |
KH |
$1,500 |
$1,650 |
$2,025 |
KI |
$1,500 |
$1,650 |
$2,025 |
KK |
$1,500 |
$1,650 |
$2,025 |
UM |
$800 |
$880 |
$1,080 |
UO |
$800 |
$880 |
$1,080 |
VM |
$1,000 |
$1,100 |
$1,350 |
VP |
$1,200 |
$1,320 |
$1,620 |