08/03/2006
Futures Contract:
PJM Financially Settled Weekly Futures – Peak (JW), PJM Financially Settled Daily Futures – Peak (JD), Northern Illinois Hub Peak Daily Electricity Futures – Peak (UD), and AEP-Dayton Hub Daily Electricity Futures - Peak (VD)Contract Months: All Months
Outright (Scan) Margin Rates for JW, JD, UD, and
VD
| Contracts |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
JW (All Contracts) |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
JD (All Contracts) |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
UD (All Contracts) |
$2,500 |
$1,500 |
$2,750 |
$1,650 |
$3,375 |
$2,025 |
VD (All Contracts) |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |