04/03/2008
Futures Contract: Northern Illinois Hub – Peak (UM), AEP-Dayton Hub – Peak (VM), Cinergy Hub LMP – Peak (EM), ISO New England Internal Hub – Peak (NI)
Contract Months: Tier 1 Only
NYMEX Division Outright (Scan) Margins on Northern Illinois Hub – Peak
(UM)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $9,000 | $7,000 | $9,900 | $7,700 | $12,150 | $9,450 |
| Tier 2: 2nd - 6th Nearby | $6,000 | $6,000 | $6,600 | $6,600 | $8,100 | $8,100 |
| Tier 3: 7th - 11th Nearby | $5,000 | $5,000 | $5,500 | $5,500 | $6,750 | $6,750 |
| Tier 4: Greater than 11th Nearby | $4,000 | $3,500 | $4,400 | $3,850 | $5,400 | $4,725 |
NYMEX Division Outright (Scan) Margins on AEP-Dayton Hub – Peak (VM)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $9,000 | $10,000 | $9,900 | $11,000 | $12,150 | $13,500 |
| Tier 2: 2nd - 6th Nearby | $6,000 | $6,000 | $6,600 | $6,600 | $8,100 | $8,100 |
| Tier 3: 7th - 11th Nearby | $5,000 | $5,000 | $5,500 | $5,500 | $6,750 | $6,750 |
| Tier 4: Greater than 11th Nearby | $4,000 | $3,500 | $4,400 | $3,850 | $5,400 | $4,725 |
NYMEX Division Outright (Scan) Margins on Cinergy Hub LMP – Peak (EM)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $2,000 | $3,500 | $2,200 | $3,850 | $2,700 | $4,725 |
| Tier 2: 2nd - 6th Nearby | $4,000 | $3,500 | $4,400 | $3,850 | $5,400 | $4,725 |
| Tier 3: 7th - 11th Nearby | $5,000 | $3,500 | $5,500 | $3,850 | $6,750 | $4,725 |
| Tier 4: Greater than 11th Nearby | $4,000 | $3,000 | $4,400 | $3,300 | $5,400 | $4,050 |
NYMEX Division Outright (Scan) Margins on ISO New England Internal Hub
– Peak (NI)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $5,000 | $6,000 | $5,500 | $6,600 | $6,750 | $8,100 |
| Tier 2: 2nd - 6th Nearby | $6,000 | $5,000 | $6,600 | $5,500 | $8,100 | $6,750 |
| Tier 3: 7th - 11th Nearby | $7,000 | $3,500 | $7,700 | $3,850 | $9,450 | $4,725 |
| Tier 4: Greater than 11th Nearby | $5,000 | $2,500 | $5,500 | $2,750 | $6,750 | $3,375 |
This notice supersedes all previous notices regarding margin rates for the Electricity Futures contracts listed above.