05/16/2008
Futures Contract:
NYISO Zone G – Peak (KG), NYISO Zone J – Peak (KJ), Northern Illinois Hub – Peak (UM), AEP-Dayton Hub – Peak (VM), Cinergy Hub LMP – Peak (EM), ISO New England Internal Hub – Peak (NI), NYISO Zone G – Off Peak (KH), NYISO Zone J – Off Peak (KK), ISO New England Internal Hub – Off Peak (KI)Contract Months: Tier 1 Only
NYMEX Division Outright (Scan) Margins on NYISO Zone G – Peak (KG)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $2,500 | $2,500 | $2,750 | $2,750 | $3,375 | $3,375 |
| Tier 2: 2nd - 6th Nearby | $3,000 | $3,000 | $3,300 | $3,300 | $4,050 | $4,050 |
| Tier 3: 7th - 11th Nearby | $3,000 | $2,500 | $3,300 | $2,750 | $4,050 | $3,375 |
| Tier 4: Greater than 11th Nearby | $3,000 | $2,000 | $3,300 | $2,200 | $4,050 | $2,700 |
NYMEX Division Outright (Scan) Margins on NYISO Zone J – Peak (KJ)
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $3,000 | $3,000 | $3,300 | $3,300 | $4,050 | $4,050 |
| Tier 2: 2nd - 6th Nearby | $3,000 | $3,000 | $3,300 | $3,300 | $4,050 | $4,050 |
| Tier 3: 7th - 11th Nearby | $3,000 | $2,500 | $3,300 | $2,750 | $4,050 | $3,375 |
| Tier 4: Greater than 11th Nearby | $3,000 | $2,000 | $3,300 | $2,200 | $4,050 | $2,700 |
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 | $10,000 | $9,000 | $11,000 | $9,900 | $13,500 | $12,150 |
| 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 | $4,000 | $4,400 | $4,400 | $5,400 | $5,400 |
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 | $10,000 | $9,000 | $11,000 | $9,900 | $13,500 | $12,150 |
| 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 | $4,000 | $4,400 | $4,400 | $5,400 | $5,400 |
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 | $2,500 | $2,500 | $2,750 | $2,750 | $3,375 | $3,375 |
| Tier 2: 2nd - 6th Nearby | $5,000 | $4,500 | $5,500 | $4,950 | $6,750 | $6,075 |
| Tier 3: 7th - 11th Nearby | $6,500 | $5,500 | $7,150 | $6,050 | $8,775 | $7,425 |
| Tier 4: Greater than 11th Nearby | $5,500 | $4,500 | $6,050 | $4,950 | $7,425 | $6,075 |
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 | $7,000 | $6,000 | $7,700 | $6,600 | $9,450 | $8,100 |
| Tier 2: 2nd - 6th Nearby | $8,000 | $7,000 | $8,800 | $7,700 | $10,800 | $9,450 |
| Tier 3: 7th - 11th Nearby | $9,000 | $8,000 | $9,900 | $8,800 | $12,150 | $10,800 |
| Tier 4: Greater than 11th Nearby | $6,000 | $5,000 | $6,600 | $5,500 | $8,100 | $6,750 |
NYMEX Division Outright (Scan) Margins on NYISO Zone G – Off Peak (KH)
| |
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 | $4,500 | $5,500 | $4,950 | $6,750 | $6,075 |
| Tier 2: 2nd - 6th Nearby | $3,500 | $3,500 | $3,850 | $3,850 | $4,725 | $4,725 |
| Tier 3: 7th - 11th Nearby | $4,500 | $4,500 | $4,950 | $4,950 | $6,075 | $6,075 |
| Tier 4: Greater than 11th Nearby | $4,000 | $4,000 | $4,400 | $4,400 | $5,400 | $5,400 |
NYMEX Division Outright (Scan) Margins on NYISO Zone J – Off Peak (KK)
| |
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 | $4,500 | $5,500 | $4,950 | $6,750 | $6,075 |
| Tier 2: 2nd - 6th Nearby | $3,500 | $3,500 | $3,850 | $3,850 | $4,725 | $4,725 |
| Tier 3: 7th - 11th Nearby | $3,500 | $3,500 | $3,850 | $3,850 | $4,725 | $4,725 |
| Tier 4: Greater than 11th Nearby | $3,000 | $3,000 | $3,300 | $3,300 | $4,050 | $4,050 |
NYMEX Division Outright (Scan) Margins on ISO New England Internal Hub – Off Peak (KI)
| |
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 | $4,500 | $5,500 | $4,950 | $6,750 | $6,075 |
| Tier 2: 2nd - 6th Nearby | $3,500 | $3,500 | $3,850 | $3,850 | $4,725 | $4,725 |
| Tier 3: 7th - 11th Nearby | $4,500 | $4,500 | $4,950 | $4,950 | $6,075 | $6,075 |
| Tier 4: Greater than 11th Nearby | $4,000 | $4,000 | $4,400 | $4,400 | $5,400 | $5,400 |
This notice supersedes all previous notices regarding margin rates for the Electricity Futures contracts listed above.