Effective Date: Thursday, August 21, 2008 (close of business)
Futures Contract: PJM Western Hub LMP Peak Monthly (JM), NYISO Zone A –
Peak (KA), NYISO Zone G – Peak (KG), NYISO Zone J – Peak (KJ)
Contract Months: All Months
NYMEX Division Outright (Scan) Margins on PJM Western Hub LMP On Peak
Monthly (JM)
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
| |
New |
Old |
New |
Old |
New |
Old |
| Tier 1 |
$11,000 |
$12,000 |
$12,100 |
$13,200 |
$14,850 |
$16,200 |
| Tier 2 |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
| Tier 3 |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
| Tier 4 |
$3,500 |
$4,500 |
$3,850 |
$4,950 |
$4,725 |
$6,075 |
| Tier 5 |
$2,500 |
$3,500 |
$2,750 |
$3,850 |
$3,375 |
$4,725 |
| Tier 6 |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
| Tier 7 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 8 |
$2,500 |
$3,500 |
$2,750 |
$3,850 |
$3,375 |
$4,725 |
NYMEX Division Outright (Scan) Margins on NYISO Zone A – Peak (KA)
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
| |
New |
Old |
New |
Old |
New |
Old |
| Tier 1 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 2 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 3 |
$1,500 |
$2,500 |
$1,650 |
$2,750 |
$2,025 |
$3,375 |
| Tier 4 |
$1,000 |
$2,000 |
$1,100 |
$2,200 |
$1,350 |
$2,700 |
NYMEX Division Outright (Scan) Margins on NYISO Zone G – Peak (KG)
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
| |
New |
Old |
New |
Old |
New |
Old |
| Tier 1 |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
| Tier 2 |
$4,500 |
$5,500 |
$4,950 |
$6,050 |
$6,075 |
$7,425 |
| Tier 3 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 4 |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
NYMEX Division Outright (Scan) Margins on NYISO Zone J – Peak (KJ)
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
| |
New |
Old |
New |
Old |
New |
Old |
| Tier 1 |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
| Tier 2 |
$5,500 |
$6,500 |
$6,050 |
$7,150 |
$7,425 |
$8,775 |
| Tier 3 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 4 |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
|