Notice to Members
Notice No. 435
08/21/2008
New Margin Rates and Tiers for the New Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures Contracts
EFFECTIVE DATE: Monday, August 25, 2008 (close of business)

FUTURES CONTRACTS: Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures Contract (RJ)

CONTRACT MONTHS: All Months

Outright (Scan) Spread Tiers for RJ
 
Tiers
New
1
All Months


NYMEX Division Outright (Scan) Margin on RJ
 
Commodity
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
RJ
500
550
675


Intra-Commodity Spread Tiers for RJ
 
Tiers
New
1
All Months


NYMEX Division Intra-Commodity Spread Margins on RJ
 
Commodity
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
RJ
$100
$110
$135



Spot Assessment Margins For RJ
 
Commodity
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
RJ
$3,000
$3,300
$4,050
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com