CL/WS/CS Intra -Commodity Spread Tiers
|
||
Tiers
|
New
|
Old
|
1
|
1st Nearby
|
1st Nearby
|
2
|
2nd - 13th Nearby
|
2nd - 14th Nearby
|
3
|
14th - 37th Nearby
|
15th - 38th Nearby
|
4
|
Greater than the 37th Nearby
|
Greater than the 38th Nearby
|
NYMEX Division Outright (Scan) Margins on Crude Oil Futures Contract (CL),Financial Crude Oil Contract ( WS) and Crude Oil Calendar Swap (CS)
|
||||||
Tiers
|
Clearing Member / Maintenance Margin
|
Member Customer Initial Margin
|
Non-Member Customer Initial Margin
|
|||
|
New
|
Old
|
New
|
Old
|
New
|
Old
|
1
|
$450
|
$450
|
$495
|
$495
|
$608
|
$608
|
2
|
$400
|
$400
|
$440
|
$440
|
$540
|
$540
|
3
|
$400
|
$300
|
$440
|
$330
|
$540
|
$405
|
4
|
$400
|
$300
|
$440
|
$330
|
$540
|
$405
|