Margins for the first month of the CenterPoint natural gas basis swap and Dawn natural gas basis swap futures contracts will be $800 for clearing members; $880 for members; and $1,080 for customers. Margins on all other months will be $300 for clearing members; $330 for members; and $405 for customers. Intra–commodity spread margins on all months will be $25 for clearing members; $28 for members; and $34 for customers.
The margins for the first and second months of the CenterPoint natural gas index swap, Dawn natural gas index swap, ANR Oklahoma natural gas index swap, NGPL Mid–Con natural gas index swap, NGPL TexOk natural gas index swap, Dermarc natural gas index swap, and Verntura natural gas index swap futures contracts will be $1,500 for clearing members; $1,650 for members; and $2,025 for customers. Margins on all other months will be $100 for clearing members; $110 for members; and $135 for customers. Intra-commodity spread margins on all months will be $25 for clearing members; $28 for members; and $34 for customers.
The margins for CenterPoint natural gas swing swap, Dawn natural gas swing swap, ANR Oklahoma natural gas swing swap, NGPL Mid–Con natural gas swing swap, NGPL TexOk natural gas swing swap, Dermarc natural gas swing swap, and Ventura natural gas swing swap futures contracts will be $3,500 for clearing members; $3,850 for members; and $4,725 for customers. Intra–commodity spread margins on all months will be $100 for clearing members; $110 for members; and $135 for customers.
