They are:
Clearing Member/ Maintenance Margin | Member Customer Initial Margin | Non-Member Customer Initial Margin | |
ELECTRICITY | |||
NYISO A (KA) | $1,500 | $1,650 | $2,025 |
NYISO G (KG) | $1,500 | $1,650 | $2,025 |
NYISO J (KJ) | $1,500 | $1,650 | $2,025 |
NATURAL GAS BASIS SWAPS | |||
MichCon Basis (NF) | $50 | $55 | $68 |
Permian Basis (PM) | $175 | $193 | $236 |
Texas Eastern Zone M-3 Basis (NX) | $50 | $55 | $68 |
TCO Basis (TC) | $325 | $358 | $439 |
PGE&E Malin Basis (PB) | $650 | $715 | $878 |
PGE&E Citygate Basis (PC) | $1,000 | $1,100 | $1,350 |
NGPL Tex / OK Basis (PD) | $150 | $165 | $203 |
NGPL LA Basis (NY) | $200 | $220 | $270 |
ANR Oklahoma Basis (NE) | $100 | $110 | $135 |
SUMAS Basis (NK) | $200 | $220 | $270 |
NGPL Mid-Continent Basis (NL) | $150 | $165 | $203 |
Northern Natural Gas Demarcation Basis (PE) | $75 | $83 | $101 |
Northern Natural Gas Ventura, Iowa Basis (PF) | $400 | $440 | $540 |
Dominion Transmission Inc. ýýý Appalachia Basis (PG) | $200 | $220 | $270 |
OIL SWAPS | |||
WTI-Bow River Swap (MA) | $2,400 | $2,640 | $3,240 |
Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap (MD) | $600 | $660 | $810 |
Gulf Coast Jet vs. NYMEX No. 2 Heating Oil Spread Swap (ME) | $600 | $660 | $810 |
Gulf Coast No. 6 Fuel Oil 3.0%S Swap (MF) | $2,400 | $2,640 | $3,240 |
Gulf Coast No. 6 Fuel Oil Crack Swap (MG) | $2,400 | $2,640 | $3,240 |
Los Angeles CARB Gasoline Swap (MH) | $2,400 | $2,640 | $3,240 |
Los Angeles CARB Gasoline vs. NYMEX Gasoline Swap (MI) | $600 | $660 | $810 |
New York Harbor Conv. Gasoline vs. NYMEX Unleaded Gasoline Spread Swap (MJ) | $600 | $660 | $810 |
New York Harbor LS Diesel vs. NYMEX No. 2 Heating Oil Spread Swap (MK) | $600 | $660 | $810 |
New York Harbor Residual Fuel Crack Swap (ML) | $600 | $660 | $810 |
New York Harbor Residual Fuel 1.0%S Swap (MM) | $2,400 | $2,640 | $3,240 |
NYMEX Gasoline vs. NYMEX Heating Oil Swap (MR) | $600 | $660 | $810 |
NYMEX Gasoline Calendar Swap (MS) | $2,400 | $2,640 | $3,240 |
NYMEX New York Harbor Heating Oil Calendar Swap (MP) | $2,400 | $2,640 | $3,240 |
L.A. Jet Fuel vs. NYMEX No. 2 Heating Oil Spread Swap (MQ) | $600 | $660 | $810 |
The intra-commodity straddle margins for the additional products are:
Clearing Member/ Maintenance Margin | Member Customer Initial Margin | Non-Member Customer Initial Margin | |
ELECTRICITY | |||
NYISO A (KA) | $1,500 | $1,650 | $2,025 |
NYISO G (KG) | $1,500 | $1,650 | $2,025 |
NYISO J (KJ) | $1,500 | $1,650 | $2,025 |
NATURAL GAS BASIS SWAPS | |||
MichCon Basis (NF) | $25 | $28 | $34 |
Permian Basis (PM) | $25 | $28 | $34 |
Texas Eastern Zone M-3 Basis (NX) | $25 | $28 | $34 |
TCO Basis (TC) | $25 | $28 | $34 |
PGE&E Malin Basis (PB) | $25 | $28 | $34 |
PGE&E Citygate Basis (PC) | $25 | $28 | $34 |
NGPL Tex / OK Basis (PD) | $25 | $28 | $34 |
NGPL LA Basis (NY) | $25 | $28 | $34 |
ANR Oklahoma Basis (NE) | $25 | $28 | $34 |
SUMAS Basis (NK) | $25 | $28 | $34 |
NGPL Mid-Continent Basis (NL) | $25 | $28 | $34 |
Northern Natural Gas Demarcation Basis (PE) | $25 | $28 | $34 |
Northern Natural Gas Ventura, Iowa Basis (PF) | $25 | $28 | $34 |
Dominion Transmission Inc. ýýý Appalachia Basis (PG) | $25 | $28 | $34 |
OIL SWAPS | |||
WTI-Bow River Swap (MA) | $480 | $528 | $648 |
Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap (MD) | $240 | $264 | $324 |
Gulf Coast Jet vs. NYMEX No. 2 Heating Oil Spread Swap (ME) | $240 | $264 | $324 |
Gulf Coast No. 6 Fuel Oil 3.0%S Swap (MF) | $480 | $528 | $648 |
Gulf Coast No. 6 Fuel Oil Crack Swap (MG) | $480 | $528 | $648 |
Los Angeles CARB Gasoline Swap (MH) | $480 | $528 | $648 |
Los Angeles CARB Gasoline vs. NYMEX Gasoline Swap (MI) | $240 | $264 | $324 |
New York Harbor Conv. Gasoline vs. NYMEX Unleaded Gasoline Spread Swap (MJ) | $240 | $264 | $324 |
New York Harbor LS Diesel vs. NYMEX No. 2 Heating Oil Spread Swap (MK) | $240 | $264 | $324 |
New York Harbor Residual Fuel Crack Swap (ML) | $480 | $528 | $648 |
New York Harbor Residual Fuel 1.0%S Swap (MM) | $480 | $528 | $648 |
NYMEX Gasoline vs. NYMEX Heating Oil Swap (MR) | $240 | $264 | $324 |
NYMEX Gasoline Calendar Swap (MS) | $480 | $528 | $648 |
NYMEX New York Harbor Heating Oil Calendar Swap (MP) | $480 | $528 | $648 |
L.A. Jet Fuel vs. NYMEX No. 2 Heating Oil Spread Swap (MQ) | $240 | $264 | $324 |
The spot month assessments are:
ELECTRICITY | |
NYISO A (KA) | $3,500 |
NYISO G (KG) | $3,500 |
NYISO J (KJ) | $3,500 |
NATURAL GAS BASIS SWAPS | |
MichCon Basis (NF) | $750 |
Permian Basis (PM) | $750 |
Texas Eastern Zone M-3 Basis (NX) | $750 |
TCO Basis (TC) | $750 |
PGE&E Malin Basis (PB) | $750 |
PGE&E Citygate Basis (PC) | $750 |
NGPL Tex / OK Basis (PD) | $750 |
NGPL LA Basis (NY) | $750 |
ANR Oklahoma Basis (NE) | $750 |
SUMAS Basis (NK) | $750 |
NGPL Mid-Continent Basis (NL) | $750 |
Northern Natural Gas Demarcation Basis (PE) | $750 |
Northern Natural Gas Ventura, Iowa Basis (PF) | $750 |
Dominion Transmission Inc. - Appalachia Basis (PG) | $750 |