Margins for the east–west fuel oil spread swap futures contract will increase to $5,000 from $1,700 for clearing members, to $5,500 from $1,870 for members, and to $6,750 from $2,295 for customers. Intra–commodity spread margins will increase to $1,000 from $340 for clearing members, to $1,100 from $374 for members, and to $1,350 from $459 for customers.
Margins for the high–low sulfur fuel oil spread swap futures contract will increase to $10,000 from $1,700 for clearing members, to $11,000 from $1,870 for members, and to $13,500 from $2,295 for customers. Intra–commodity spread margins will increase to $1,000 from $340 for clearing members, to $1,100 from $374 for members, and to $1,350 from $459 for customers.
Margins for the WTI–brent crude oil spread calendar swap futures contract will increase to $500 from $250 for clearing members, to $550 from $275 for members, and to $675 from $338 for customers. Intra–commodity spread margins will be $50 for clearing members, to $55 for members, and to $68 for customers.
Margins for the Singapore gasoil calendar swap futures contract will increase to $3,500 from $2,500 for clearing members, to $3,850 from $2,750 for members, and to $4,725 from $3,375 for customers. Intra–commodity spread margins will increase to $400 from $250 for clearing members, to $440 from $275 for members, and to $540 from $338 for customers.
