NYMEX.com: Exchange Wide Data

Exchange-Wide Margin Requirements

NYMEX Division
CME Globex® Listed Financially-Settled & miNY™ Futures
COMEX Division
NYMEX ClearPort®

Tier Requirements

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NYMEX Division Margin Requirements

Commodity

Outright Margins

Additional Spot Month Assessment

Intra/Inter Commodity Straddle Margins

Symbol

Name

Clearing Member/ Maintenance

Member Customer Initial

Non-Member Customer Initial

Tier 1^†

Tier 2^†

Tier 3^†

Tier 4^†

Tier 5^†

Tier 6^†

Tier 7

Tier 8^†

Tier 9^†

Crude Oil (Aug08 thru Dec08)

$9,250

$10,175

$12,488

$3,000¹

$4
50

$400

$300

N/A

Crude Oil (all other months)

$8,750

$9,625

$11,813

$3,000¹

$450

$400

$300

N/A

Natural Gas (Tier 1)

$8,250

$9,075

$11,138

$3,000¹

$750

N/A

Natural Gas (Tier 2)

$8,000

$8,800

$10,800

N/A

$500

N/A

Natural Gas (Tier 3)

$7,750

$8,525

$10,463

N/A

$500

N/A

Natural Gas (Tier 4)

$5,250

$5,775

$7,088

N/A

$500

N/A

Natural Gas (Tier 5)

$5,500

$6,050

$7,425

N/A

$500

N/A

Natural Gas (Tier 6)

$4,250

$4,675

$5,738

N/A

$500

N/A

Natural Gas (Tier 7)

$4,000

$4,400

$5,400

N/A

$500

N/A

Natural Gas (Tier 8)

$3,750

$4,125

$5,063

N/A

$500

N/A

Natural Gas (Tier 9)

$3,500

$3,850

$4,725

N/A

$250

Heating Oil (Tier 1)

$10,500

$11,550

$14,175

$3,000¹

$250

N/A

Heating Oil (Tier 2)

$10,250

$11,275

$13,838

N/A

$150

N/A

Heating Oil (Tier 3)

$10,000

$11,000

$13,500

N/A

$150

N/A

Heating Oil (Tier 4)

$8,750

$9,625

$11,813

N/A

$100

N/A

RBOB Gasoline (Tier 1)

$10,000

$11,000

$13,500

$3,000¹

$200

N/A

RBOB Gasoline (Tier 2)

$9,000

$9,900

$12,150

N/A

$200

N/A

RBOB Gasoline (Tier 3)

$8,250

$9,075

$11,138

N/A

$150

N/A

RBOB Gasoline (Tier 4)

$7,500

$8,250

$10,125

N/A

$200

N/A

Russian Export Blend Crude Oil (REBCO)

$12,000

$13,200

$16,200

N/A

$400

$250

$150

$100

N/A

Propane Gas

$3,250

$3,575

$4,388

$3,000¹

$400

$250

N/A

CAPP Coal

$20,000

$22,000

$27,000

$3,000¹

$400

$250

$150

$100

N/A

PRB Coal Swap

$1,500

$1,650

$2,025

N/A

$400

$250

$150

$100

N/A

CSX Coal Swap

$20,000

$22,000

$27,000

N/A

$250

N/A

Platinum

$6,000

$6,600

$8,100

$1,000²

$500

$300

N/A

Palladium

$2,750

$3,025

$3,713

$1,000²

$500

$300

N/A

Heating Oil Crack Spread Options

$600

$660

$810

N/A

$200

$100

N/A

Gasoline Crack Spread Options

$600

$660

$810

N/A

$200

$100

N/A

New York Harbor Ethanol

$4,000

$4,400

$5,400

$3,000⁵

$400

N/A

CME Globex® Listed Financially-Settled & miNY™ Futures

Commodity

Outright Margins

Additional Spot Month Assessment

Intra/Inter Commodity Straddle Margins

Symbol

Name

Clearing Member/ Maintenance

Member Customer Initial

Non-Member Customer Initial

Tier 1^†

Tier 2^†

Tier 3^†

Tier 4^†

Tier 5^†

Tier 6^†

Tier 7

Tier 8^†

Tier 9^†

Uranium

$1,500

$1,650

$2,025

N/A

$500

N/A

NYMEX miNY™ Crude Oil (Aug08 thru Dec08)

$4,625

$5,088

$6,244

N/A

$125

N/A

NYMEX miNY™ Crude Oil (all other months)

$4,375

$4,813

$5,906

N/A

$125

N/A

Brent Crude Oil

$9,500

$10,450

$12,825

N/A

$450

$400

$300

N/A

Brent Crude Oil - Last Day

$9,500

$10,450

$12,825

N/A

$450

$400

$300

N/A

Brent Crude Oil

$9,500

$10,450

$12,825

N/A

$450

$400

$300

N/A

NYMEX 321 PLUS Index

$2,500

$2,750

$3,375

N/A

$300

N/A

NYMEX miNY™ Natural Gas (Tier 1)

$2,063

$2,269

$2,784

N/A

$188

N/A

NYMEX miNY™ Natural Gas (Tier 2)

$2,000

$2,200

$2,700

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 3)

$1,938

$2,131

$2,616

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 4)

$1,313

$1,444

$1,772

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 5)

$1,375

$1,513

$1,856

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 6)

$1,063

$1,169

$1,434

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 7)

$1,000

$1,100

$1,350

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 8)

$938

$1,031

$1,266

N/A

$125

N/A

NYMEX miNY™ Natural Gas (Tier 9)

$875

$963

$1,181

N/A

$63

NYMEX miNY™ Heating Oil (Tier 1)

$5,250

$5,775

$7,088

N/A

$125

N/A

NYMEX miNY™ Heating Oil (Tier 2)

$5,125

$5,638

$6,919

N/A

$75

N/A

NYMEX miNY™ Heating Oil (Tier 3)

$5,000

$5,500

$6,750

N/A

NYMEX miNY™ Heating Oil (Tier 4)

$4,375

$4,813

$5,906

N/A

RBOB Gasoline (Tier 1)

$10,000

$11,000

$13,500

N/A

$200

N/A

RBOB Gasoline (Tier 2)

$9,000

$9,900

$12,150

N/A

$200

N/A

RBOB Gasoline (Tier 3)

$8,250

$9,075

$11,138

N/A

$150

N/A

RBOB Gasoline (Tier 4)

$7,500

$8,250

$10,125

N/A

$150

N/A

Gulf Coast Gasoline

$4,000

$4,400

$5,400

$3,000

$500

N/A

Gulf Coast Ultra Low Sulfur Diesel (ULSD)

$6,000

$6,600

8,100

$3,000

$480

N/A

NYMEX miNY™ Gasoline (Tier 1)

$5,000

$5,500

$6,750

N/A

$125

N/A

NYMEX miNY™ Gasoline (Tier 2)

$4,500

$4,950

$6,075

N/A

$250

N/A

NYMEX miNY™ Gasoline (Tier 3)

$4,125

$4,538

5,569

N/A

NYMEX miNY™ Gasoline (Tier 4)

$3,750

$4,125

5,063

N/A

COMEX miNY™ Copper

$2,875

$3,882

N/A

$40

N/A

COMEX miNY™ Gold

$2,750

$3,713

N/A

$25

N/A

COMEX miNY™ Silver

$3,000

$4,050

N/A

$40

N/A

COMEX Asian Gold

$1,768

$2,387

N/A

$20

N/A

NYMEX Asian Platinum

$1,929

$2,122

$2,605

N/A

$160

N/A

NYMEX Asian Palladium

$442

$486

$597

N/A

$80

N/A

COMEX London Copper Grade A

$2,200

$2,970

N/A

$80

N/A

COMEX London SHG Zinc

$3,000

$4,050

N/A

$160

N/A

COMEX London Primary Aluminum

$1,400

$1,890

N/A

$80

N/A

NYMEX Cocoa

$3,000

$4,050

N/A

$150

N/A

NYMEX Coffee

$4,000

$4,400

$5,400

N/A

$150

N/A

NYMEX Cotton

$2,500

$2,750

$3,375

N/A

$300

N/A

NYMEX Sugar #11

$1,500

$1,650

$2,025

N/A

$200

N/A

Ardour Global XL Equity Index Futures

$3,500

$3,850

$4,725

N/A

NYMEX Crude Oil MACI Index

$1,817

$1,999

$2,453

N/A

NYMEX Crude Oil Backwardation/Contango Index

$200

$220

$270

N/A

Nationwide Catastrophe Insurance

$8,000

$8,800

$10,800

N/A

Texas to Maine (except Florida) Catastrophe Insurance

$3,500

$3,850

$4,725

N/A

Florida Catastrophe Insurance

$3,500

$3,850

$4,725

N/A

COMEX Division Margin Requirements


Commodity		Outright Margins			Intra-Commodity / Inter-Month Spreads
Symbol	Name	Clearing Member/ Maintenance	Member & Hedge Customer	Non-Member Customer	Clearing Member/ Maintenance	Member & Hedge Customer	Non-Member Customer
AL	Aluminum	$2,250	$2,250	$3,038	$80	$80	$108
HG	Copper	$5,750	$5,750	$7,763	$80	$80	$108
GC	Gold	$5,500	$5,500	$7,425	$50	$50	$68
SI	Silver	$6,000	$6,000	$8,100	$80	$80	$108

NYMEX ClearPort^� Margin Requirements


Commodity		Outright Margins			Additional Spot Month Assessment ^{3, 4}	Intra-Commodity / Inter-Month Spreads
Symbol	Name	Clearing Member/ Maintenance	Member Initial	Non-Member Customer Initial	Additional Spot Month Assessment ^{3, 4}	Clearing Member/ Maintenance	Member Initial	Non-Member Customer Initial
Natural Gas Markets
NN	Henry Hub Swap (Tier 1)	$2,063	$2,269	$2,784	$750	$188	$206	$253
NN	Henry Hub Swap (Tier 2)	$2,000	$2,200	$2,700	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 3)	$1,938	$2,131	$2,616	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 4)	$1,313	$1,444	$1,772	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 5)	$1,375	$1,513	$1,856	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 6)	$1,063	$1,169	$1,434	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 7)	$1,000	$1,100	$1,350	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 8)	$938	$1,031	$1,266	N/A	$125	$138	$169
NN	Henry Hub Swap (Tier 9)	$875	$963	$1,181	N/A	$63	$69	$84
NP	Henry Hub Penultimate Swap (Tier 1)	$2,063	$2,269	$2,784	N/A	$188	$206	$253
NP	Henry Hub Penultimate Swap (Tier 2)	$2,000	$2,200	$2,700	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 3)	$1,938	$2,131	$2,616	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 4)	$1,313	$1,444	$1,772	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 5)	$1,375	$1,513	$1,856	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 6)	$1,063	$1,169	$1,434	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 7)	$1,000	$1,100	$1,350	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 8)	$938	$1,031	$1,266	N/A	$125	$138	$169
NP	Henry Hub Penultimate Swap (Tier 9)	$875	$963	$1,181	N/A	$63	$69	$84
HP	Natural Gas Penultimate (Tier 1)	$8,250	$9,075	$11,138	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 2)	$8,000	$8,800	$10,800	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 3)	$7,750	$8,525	$10,463	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 4)	$5,250	$5,775	$7,088	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 5)	$5,500	$6,050	$7,425	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 6)	$4,250	$4,675	$5,738	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 7)	$4,000	$4,400	$5,400	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 8)	$3,750	$4,125	$5,063	N/A	*	*	*
HP	Natural Gas Penultimate (Tier 9)	$3,500	$3,850	$4,725	N/A	*	*	*
HH	Natural Gas Last Day (Tier 1)	$8,250	$9,075	$11,138	N/A	*	*	*
HH	Natural Gas Last Day (Tier 2)	$8,000	$8,800	$10,800	N/A	*	*	*
HH	Natural Gas Last Day (Tier 3)	$7,750	$8,525	$10,463	N/A	*	*	*
HH	Natural Gas Last Day (Tier 4)	$5,250	$5,775	$7,088	N/A	*	*	*
HH	Natural Gas Penultimate (Tier 5)	$5,500	$6,050	$7,425	N/A	*	*	*
HH	Natural Gas Last Day (Tier 6)	$4,250	$4,675	$5,738	N/A	*	*	*
HH	Natural Gas Last Day (Tier 7)	$4,000	$4,400	$5,400	N/A	*	*	*
HH	Natural Gas Last Day (Tier 8)	$3,750	$4,125	$5,063	N/A	*	*	*
HH	Natural Gas Last Day (Tier 9)	$3,500	$3,850	$4,725	N/A	*	*	*
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