|
|
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 | Non-Member Customer Initial |  |  |  | Member Customer Initial |  |  |  | Clearing Member and Customer Maintenance |  |  |  |
 |  |
 |  |
 |
 |
 |  |
 |  |
 |  | $12,825 |  |  |  | $10,450 |  |  |  | $9,500 |  |  |
|---|
 |
 |  |
 |  |
 |
 |
|
 |
 |
 |
 |
 |
 |
 | Inter-Commodity Straddle Margin |  |  |  | |  |  |  |
 |  |
 |
 |
 |  |
 |  | Tier 1 - Any Spread |  |  |  | $400 (Tier 1) |  |  |
|---|
 |
 |  |
 |
 |
|
 |
 |
 |
 |
 |
 |
 | Inter-Commodity Straddle Margin |  |  |  | |  |  |  |
 |  |
 |
 |
 |  |
 |  | Tier 1 - Any Spread |  |  |  | $250 (Tier 2) |  |  |
|---|
 |
 |  |
 |
 |
|
 |
 |
 |
 |
 |
 |
 | Inter-Commodity Straddle Margin |  |  |  | |  |  |  |
 |  |
 |
 |
 |  |
 |  | Tier 1 - Any Spread |  |  |  | $150 (Tier 3) |  |  |
|---|
 |
 |  |
 |
 |
|
 |
 |
 |
 |
 |
 |
 | Inter-Commodity Straddle Margin |  |  |  | |  |  |  |
 |  |
 |
 |
 |  |
 |  | Tier 1 - Any Spread |  |  |  | $100 (Tier 4) |  |  |
|---|
 |
 |  |
 |
 |
|
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 | Spread |  |  |  | Priority |  |  |  | Ratio |  |  |  | Credit |  |  |  |
 |  |
 |  |
 |  |
 |
 |
 |  |
 |  |
 |  |
 |  | WS:BB |  |  |  | 45 |  |  |  | 1:1 |  |  |  | 98 |  |  |
|---|
 |
 |  |
 |  |
 |  |
 |
 |
|
NOTES:
| Intra-Commodity Spread (Straddle) Margin Tiers |
* |
Group (Tier) 1: 1st nearby |
| |
Group (Tier) 2: 2nd - 5th nearby |
| |
Group (Tier) 3: 6th - 12th nearby |
| |
Group (Tier) 4: Greater than 12th nearby |
|
 |
 |