|
|
 |
 |
| Outright Margins |
|
|
| |
Clearing Member/ Maintenance |
Member & Hedge Customer |
Non-Member Customer |
| 100% |
100% |
135% |
| All Months |
$3,000 |
$3,000 |
$4,050 |
|
| Intra-Commodity / Inter-Month Spreads |
|
|
| |
Clearing Member/ Maintenance |
Member & Hedge Customer |
Non-Member Customer |
| 90% |
100% |
135% |
| All Months |
$40 |
$40 |
$54 |
|
| SPAN Parameters |
|
|
| Volatility Scan Range |
Extreme Move Value |
Extreme Move Coverage |
Short Option Minimum |
| 2.5% |
3 |
33% |
$10 |
|
|
|