NYMEX Energy Futures Margin Requirements Changes – Heating Oil Futures and RBOB Gasoline Futures

Please be aware of margin requirement changes for selected energy futures contracts starting after the close of business on Monday, September 12, 2011. Below we provided a few selected contract changes.

NYMEX Heating Oil Futures Margin Requirement Changes

CC Rate Type Description Change ISO Current Initial Current Maintenance New Initial New Maintenance
HO Spec Tier 1 Decr. USD 9,788 7,250 8.775 6,500
HO Hedge/Member Tier 1 Decr. USD 7,250 7,250 6,500 6,500
HO Spec Tier 2 Decr. USD 9.788 7,250 8,775 6,500
HO Hedge/Member Tier 2 Decr. USD 7.250 7,250 6,500 6,500
HO Spec Tier 3 Decr. USD 9,788 7,250 8,775 6,500
HO Hedge/Member Tier 3 Decr. USD 7,250 7,250 6,500 6,500
HO Spec Tier 4 Decr. USD 9,450 7,000 8,438 6,250
HO Hedge/Member Tier 4 Decr. USD 7,000 7,000 6,250 6,250

 

NYMEX RBOB Gasoline Futures Margin Requirement Changes

CC Rate Type Description Change ISO Current Initial Current Maintenance New Initial New Maintenance
RT Spec Tier 1 Decr. USD 11,475 8,500 10,463 7,750
RT Hedge/Member Tier 1 Decr. USD 8,500 8,500 7,750 7,750
RT Spec Tier 2 Decr. USD 11,475 8,500 10,463 7,750
RT Hedge/Member Tier 2 Decr. USD 8,500 8,500 7,750 7,750
RT Spec Tier 3 Decr. USD 11,138 8,500 10,125 7,750
RT Hedge/Member Tier 3 Decr. USD 8,250 8,500 7,500 7,750
RT Spec Tier 4 Decr. USD 10,125 7,500 9,113 6,750
RT Hedge/Member Tier 4 Decr. USD 7,500 7,500 6,750 6,750

You can view the rest of the NYMEX energy futures margin requirements changes here: http://www.cmegroup.com/tools-information/lookups/advisories/clearing/files/Chadv11-317.pdf

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