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