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
By Ilan
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