|
|
|
Outright Margins |
|
|
|
Clearing Member/ Maintenance |
Member & Hedge Customer |
Non-Member Customer |
100% |
100% |
135% |
All Months |
$1,250 |
$1,250 |
$1,688 |
|
Intra-Commodity / Inter-Month Spreads |
|
|
|
Clearing Member/ Maintenance |
Member & Hedge Customer |
Non-Member Customer |
90% |
100% |
135% |
All Months |
$25 |
$25 |
$34 |
|
SPAN Parameters |
|
|
Volatility Scan Range |
Extreme Move Value |
Extreme Move Coverage |
Short Option Minimum |
2.5% |
3 |
33% |
$10 |
|
|
|