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| Non-Member Customer Initial | | | | Member Customer Initial | | | | Clearing Member and Customer Maintenance | | | |
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Tier 1: $10,125 | | | |
Tier 1: $8,250 | | | |
Tier 1: $7,500 | | |
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| Non-Member Customer Initial | | | | Member Customer Initial | | | | Clearing Member and Customer Maintenance | | | |
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Tier 2: $9,788 | | | |
Tier 2: $7,975 | | | |
Tier 2: $7,250 | | |
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| Non-Member Customer Initial | | | | Member Customer Initial | | | | Clearing Member and Customer Maintenance | | | |
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Tier 3: $9,450 | | | |
Tier 3: $7,700 | | | |
Tier 3: $7,000 | | |
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| Non-Member Customer Initial | | | | Member Customer Initial | | | | Clearing Member and Customer Maintenance | | | |
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Tier 4: $9,113 | | | |
Tier 4: $7,425 | | | |
Tier 4: $6,750 | | |
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| Non-Member Customer Initial | | | | Member Customer Initial | | | | Clearing Member and Customer Maintenance | | | | Assessments Spot Month | | | |
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| | | | | | | | | | Group 1 | | | | Group 2 | | | | Group 3 | | | | Group 4 | | | | Group 5 | | | | Group 6 | | | | Group 7 | | | | Group 8 | | | |
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| | 135% | | | | 110% | | | |
|
$250* |
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$150* |
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$150* |
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$100* |
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N/A |
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N/A |
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N/A |
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N/A |
|
| | | | $3,000 † | | |
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| Pair Commodities Per Net Delta Position | | | | Net Delta Position | | | | Percentage of Initial Margin | | | |
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| | HC:CL:HO | | | | 1:1:1 | | | | 95 | | |
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| | UC:HU:HC:HO | | | | 1:1:1:1 | | | | 78 | | |
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| | HC:HO | | | | 1:1 | | | | 55 | | |
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| | UC:HO | | | | 1:1 | | | | 60 | | |
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| | CL:HU:HO | | | | 3:2:1 | | | | 75 | | |
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| | CL:HO | | | | 1:1 | | | | 65 | | |
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| | HO:HU | | | | 1:1 | | | | 75 | | |
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| | HO:NG | | | | 1:1 | | | | 40 | | |
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| | HO:PN | | | | 1:1 | | | | 50 | | |
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| | CL:GU:HO | | | | 3:2:1 | | | | 75 | | |
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| | HO:GU | | | | 1:1 | | | | 60 | | |
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| Volatility Scan Range | | | | Volatility Weight Factor | | | | Extreme Move Value | | | | Extreme Move Coverage | | | | Short Option Minimum | | | |
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| | 2.5 | | | | 0 | | | | 3 | | | | 33 | | | | $10 | | |
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NOTES:
| Outright (Scan) |
| * |
Tier 1: 1st nearby month (spot month) |
| |
Tier 2: 2nd through 5th nearby |
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Tier 3: 6th through 11th nearby |
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Tier 4: Greater than 11th nearby |
| Intra-Commodity Margin Tiers |
| * |
Tier 1: 1st nearby month (spot month) |
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Tier 2: 2nd nearby |
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Tier 3: 3rd through 9th nearby |
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Tier 4: Greater than 9th nearby |
| | |
| † | The spot month assessment will take place in two increments. First, $100 on positions at the close of business on the business day preceding termination. Second, an additional $2,900 on positions at the close of business on the day of termination. |
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