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CIG Rocky Mountain Basis Swap (Platts IFERC)
NYMEX ClearPort
Contract Detail
Description
Specifications
Margins
Termination Schedule
Terms & Conditions
Settlements
CIG Rockies Swap
Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 1: $5,400Tier 1: $4,400Tier 1: $4,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 2: $4,050Tier 2: $3,300Tier 2: $3,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 3: $2,700Tier 3: $2,200Tier 3: $2,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 4: $2,700Tier 4: $2,200Tier 4: $2,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 5: $2,700Tier 5: $2,200Tier 5: $2,000N/A

Inter-Commodity Straddle Margin 
Tier 1 - Any SpreadClearing: $25

Inter-Commodity Straddle Margin 
Tier 1 - Any SpreadMember: $28

Inter-Commodity Straddle Margin 
Tier 1 - Any SpreadNon-Member Customer: $34

NOTES:
†For cleared contracts, the spot month assessment is effective on the day submission deadline terminates.
 For traded contracts, the spot month assessment is effective as of the close of business one day prior to the last trading day.
* Tier 1: 1st nearby month (spot month)
  Tier 2: 2nd through 6th nearby month
  Tier 3: 7th through 9th nearby month
  Tier 4: 10th through 16th nearby month
  Tier 5: Greater than 16th nearby month
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