NYMEX.com: NYMEX ClearPortÂ®

New York Mercantile Exchange

>> CME Group and Citadel to Launch First Integrated, Centrally Cleared Credit Default Swaps Platform

NYMEX ClearPortÂ®



		All NYSIO

		Description


		Settlements


		NERC Holidays


		Terms & Conditions



		Monthly Peak

		Specifications


		Margins


		Termination Schedule



		Monthly Off-Peak

		Specifications


		Margins


		Termination Schedule



		Daily Peak

		Specifications


		Margins

NYISO Zone A LBMP Monthly Peak Swap

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Tier 1: $3,375				Tier 1: $2,750				Tier 1: $2,500				$3,500†

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Tier 2: $3,375				Tier 2: $2,750				Tier 2: $2,500				$3,500†

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Tier 3: $2,025				Tier 3: $1,650				Tier 3: $1,500				$3,500†

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Tier 4: $1,350				Tier 4: $1,100				Tier 4: $1,000				$3,500†

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Straddle (Tier 1): $675				Straddle (Tier 1): $550				Straddle (Tier 1): $500				N/A

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Straddle (Tier 2): $135				Straddle (Tier 2): $110				Straddle (Tier 2): $100				N/A

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Straddle (Tier 3): $135				Straddle (Tier 3): $110				Straddle (Tier 3): $100				N/A

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance				Assessments Spot Month



	Straddle (Tier 4): $135				Straddle (Tier 4): $110				Straddle (Tier 4): $100				N/A

	Spread				Priority				Ratio				Credit



	KA:NG				67				1:2				60


	KA:QJ				70				1:1				60


	KA:KV				73				1:1				40


	KA:KM				76				1:1				40


	KA:KG				79				1:1				60


	KA:KJ				80				1:1				60


	NF:NG:KA				126				4:1:2				60


	NX:NG:KA				127				4:1:2				60


	TC:NG:KA				128				4:1:2				60


	PD:NG:KA				129				4:1:2				60


	NY:NG:KA				130				4:1:2				60


	NE:NG:KA				131				4:1:2				60


	NK:NG:KA				132				4:1:2				60


	NL:NG:KA				133				4:1:2				60


	PE:NG:KA