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| NYMEX Division Margin Requirements |
 |
 |
| Commodity |
Outright
Margins |
Additional
Spot Month Assessment |
Intra/Inter
Commodity Straddle Margins |
| Symbol |
Name |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
Tier 1† |
Tier 2† |
Tier 3† |
Tier 4† |
Tier 5† |
Tier 6† |
Tier 7 |
Tier 8† |
Tier 9† |
| CL |
Crude Oil (Tier 1) |
$5,750 |
$5,750 |
$7,763 |
$3,0001 |
N/A |
$1,250 |
$1,250 |
$2,000 |
N/A |
N/A |
N/A |
N/A |
N/A |
| CL |
Crude Oil (Tier 2) |
$5,750 |
$5,750 |
$7,763 |
$3,0001 |
N/A |
$1,000 |
$1,000 |
$1,600 |
N/A |
N/A |
N/A |
N/A |
N/A |
| CL |
Crude Oil (Tier 3) |
$5,750 |
$5,750 |
$7,763 |
$3,0001 |
N/A |
N/A |
$1,000 |
$1,000 |
N/A |
N/A |
N/A |
N/A |
N/A |
| CL |
Crude Oil (Tier 4) |
$5,750 |
$5,750 |
$7,763 |
$3,0001 |
N/A |
N/A |
N/A |
$1,500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| CS |
WTI Calendar Swap |
$5,750 |
$5,750 |
$7,763 |
N/A |
$725 |
$625 |
$500 |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| WS |
Crude Oil |
$5,750 |
$5,750 |
$7,763 |
N/A |
$725 |
$625 |
$500 |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| NG |
Natural Gas (Tier 1) |
$5,000 |
$5,000 |
$6,750 |
$3,0001 |
N/A |
$250 |
$500 |
$800 |
$600 |
$1,000 |
$1,000 |
$1,000 |
$500 |
| NG |
Natural Gas (Tier 2) |
$4,750 |
$4,750 |
$6,413 |
N/A |
N/A |
N/A |
$500 |
$950 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
| NG |
Natural Gas (Tier 3) |
$4,500 |
$4,500 |
$6,075 |
N/A |
N/A |
N/A |
$500 |
$750 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
| NG |
Natural Gas (Tier 4) |
$4,500 |
$4,500 |
$6,075 |
N/A |
N/A |
N/A |
N/A |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
$1,000 |
| NG |
Natural Gas (Tier 5) |
$4,250 |
$4,250 |
$5,738 |
N/A |
N/A |
N/A |
N/A |
N/A |
$700 |
$950 |
$900 |
$750 |
$850 |
| NG |
Natural Gas (Tier 6) |
$4,000 |
$4,000 |
$5,400 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$500 |
$500 |
$500 |
$500 |
| NG |
Natural Gas (Tier 7) |
$3,750 |
$3,750 |
$5,063 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$500 |
$500 |
$550 |
| NG |
Natural Gas (Tier 8) |
$3,500 |
$3,500 |
$4,725 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$500 |
$500 |
| NG |
Natural Gas (Tier 9) |
$3,500 |
$3,500 |
$4,725 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$500 |
| HO |
Heating Oil (Tier 1) |
$6,750 |
$6,750 |
$9,113 |
$3,0001 |
N/A |
$250 |
$500 |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| HO |
Heating Oil (Tier 2) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
$300 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
| HO |
Heating Oil (Tier 3) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
$300 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
| HO |
Heating Oil (Tier 4) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
$200 |
N/A |
N/A |
N/A |
N/A |
N/A |
| RB |
RBOB Gasoline (Tier 1) |
$6,500 |
$6,500 |
$8,775 |
$3,0001 |
N/A |
$250 |
$500 |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
| RB |
RBOB Gasoline (Tier 2) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
$500 |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| RB |
RBOB Gasoline (Tier 3) |
$6,250 |
$6,250 |
$8,438 |
N/A |
N/A |
N/A |
$400 |
$400 |
N/A |
N/A |
N/A |
N/A |
N/A |
| RB |
RBOB Gasoline (Tier 4) |
$5,500 |
$5,500 |
$7,425 |
N/A |
N/A |
N/A |
N/A |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
| RE |
Russian Export Blend Crude Oil (REBCO)
|
$6,500 |
$6,500 |
$8,775 |
N/A |
$400 |
$250 |
$150 |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
| PN |
Propane Gas |
$3,250 |
$3,250 |
$4,388 |
$3,0001 |
$400 |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QL |
CAPP Coal |
$11,000 |
$11,000 |
$14,850 |
$3,0001 |
$400 |
$250 |
$150 |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
| QP |
PRB Coal Swap |
$700 |
$700 |
$945 |
N/A |
$400 |
$250 |
$150 |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
| QX |
CSX Coal Swap |
$7,000 |
$7,000 |
$9,450 |
N/A |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| PL |
Platinum |
$4,500 |
$4,500 |
$6,075 |
$1,0002 |
$500 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| PA |
Palladium |
$2,750 |
$2,750 |
$3,713 |
$1,0002 |
$500 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| CH |
Heating Oil Crack Spread Options |
$600 |
$600 |
$810 |
N/A |
$200 |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QE |
New York Harbor Ethanol |
$5,500 |
$5,500 |
$7,425 |
$3,0005 |
$400 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
|
| CME Globex® Listed, Financially-Settled, & miNY™
Futures |
 |
 |
| Commodity |
Outright
Margins |
Additional
Spot Month Assessment |
Intra/Inter
Commodity Straddle Margins |
| Symbol |
Name |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
Tier 1† |
Tier 2† |
Tier 3† |
Tier 4† |
Tier 5† |
Tier 6† |
Tier 7 |
Tier 8† |
Tier 9† |
| HR |
U.S. Midwest Domestic Hot-Rolled Coil Steel |
$950 |
$950 |
$1,283 |
N/A |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| UX |
Uranium |
$2,000 |
$2,000 |
$2,700 |
N/A |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QM |
NYMEX miNY Crude Oil |
$2,875 |
$2,875 |
$3,881 |
N/A |
$375 |
$313 |
$250 |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
| BB |
Brent Crude Oil |
$6,500 |
$6,500 |
$8,775 |
N/A |
$450 |
$400 |
$300 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
| BZ |
Brent Crude Oil - Last Day |
$6,500 |
$6,500 |
$8,775 |
N/A |
$450 |
$400 |
$300 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
| CY |
Brent Crude Oil |
$6,500 |
$6,500 |
$8,775 |
N/A |
$450 |
$400 |
$300 |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 1) |
$1,250 |
$1,250 |
$1,688 |
N/A |
$188 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 2) |
$1,188 |
$1,188 |
$1,603 |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 3) |
$1,125 |
$1,125 |
$1,519 |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 4) |
$1,125 |
$1,125 |
$1,519 |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 5) |
$1,063 |
$1,063 |
$1,434 |
N/A |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 6) |
$1,000 |
$1,000 |
$1,350 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 7) |
$938 |
$938 |
$1,266 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 8) |
$875 |
$875 |
$1,181 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
| QG |
NYMEX miNY Natural Gas (Tier 9) |
$875 |
$875 |
$1,181 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
$63 |
| QH |
NYMEX miNY Heating Oil (Tier 1) |
$3,125 |
$3,125 |
$4,219 |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QH |
NYMEX miNY Heating Oil (Tier 2) |
$3,000 |
$3,000 |
$4,050 |
N/A |
N/A |
$75 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QH |
NYMEX miNY Heating Oil (Tier 3) |
$3,000 |
$3,000 |
$4,050 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QH |
NYMEX miNY Heating Oil (Tier 4) |
$2,875 |
$2,875 |
$3,881 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| RT |
RBOB Gasoline (Tier 1) |
$7,000 |
$7,000 |
$9,450 |
N/A |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| RT |
RBOB Gasoline (Tier 2) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| RT |
RBOB Gasoline (Tier 3) |
$6,750 |
$6,750 |
$9,113 |
N/A |
N/A |
N/A |
$200 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| RT |
RBOB Gasoline (Tier 4) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
$250 |
N/A |
N/A |
N/A |
N/A |
N/A |
| LR |
Gulf Coast Gasoline |
$6,500 |
$6,500 |
$8,775 |
$3,000 |
$500 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| LU |
Gulf Coast Ultra Low Sulfur Diesel (ULSD) |
$6,500 |
$6,500 |
$8,775 |
$3,000 |
$480 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QU |
NYMEX miNY Gasoline (Tier 1) |
$3,500 |
$3,500 |
$4,725 |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QU |
NYMEX miNY Gasoline (Tier 2) |
$3,250 |
$3,250 |
$4,388 |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QU |
NYMEX miNY Gasoline (Tier 3) |
$3,375 |
$3,375 |
$4,556 |
N/A |
N/A |
N/A |
$100 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QU |
NYMEX miNY Gasoline (Tier 4) |
$3,000 |
$3,000 |
$4,050 |
N/A |
N/A |
N/A |
N/A |
$125 |
N/A |
N/A |
N/A |
N/A |
N/A |
| QC |
COMEX miNY Copper |
$2,875 |
$2,875 |
$3,882 |
N/A |
$40 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QO |
COMEX miNY Gold |
$2,000 |
$2,000 |
$2,699 |
N/A |
$25 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QI |
COMEX miNY Silver |
$3,000 |
$3,000 |
$4,050 |
N/A |
$40 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QS |
COMEX Asian Gold |
$1,286 |
$1,286 |
$1,736 |
N/A |
$20 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QR |
NYMEX Asian Platinum |
$1,447 |
$1,447 |
$1,953 |
N/A |
$160 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| QT |
NYMEX Asian Palladium |
$442 |
$442 |
$597 |
N/A |
$80 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| CJ |
NYMEX Cocoa |
$3,000 |
$3,000 |
$4,050 |
N/A |
$150 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| KT |
NYMEX Coffee |
$4,000 |
$4,000 |
$5,400 |
N/A |
$150 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| TT |
NYMEX Cotton |
$2,000 |
$2,000 |
$2,700 |
N/A |
$300 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| YO |
NYMEX Sugar #11 |
$1,200 |
$1,200 |
$1,620 |
N/A |
$200 |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
| XC |
NYMEX Crude Oil MACI Index |
$1,150 |
$1,150 |
$1,552 |
N/A |
|
|
|
|
|
|
|
|
|
| XK |
NYMEX Crude Oil Backwardation/Contango Index |
$200 |
$200 |
$270 |
N/A |
|
|
|
|
|
|
|
|
|
|
| COMEX Division Margin Requirements |
 |
 |
| Commodity |
Outright Margins |
Intra-Commodity / Inter-Month
Spreads |
| Symbol |
Name |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
| AL |
Aluminum |
$2,250 |
$2,250 |
$3,038 |
$80 |
$80 |
$108 |
| HG |
Copper |
$5,750 |
$5,750 |
$7,763 |
$80 |
$80 |
$108 |
| GC |
Gold |
$3,999 |
$3,999 |
$5,399 |
$50 |
$50 |
$68 |
| SI |
Silver |
$6,000 |
$6,000 |
$8,100 |
$80 |
$80 |
$108 |
| 8Q |
E-mini Gold |
$1,333 |
$1,333 |
$1,800 |
$17 |
$17 |
$23 |
| 6Q |
E-mini Silver |
$1,200 |
$1,200 |
$1,620 |
$30 |
$30 |
$41 |
|
| NYMEX ClearPort® Margin Requirements |
 |
 |
| Commodity |
Outright Margins |
Additional Spot Month Assessment
3, 4 |
Intra-Commodity / Inter-Month
Spreads |
| Symbol |
Name |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
Clearing Member/ Maintenance |
Member/Hedger Customer Initial |
Non-Member/Non-Hedger Customer Initial |
Natural Gas Markets |
| NN |
Henry Hub Swap (Tier 1) |
$1,250 |
$1,250 |
$1,688 |
$750 |
$188 |
$206 |
$253 |
| NN |
Henry Hub Swap (Tier 2) |
$1,188 |
$1,188 |
$1,603 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 3) |
$1,125 |
$1,125 |
$1,519 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 4) |
$1,125 |
$1,125 |
$1,519 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 5) |
$1,063 |
$1,063 |
$1,434 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 6) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 7) |
$938 |
$938 |
$1,266 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 8) |
$875 |
$875 |
$1,181 |
N/A |
$125 |
$138 |
$169 |
| NN |
Henry Hub Swap (Tier 9) |
$875 |
$875 |
$1,181 |
N/A |
$63 |
$69 |
$84 |
| NP |
Henry Hub Penultimate Swap (Tier 1) |
$1,250 |
$1,250 |
$1,688 |
N/A |
$188 |
$206 |
$253 |
| NP |
Henry Hub Penultimate Swap (Tier 2) |
$1,188 |
$1,188 |
$1,603 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 3) |
$1,125 |
$1,125 |
$1,519 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 4) |
$1,125 |
$1,125 |
$1,519 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 5) |
$1,063 |
$1,063 |
$1,434 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 6) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 7) |
$938 |
$938 |
$1,266 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 8) |
$875 |
$875 |
$1,181 |
N/A |
$125 |
$138 |
$169 |
| NP |
Henry Hub Penultimate Swap (Tier 9) |
$875 |
$875 |
$1,181 |
N/A |
$63 |
$69 |
$84 |
| HP |
Natural Gas Penultimate (Tier 1) |
$5,000 |
$5,000 |
$6,750 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 2) |
$4,750 |
$4,750 |
$6,413 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 3) |
$4,500 |
$4,500 |
$6,075 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 4) |
$4,500 |
$4,500 |
$6,075 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 5) |
$4,250 |
$4,250 |
$5,738 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 6) |
$4,000 |
$4,000 |
$5,400 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 7) |
$3,750 |
$3,750 |
$5,063 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 8) |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| HP |
Natural Gas Penultimate (Tier 9) |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 1) |
$5,000 |
$5,000 |
$6,750 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 2) |
$4,750 |
$4,750 |
$6,413 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 3) |
$4,500 |
$4,500 |
$6,075 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 4) |
$4,500 |
$4,500 |
$6,075 |
N/A |
|
|
|
| HH |
Natural Gas Penultimate (Tier 5) |
$4,250 |
$4,250 |
$5,738 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 6) |
$4,000 |
$4,000 |
$5,400 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 7) |
$3,750 |
$3,750 |
$5,063 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 8) |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| HH |
Natural Gas Last Day (Tier 9) |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| BH |
Heating Oil (Tier 1) |
$6,250 |
$6,250 |
$8,438 |
N/A |
$250 |
$275 |
$338 |
| BH |
Heating Oil (Tier 2) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$200 |
$220 |
$270 |
| BH |
Heating Oil (Tier 3) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$200 |
$220 |
$270 |
| BH |
Heating Oil (Tier 4) |
$5,750 |
$5,750 |
$7,763 |
N/A |
$150 |
$165 |
$203 |
| SN |
Henry Hub Swing Swap |
$1,750 |
$1,750 |
$2,363 |
N/A |
$50 |
$55 |
$68 |
| IN |
Henry Hub Index Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25 |
$28 |
$34 |
| IN |
Henry Hub Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IN |
Henry Hub Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| V2 |
NYMEX Colombian Peso |
$2,500 |
$2,500 |
$3,375 |
N/A |
$250 |
$275 |
$338 |
| CI |
CIG Rockies Swap (Tier 1) |
$1,800 |
$1,800 |
$2,430 |
N/A |
$25 |
$28 |
$34 |
| CI |
CIG Rockies Swap (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25 |
$28 |
$34 |
| CI |
CIG Rockies Swap (Tier 3) |
$1,200 |
$1,200 |
$1,620 |
N/A |
$25 |
$28 |
$34 |
| CI |
CIG Rockies Swap (Tier 4) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25 |
$28 |
$34 |
| CI |
CIG Rockies Swap (Tier 5) |
$750 |
$750 |
$1,013 |
N/A |
$25 |
$28 |
$34 |
| NW |
Waha Swap (Tier 1) |
$800 |
$800 |
$1,080 |
N/A |
$50 |
$50 |
$68 |
| NW |
Waha Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NW |
Waha Swap (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| NW |
Waha Swap (Tier 4) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| NW |
Waha Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| SY |
Waha Swing Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$50 |
$55 |
$68 |
| IY |
Waha Index Swap (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| IY |
Waha Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IY |
Waha Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| NA |
Alberta Basis Swap (Tier 1) |
$650 |
$650 |
$878 |
N/A |
$50 |
$50 |
$68 |
| NA |
Alberta Basis Swap (Tier 2) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| NA |
Alberta Basis Swap (Tier 3) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| NA |
Alberta Basis Swap (Tier 4) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| NA |
Alberta Basis Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| B4 |
Algonquin City-gates Natural Gas Basis Swap |
$1,000 |
$1,000 |
$1,350 |
N/A |
N/A |
N/A |
N/A |
| NB |
Chicago Basis Swap (Tier 1) |
$700 |
$700 |
$945 |
N/A |
$25 |
$28 |
$34 |
| NB |
Chicago Basis Swap (Tier 2) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| SS |
Chicago City Gate Swing Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| IS |
Chicago Index Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25 |
$28 |
$34 |
| IS |
Chicago Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IS |
Chicago Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| HB |
Henry Hub Basis Swap (Tier 1) |
$50 |
$50 |
$68 |
N/A |
$25 |
$28 |
$34 |
| HB |
Henry Hub Basis Swap ( Tier 2) |
$50 |
$50 |
$68 |
N/A |
$25 |
$28 |
$34 |
| NH |
Houston Ship Channel Basis Swap (Tier 1) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| NH |
Houston Ship Channel Basis Swap (Tier 2) |
$150 |
$150 |
$203 |
N/A |
$50 |
$50 |
$68 |
| NH |
Houston Ship Channel Basis Swap (Tier 3) |
$150 |
$150 |
$203 |
N/A |
$50 |
$50 |
$68 |
| NH |
Houston Ship Channel Basis Swap (Tier 4) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| NH |
Houston Ship Channel Basis Swap (Tier 5) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| SM |
Houston Ship Channel Swing Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| IP |
Houston Ship Channel Index Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25 |
$28 |
$34 |
| IP |
Houston Ship Channel Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IP |
Houston Ship Channel Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| NJ |
San Juan Basis Swap (Tier 1) |
$1,000 |
$1,000 |
$1350 |
N/A |
$25 |
$28 |
$34 |
| NJ |
San Juan Basis Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$25 |
$28 |
$34 |
| NJ |
San Juan Basis Swap (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$25 |
$28 |
$34 |
| NJ |
San Juan Basis Swap (Tier 4) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| NJ |
San Juan Basis Swap (Tier 5) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| IJ |
San Juan Index Swap (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| SJ |
San Juan Swing Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$100 |
$110 |
$135 |
| NS |
SoCal Basis Swap (Tier 1) |
$800 |
$800 |
$1080 |
N/A |
$50 |
$50 |
$68 |
| NS |
SoCal Basis Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NS |
SoCal Basis Swap (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| NS |
SoCal Basis Swap (Tier 4) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| NS |
SoCal Basis Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| IF |
SoCal Index Swap (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| IF |
SoCal Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IF |
SoCal Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| SF |
SoCal Swing Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$100 |
$110 |
$135 |
| NZ |
Transco Zone 6 Basis Swap (Tier 1) |
$800 |
$800 |
$1,080 |
N/A |
$50 |
$50 |
$68 |
| NZ |
Transco Zone 6 Basis Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NZ |
Transco Zone 6 Basis Swap (Tier 3) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NZ |
Transco Zone 6 Basis Swap (Tier 4) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| NZ |
Transco Zone 6 Basis Swap (Tier 5) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| IT |
Transco Zone 6 Index Swap (Tier 1) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$25 |
$28 |
$34 |
| IT |
Transco Zone 6 Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IT |
Transco Zone 6 Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| ST |
Transco Zone 6 Swing Swap |
$8,500 |
$8,500 |
$11,475 |
N/A |
$100 |
$110 |
$135 |
| NR |
Northwest Pipeline, Rockies Basis Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$50 |
$50 |
$68 |
| NR |
Northwest Pipeline, Rockies Basis Swap (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| NR |
Northwest Pipeline, Rockies Basis Swap (Tier 3) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| NR |
Northwest Pipeline, Rockies Basis Swap (Tier 4) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| NR |
Northwest Pipeline, Rockies Basis Swap (Tier 5) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| IR |
Rockies Index Swap (Tier 1) |
$2,800 |
$2,800 |
$3,780 |
N/A |
$25 |
$28 |
$34 |
| IR |
Rockies Index Swap (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| IR |
Rockies Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| NV |
Kern River, Wyoming Basis (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| NV |
Kern River, Wyoming Basis (Tier 2) |
$1,800 |
$1,800 |
$2,430 |
N/A |
$25 |
$28 |
$34 |
| NV |
Kern River, Wyoming Basis (Tier 3) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| NV |
Kern River, Wyoming Basis (Tier 4) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| NV |
Kern River, Wyoming Basis (Tier 5) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| SR |
Kern Opal Swing Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$100 |
$110 |
$135 |
| TA |
Questar Basis (Tier 1) |
$900 |
$900 |
$1,215 |
N/A |
$25 |
$28 |
$34 |
| TA |
Questar Basis (Tier 2) |
$325 |
$325 |
$439 |
N/A |
$25 |
$28 |
$34 |
| TA |
Questar Basis (Tier 3) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| TA |
Questar Basis (Tier 4) |
$175 |
$175 |
$236 |
N/A |
$25 |
$28 |
$34 |
| TA |
Questar Basis (Tier 5) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| PH |
Panhandle Basis Swap (Tier 1) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$55 |
$68 |
| PH |
Panhandle Basis Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$55 |
$68 |
| PH |
Panhandle Basis Swap (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$50 |
$55 |
$68 |
| PH |
Panhandle Basis Swap (Tier 4) |
$200 |
$200 |
$270 |
N/A |
$50 |
$55 |
$68 |
| PH |
Panhandle Basis Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$55 |
$68 |
| SV |
Panhandle Swing Swap |
$2,500 |
$2,500 |
$3,250 |
N/A |
$50 |
$55 |
$68 |
| IV |
Panhandle Index Swap (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| NF |
Michcon Basis (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| NF |
Michcon Basis (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| NF |
Michcon Basis (Tier 3) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| Y8 |
Michcon Natural Gas Index Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25 |
$28 |
$34 |
| Y8 |
Michcon Natural Gas Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| Y8 |
Michcon Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| PM |
Permian Basis (Tier 1) |
$700 |
$700 |
$945 |
N/A |
$50 |
$50 |
$68 |
| PM |
Permian Basis (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| PM |
Permian Basis (Tier 3) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| PM |
Permian Basis (Tier 4) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| PM |
Permian Basis (Tier 5) |
$250 |
$250 |
$338 |
N/A |
$50 |
$50 |
$68 |
| SL |
El Paso/Permian Swing Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$50 |
$55 |
$68 |
| IL |
El Paso/Permian Index Swap (Tier 1) |
$2,300 |
$2,300 |
$3,105 |
N/A |
$25 |
$28 |
$34 |
| IL |
El Paso/Permian Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IL |
El Paso/Permian Index Swap (Tier 3) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| NX |
Texas Eastern Zone M-3 Basis (Tier 1) |
$750 |
$750 |
$1,013 |
N/A |
$50 |
$50 |
$68 |
| NX |
Texas Eastern Zone M-3 Basis (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NX |
Texas Eastern Zone M-3 Basis (Tier 3) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| NX |
Texas Eastern Zone M-3 Basis (Tier 4) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| NX |
Texas Eastern Zone M-3 Basis (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| IX |
TETCO M-3 Index Swap (Tier 1) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$25 |
$28 |
$34 |
| IX |
TETCO M-3 Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IX |
TETCO M-3 Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| SX |
TETCO M-3 Swap Swing Swap |
$11,000 |
$11,000 |
$14,850 |
N/A |
$100 |
$110 |
$135 |
| TB |
Texas Gas, Zone SL Basis (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| TB |
Texas Gas, Zone SL Basis (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| NQ |
Tennessee Zone 0 Basis (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| NQ |
Tennessee Zone 0 Basis (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| Q4 |
Tennessee Zone 0 Natural Gas Index Swap |
$1,800 |
$1,800 |
$2,430 |
N/A |
$25 |
$28 |
$34 |
| NM |
Tennessee 500 Leg Basis (Tier 1) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| NM |
Tennessee 500 Leg Basis (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| Y7 |
Tennessee 500 Leg Natural Gas Index Swap (Tier 1) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| Y7 |
Tennessee 500 Leg Natural Gas Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| Y7 |
Tennessee 500 Leg Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| Z8 |
CIG Rockies Natural Gas Index Swap (Tier 1) |
$4,500 |
$4,500 |
$6,075 |
N/A |
$25 |
$28 |
$34 |
| Z8 |
CIG Rockies Natural Gas Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| Z8 |
CIG Rockies Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| TC |
TCO Basis Swap (Tier 1) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| TC |
TCO Basis Swap (Tier 2) |
$125 |
$125 |
$169 |
N/A |
$50 |
$50 |
$68 |
| PB |
PG&E Malin Basis (Tier 1) |
$750 |
$750 |
$1,013 |
N/A |
$50 |
$50 |
$68 |
| PB |
PG&E Malin Basis (Tier 2) |
$650 |
$650 |
$878 |
N/A |
$25 |
$28 |
$34 |
| PB |
PG&E Malin Basis (Tier 3) |
$550 |
$550 |
$743 |
N/A |
$25 |
$28 |
$34 |
| PC |
PG&E Citygate Basis (Tier 1) |
$700 |
$700 |
$945 |
N/A |
$25 |
$28 |
$34 |
| PC |
PG&E Citygate Basis (Tier 2) |
$400 |
$400 |
$540 |
N/A |
$25 |
$28 |
$34 |
| PC |
PG&E Citygate Basis (Tier 3) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| IK |
PG&E Citygate Index (Tier 1) |
$1,800 |
$1,800 |
$2,430 |
N/A |
$25 |
$28 |
$34 |
| IK |
PG&E Citygate Index (Tier 2) |
$400 |
$400 |
$540 |
N/A |
$25 |
$28 |
$34 |
| IK |
PG&E Citygate Index (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| SK |
PG&E Citygate Swing |
$2,300 |
$2,300 |
$3,105 |
N/A |
$100 |
$110 |
$135 |
| PD |
NGPL Tex/OK Basis (Tier 1) |
$500 |
$500 |
$675 |
N/A |
$50 |
$50 |
$68 |
| PD |
NGPL Tex/OK Basis (Tier 2) |
$250 |
$250 |
$338 |
N/A |
$50 |
$50 |
$68 |
| PD |
NGPL Tex/OK Basis (Tier 3) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| PD |
NGPL Tex/OK Basis (Tier 4) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| PD |
NGPL Tex/OK Basis (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| OI |
NGPL Tex/OK Index (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25 |
$28 |
$34 |
| OI |
NGPL Tex/OK Index (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| OI |
NGPL Tex/OK Index (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| OX |
NGPL Tex/OK Swing |
$1,700 |
$1,700 |
$2,295 |
N/A |
$100 |
$110 |
$135 |
| NY |
NGPL LA Basis (Tier 1) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| NY |
NGPL LA Basis (Tier 2) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| NU |
Trunkline, LA Basis (Tier 1) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| NU |
Trunkline, LA Basis (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| T5 |
NGPL STX Natural Gas Basis |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| ND |
ANR LA Basis (Tier 1) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| ND |
ANR LA Basis (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| NE |
ANR OK Basis (Tier 1) |
$1,250 |
$1,250 |
$1,688 |
N/A |
$50 |
$50 |
$68 |
| NE |
ANR OK Basis (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| NE |
ANR OK Basis (Tier 3) |
$750 |
$750 |
$1,013 |
N/A |
$50 |
$50 |
$68 |
| IQ |
ANR OK Index (Tier 1) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| IQ |
ANR OK Index (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| IQ |
ANR OK Index (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| SQ |
ANR OK Swing |
$2,000 |
$2,000 |
$2,700 |
N/A |
$100 |
$110 |
$135 |
| NK |
Sumas Basis (Tier 1) |
$800 |
$800 |
$1,080 |
N/A |
$25 |
$28 |
$34 |
| NK |
Sumas Basis (Tier 2) |
$700 |
$700 |
$945 |
N/A |
$25 |
$28 |
$34 |
| NK |
Sumas Basis (Tier 3) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IU |
Sumas Index Swap (Tier 1) |
$3,500 |
$3,500 |
$4,725 |
N/A |
$25 |
$28 |
$34 |
| IU |
Sumas Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| IU |
Sumas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| SU |
Sumas Swing Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$100 |
$110 |
$135 |
| NL |
NGPL Mid-Continent Basis (Tier 1) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$50 |
$68 |
| NL |
NGPL Mid-Continent Basis (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$50 |
$50 |
$68 |
| NL |
NGPL Mid-Continent Basis (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| NL |
NGPL Mid-Continent Basis (Tier 4) |
$300 |
$300 |
$405 |
N/A |
$50 |
$50 |
$68 |
| NL |
NGPL Mid-Continent Basis (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$50 |
$50 |
$68 |
| IW |
NGPL Mid-Continent Index (Tier 1) |
$2,800 |
$2,800 |
$3,780 |
N/A |
$25 |
$28 |
$34 |
| IW |
NGPL Mid-Continent Index (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| IW |
NGPL Mid-Continent Index (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| PX |
NGPL Mid-Continent Swing |
$3,600 |
$3,600 |
$4,860 |
N/A |
$100 |
$110 |
$135 |
| PE |
Demarcation Basis Swap (Tier 1) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25 |
$28 |
$34 |
| PE |
Demarcation Basis Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$25 |
$28 |
$34 |
| PE |
Demarcation Basis Swap (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$25 |
$28 |
$34 |
| DI |
Demarcation Index Swap (Tier 1) |
$2,800 |
$2,800 |
$3,780 |
N/A |
$25 |
$28 |
$34 |
| DT |
Demarcation Swing Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$100 |
$110 |
$135 |
| PF |
Northern Natural Gas Ventura, Iowa Basis (Tier 1) |
$700 |
$700 |
$945 |
N/A |
$50 |
$50 |
$68 |
| PF |
Northern Natural Gas Ventura, Iowa Basis (Tier 2) |
$550 |
$550 |
$743 |
N/A |
$50 |
$50 |
$68 |
| PF |
Northern Natural Gas Ventura, Iowa Basis (Tier 3) |
$400 |
$400 |
$540 |
N/A |
$50 |
$50 |
$68 |
| VI |
Ventura Natural Gas Index Swap (Tier 1) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| VI |
Ventura Natural Gas Index Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| VI |
Ventura Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| VS |
Ventura Natural Gas Swing Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$100 |
$110 |
$135 |
| PG |
Dominion Transmission Inc. -- Appalachia Basis (Tier 1) |
$400 |
$400 |
$540 |
N/A |
$25 |
$28 |
$34 |
| PG |
Dominion Transmission Inc. -- Appalachia Basis (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| IH |
Dominion Index Swap (Tier 1) |
$1,750 |
$1,750 |
$2,363 |
N/A |
$25 |
$28 |
$34 |
| SH |
Dominion Swing Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$100 |
$110 |
$135 |
| PW |
CenterPoint Natural Gas Basis Swap (Tier 1) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25 |
$28 |
$34 |
| PW |
CenterPoint Natural Gas Basis Swap (Tier 2) |
$750 |
$750 |
$1,013 |
N/A |
$25 |
$28 |
$34 |
| II |
CenterPoint Natural Gas Index Swap (Tier 1) |
$2,800 |
$2,800 |
$3,780 |
N/A |
$25 |
$28 |
$34 |
| II |
CenterPoint Natural Gas Index Swap (Tier 2) |
$500 |
$500 |
$675 |
N/A |
$25 |
$28 |
$34 |
| II |
CenterPoint Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| VX |
CenterPoint Natural Gas Swing Swap |
$6,000 |
$6,000 |
8,100 |
N/A |
$100 |
$110 |
$135 |
| DW |
Dawn Natural Gas Basis Swap (Tier 1) |
$800 |
$800 |
$1,080 |
N/A |
$25 |
$28 |
$34 |
| DW |
Dawn Natural Gas Basis Swap (Tier 2) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| IO |
Dawn Natural Gas Index Swap (Tier 1) |
$1,200 |
$1,200 |
$1,620 |
N/A |
$25 |
$28 |
$34 |
| IO |
Dawn Natural Gas Index Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| IO |
Dawn Natural Gas Index Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| OW |
Dawn Natural Gas Swing Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$100 |
$110 |
$135 |
| TE |
Tetco East LA Basis Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$25 |
$28 |
$34 |
| TE |
Tetco East LA Basis Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| TE |
Tetco East LA Basis Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| TE |
Tetco East LA Basis Swap (Tier 4) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| TE |
Tetco East LA Basis Swap (Tier 5) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| TX |
Tetco South TX Basis Swap (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25 |
$28 |
$34 |
| TX |
Tetco South TX Basis Swap (Tier 2) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| TX |
Tetco South TX Basis Swap (Tier 3) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| TX |
Tetco South TX Basis Swap (Tier 4) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| TX |
Tetco South TX Basis Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| GL |
Columbia Gulf Onshore Basis Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$50 |
$50 |
$68 |
| GL |
Columbia Gulf Onshore Basis Swap (Tier 2) |
$80 |
$80 |
$108 |
N/A |
$50 |
$50 |
$68 |
| GL |
Columbia Gulf Onshore Basis Swap (Tier 3) |
$85 |
$85 |
$115 |
N/A |
$50 |
$50 |
$68 |
| GL |
Columbia Gulf Onshore Basis Swap (Tier 4) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| GL |
Columbia Gulf Onshore Basis Swap (Tier 5) |
$100 |
$100 |
$135 |
N/A |
$50 |
$50 |
$68 |
| CZ |
Transco Zone 3 Basis Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$25 |
$28 |
$34 |
| CZ |
Transco Zone 3 Basis Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| CZ |
Transco Zone 3 Basis Swap (Tier 3) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| CZ |
Transco Zone 3 Basis Swap (Tier 4) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| CZ |
Transco Zone 3 Basis Swap (Tier 5) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| Y6 |
Transco Zone 3 Natural Gas Index Swap |
$1,800 |
$1,800 |
$2,430 |
N/A |
$25 |
$28 |
$34 |
| SZ |
Sonat Basis Swap (Tier 1) |
$250 |
$250 |
$338 |
N/A |
$25 |
$28 |
$34 |
| SZ |
Sonat Basis Swap (Tier 2) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| SZ |
Sonat Basis Swap (Tier 3) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| SZ |
Sonat Basis Swap (Tier 4) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| SZ |
Sonat Basis Swap (Tier 5) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| TR |
Transco Zone 4 Basis (Tier 1) |
$125 |
$125 |
$169 |
N/A |
$50 |
$50 |
$68 |
| TR |
Transco Zone 4 Basis (Tier 2) |
$150 |
$150 |
$203 |
N/A |
$50 |
$50 |
$68 |
| TR |
Transco Zone 4 Basis (Tier 3) |
$150 |
$150 |
$203 |
N/A |
$25 |
$28 |
$34 |
| TR |
Transco Zone 4 Basis (Tier 4) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| TR |
Transco Zone 4 Basis (Tier 5) |
$75 |
$75 |
$101 |
N/A |
$25 |
$28 |
$34 |
| FP |
Florida Gas Zone 3 Basis Swap (Tier 1) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| FP |
Florida Gas Zone 3 Basis Swap (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25 |
$28 |
$34 |
| FP |
Florida Gas Zone 3 Basis Swap (Tier 3) |
$50 |
$50 |
$68 |
N/A |
$25 |
$28 |
$34 |
| FP |
Florida Gas Zone 3 Basis Swap (Tier 4) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| FP |
Florida Gas Zone 3 Basis Swap (Tier 5) |
$100 |
$100 |
$135 |
N/A |
$25 |
$28 |
$34 |
| 5Z |
Columbia Gulf Mainline Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 5Z |
Columbia Gulf Mainline Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8A |
Florida Zone 2 Swap (Tier 1) |
$200 |
$200 |
$270 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8A |
Florida Zone 2 Swap (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8X |
OneOk,Oklahoma Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8X |
OneOk,Oklahoma Swap (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8Z |
Southern Star, TX,OK,KS Swap (Tier 1) |
$1,300 |
$1,300 |
$1,755 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8Z |
Southern Star, TX,OK,KS Swap (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 6Z |
Tennessee 800 Swap (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 6Z |
Tennessee 800 Swap (Tier 2) |
$200 |
$200 |
$270 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8B |
Texas Eastern West LA Swap (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8B |
Texas Eastern West LA Swap (Tier 2) |
$250 |
$250 |
$338 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 9F |
Texas Gas Zone 1 Swap (Tier 1) |
$300 |
$300 |
$405 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 9F |
Texas Gas Zone 1 Swap (Tier 2) |
$100 |
$100 |
$135 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8E |
Transco Zone 1 Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8E |
Transco Zone 1 Swap (Tier 2) |
$150 |
$150 |
$203 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8F |
Transco Zone 2 Swap (Tier 1) |
$150 |
$150 |
$203 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 8F |
Transco Zone 2 Swap (Tier 2) |
$150 |
$150 |
$203 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 9A |
SoCal City-Gate Swap (Tier 1) |
$800 |
$800 |
$1,080 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| 9A |
SoCal City-Gate Swap (Tier 2) |
$600 |
$600 |
$810 |
N/A |
$25.00 |
$27.50 |
$33.75 |
| G8 |
Natural Gas Calendar Spread Financi |
$1,000 |
$1,000 |
$1,350 |
N/A |
N/A |
N/A |
N/A |
Crude Oil Markets |
| UB |
Dated Brent Crude Oil Calendar Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$400 |
$440 |
$540 |
| DC |
Dubai Crude Oil Calendar Swap |
$9,000 |
$9,000 |
$12,150 |
N/A |
$600 |
$600 |
$810 |
| BY |
WTI - Brent (ICE) Bullet Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| FY |
Dated-to-Frontline Brent Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| BK |
WTI - Brent (ICE) Calendar Swap |
$1,600 |
$1,600 |
$2,160 |
N/A |
$50 |
$55 |
$68 |
| DB |
Brent - Dubai Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$50 |
$55 |
$68 |
| XA |
LLS (Argus) Calendar Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| LI |
LLS (Argus) Trade Month Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| MV |
Mars (Platts) Calendar Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| MZ |
Mars (Platts) Trade Month Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| MX |
Mars (Argus) Calendar Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| MO |
Mars (Argus) Trade Month Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| XB |
WTS (Argus) Calendar Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| AY |
WTS (Argus) Trade Month Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$400 |
$440 |
$540 |
| WJ |
LLS (Argus) vs. WTI Spread Calendar Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$100 |
$110 |
$135 |
| WK |
LLS (Argus) vs. WTI Spread Trade Month Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$100 |
$110 |
$135 |
| WL |
Mars (Platts) vs. WTI Spread Calendar Swap |
$600 |
$600 |
$810 |
N/A |
$100 |
$110 |
$135 |
| WP |
Mars (Platts) vs. WTI Spread Trade Month Swap |
$600 |
$600 |
$810 |
N/A |
$100 |
$110 |
$135 |
| YX |
Mars (Argus) vs. WTI Spread Calendar Swap |
$600 |
$600 |
$810 |
N/A |
$100 |
$110 |
$135 |
| YV |
Mars (Argus) vs. WTI Spread Trade Month Swap |
$1,000 |
$1,000 |
$1,350 |
N/A |
$100 |
$110 |
$135 |
| FF |
WTS (Argus) vs. WTI Spread Calendar Swap |
$600 |
$600 |
$810 |
N/A |
$100 |
$110 |
$135 |
| FH |
WTS (Argus) vs. WTI Spread Trade Month Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$100 |
$110 |
$135 |
| 1C |
Brent CFD (Platts) vs. Front Month Swap Contract |
$1,500 |
$1,500 |
$2,025 |
N/A |
$100 |
$110 |
$135 |
| A2 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| G9 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| H6 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| H7 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| H8 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| H9 |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| 3A |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| 4A |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
| 5A |
WTI Crude Oil Calendar Spread Finan |
$1,250 |
$1,250 |
$1,688 |
N/A |
N/A |
N/A |
N/A |
Petroleum Spread & Product Markets |
| YK |
Gulf Coast Low Sulfur Diesel (LSD) Crack Spread Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| GY |
Gulf Coast ULSD Crack Spread Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
|
|
|
| YU |
New York ULSD Crack Spread Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
|
|
|
| YL |
Up-Down Gulf Coast LSD vs. NYMEX HO Spread Swap |
$2,500 |
$2,500 |
$3,375 |
N/A |
$50 |
$55 |
$68 |
| YL |
Up-Down Gulf Coast LSD vs. NYMEX HO Spread Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| YL |
Up-Down Gulf Coast LSD vs. NYMEX HO Spread Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$50 |
$55 |
$68 |
| LT |
Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Tier 1) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| LT |
Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Tier 2) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| LT |
Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Tier 3) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$25 |
$28 |
$34 |
| UT |
#2 Heating Oil Up-Down Spread Calendar Swap (Tier 1) |
$2,500 |
$2,500 |
$3,375 |
N/A |
$50 |
$55 |
$68 |
| UT |
#2 Heating Oil Up-Down Spread Calendar Swap (Tier 2) |
$1,000 |
$1,000 |
$1,350 |
N/A |
$50 |
$55 |
$68 |
| UT |
#2 Heating Oil Up-Down Spread Calendar Swap (Tier 3) |
$500 |
$500 |
$675 |
N/A |
$50 |
$55 |
$68 |
| MP |
NY Harbor Heating Oil Calendar Swap (Tier 1) |
$6,750 |
$6,750 |
$9,113 |
N/A |
$250 |
$275 |
$338 |
| MP |
NY Harbor Heating Oil Calendar Swap (Tier 2) |
$6,500 |
$6,500 |
$8,775 |
N/A |
$200 |
$220 |
$270 |
| MP |
NY Harbor Heating Oil Calendar Swap (Tier 3) |
$6,500 |
$6,500 |
$8,775 |
N/A |
$200 |
$220 |
$270 |
| MP |
NY Harbor Heating Oil Calendar Swap (Tier 4) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$150 |
$165 |
$203 |
| MH |
Los Angeles CARB Gasoline Swap (OPIS) |
$8,000 |
$8,000 |
$10,800 |
N/A |
$480 |
$528 |
$648 |
| MF |
Gulf Coast #6 Fuel 3.0% Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$600 |
$600 |
$810 |
| MM |
NY Harbor Residual Fuel 1.0% Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$480 |
$528 |
$648 |
| UN |
European Naphtha Calendar Swap (Tier 1) |
$70,000 |
$70,000 |
$94,500 |
$3,400 |
$2,400 |
$2,640 |
$3,240 |
| UN |
European Naphtha Calendar Swap (Tier 2) |
$60,000 |
$60,000 |
$81,000 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| KZ |
European Naphtha Balmo (Tier 1) |
$60,000 |
$60,000 |
$81,000 |
N/A |
N/A |
N/A |
N/A |
| KZ |
European Naphtha Balmo (Tier 2) |
$60,000 |
$60,000 |
$81,000 |
N/A |
N/A |
N/A |
N/A |
| UJ |
European Jet Kero NWE Calendar Swap (Northwest Europe) |
$60,000 |
$60,000 |
$81,000 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| UR |
European Jet Kero Rotterdam Calendar Swap |
$72,500 |
$72,500 |
$97,875 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| TW |
Gasoil 0.1 Cargoes CIF NWE Swap |
$72,000 |
$72,000 |
$97,200 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| TY |
Gasoil 10ppm Cargoes CIF NWE Swap |
$45,000 |
$45,000 |
$60,750 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| WQ |
Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| UF |
European 1% Fuel Oil Calendar Swap (Northwest Europe) |
$40,000 |
$40,000 |
$54,000 |
N/A |
$3,800 |
$4,180 |
$5,130 |
| UH |
European 1% Fuel Oil Rotterdam Calendar Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| UV |
European 3.5% Fuel Oil Rotterdam Calendar Swap |
$45,000 |
$45,000 |
$60,750 |
N/A |
$3,000 |
$3,000 |
$4,050 |
| UI |
European 3.5% Fuel Oil MED Calendar Swap (Mediterranean) |
$45,000 |
$45,000 |
$60,750 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| UA |
European Singapore Fuel Oil 180cst Calendar Swap (Tier 1) |
$34,000 |
$34,000 |
$45,900 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| UA |
European Singapore Fuel Oil 180cst Calendar Swap (Tier 2) |
$38,000 |
$38,000 |
$51,300 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| KR |
European 3.5% Fuel Oil (NWE) Balmo |
$50,000 |
$50,000 |
$67,500 |
N/A |
N/A |
N/A |
N/A |
| KX |
European 1% Fuel Oil (NWE) Balmo |
$40,000 |
$40,000 |
$54,000 |
N/A |
N/A |
N/A |
N/A |
| VL |
Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap |
$60,000 |
$60,000 |
$81,000 |
N/A |
$3,400 |
$3,740 |
$4,590 |
|
Gulf Coast Gasoline Calendar Swap (Tier 1) |
$8,000 |
$8,000 |
$10,800 |
N/A |
$50 |
$55 |
$68 |
|
Gulf Coast Gasoline Calendar Swap(Tier 2) |
$8,000 |
$8,000 |
$10,800 |
N/A |
$50 |
$55 |
$68 |
|
Gulf Coast Gasoline Calendar Swap (Tier 3) |
$8,000 |
$8,000 |
$10,800 |
N/A |
$50 |
$55 |
$68 |
| |
Gulf Coast Heating Oil Calendar Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$400 |
$440 |
$540 |
|
Gulf Coast Jet Fuel Calendar Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$400 |
$440 |
$540 |
| GZ |
European Gasoil Crack Spread Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$400 |
$400 |
$540 |
| GT |
European Gasoil 10PPM Rdam Barges Swap |
$55,000 |
$55,000 |
$74,250 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| GX |
European Gasoil (ICE) Calendar Swap (Tier 1) |
$60,000 |
$60,000 |
$81,000 |
N/A |
|
|
|
| GX |
European Gasoil (ICE) Calendar Swap (Tier 2) |
$60,000 |
$60,000 |
$81,000 |
N/A |
|
|
|
| GX |
European Gasoil (ICE) Calendar Swap (Tier 3) |
$50,000 |
$50,000 |
$67,500 |
N/A |
|
|
|
| GX |
European Gasoil (ICE) Calendar Swap (Tier 4) |
$50,000 |
$50,000 |
$67,500 |
N/A |
|
|
|
| RG |
European Argus Gasoline Crack Spread Swap (Tier 1) |
$5,000 |
$5,000 |
$6,750 |
N/A |
$850 |
$935 |
$1,148 |
| RG |
European Argus Gasoline Crack Spread Swap (Tier 2) |
$3,000 |
$3,000 |
$4,050 |
N/A |
$850 |
$935 |
$1,148 |
| EN |
European Naphtha Crack Spread |
$4,000 |
$4,000 |
$5,400 |
N/A |
$250 |
$275 |
$338 |
| ET |
European Gasoil 10PPM Rdam Barges v. Gasoil Futures Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$150 |
$165 |
$203 |
| JC |
European Jet CIF NWE v. Gasoil Futures Swap |
$15,000 |
$15,000 |
$20,250 |
N/A |
$200 |
$220 |
$270 |
| TP |
Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap (Tier 1) |
$7,000 |
$7,000 |
$9,450 |
N/A |
$200 |
$220 |
$270 |
| TP |
Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap (Tier 2) |
$5,000 |
$5,000 |
$6,750 |
N/A |
$200 |
$220 |
$270 |
| TP |
Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap (Tier 3) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$220 |
$270 |
| JR |
European Jet Rdam Barges v. Gasoil Futures Swap |
$13,000 |
$13,000 |
$17,550 |
N/A |
$150 |
$165 |
$203 |
| GA |
Singapore Gasoil v. Rdam Gasoil Swap |
$5,500 |
$5,500 |
$7,425 |
N/A |
$200 |
$220 |
$270 |
| HA |
Heating Oil Arb Swap: NYMEX HO v. Rdam Gasoil |
$8,000 |
$8,000 |
$10,800 |
N/A |
$200 |
$220 |
$270 |
| FO |
3.5% Fuel Oil Rdam Crack Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$350 |
$385 |
$473 |
| FI |
1% Fuel Oil NWE Crack Spread Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$350 |
$385 |
$473 |
| FK |
3.5% Fuel Oil Rdam v 3.5% FOB MED Spread Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$350 |
$385 |
$473 |
| FL |
3.5% Fuel Oil FOB MED Crack Spread Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$220 |
$270 |
| VQ |
New York 0.3% Fuel Oil Swap |
$10,000 |
$10,000 |
$13,500 |
N/A |
$480 |
$528 |
$648 |
| TU |
Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| WQ |
Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| RZ |
New York Harbor Conventional Gasoline vs. RBOB Swap Contract |
$1,000 |
$1,000 |
$1,350 |
N/A |
$240 |
$364 |
$324 |
| LW |
Gulf Coast Low Sulfur Diesel (LSD) Swap |
$13,000 |
$13,000 |
$17,550 |
N/A |
|
|
|
| LY |
Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap |
$8,000 |
$8,000 |
$10,800 |
N/A |
|
|
|
| YS |
New York Ultra Low Sulfur Diesel (ULSD) Swap |
$4,250 |
$4,250 |
$5,738 |
N/A |
|
|
|
| AW |
Gulf Coast Gasoline (Argus) Calendar Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$500 |
$550 |
$675 |
| AJ |
Gulf Coast ULSD (Argus) Calendar Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$480 |
$528 |
$648 |
| AF |
Gulf Coast Jet (Argus) Calendar Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$400 |
$440 |
$540 |
| LX |
Los Angeles CARB Diesel (OPIS) Outright Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$480 |
$528 |
$648 |
| JS |
Los Angeles Jet (OPIS) Spread Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$240 |
$264 |
$324 |
| LL |
Los Angeles Jet (OPIS) Outright Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$400 |
$440 |
$540 |
| PT |
Mt Belvieu Propane (OPIS) Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$250 |
$275 |
$338 |
| RY |
RBOB (Platts) Calendar Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$250 |
$275 |
$338 |
| HI |
EIA On-Highway Retail Diesel Swap |
$10,500 |
$10,500 |
$14,175 |
N/A |
N/A |
N/A |
N/A |
| BG |
European Gasoil Bullet Swap |
$55,000 |
$55,000 |
$74,250 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| PS |
European Propane CIF ARA (Argus) Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$3,800 |
$4,180 |
$5,130 |
| JA |
Japan C&F Naphtha (Platts) Swap (Tier 1) |
$70,000 |
$70,000 |
$94,500 |
N/A |
$3,800 |
$4,180 |
$5,130 |
| JA |
Japan C&F Naphtha (Platts) Swap (Tier 2) |
$55,000 |
$55,000 |
$74,250 |
N/A |
N/A |
N/A |
N/A |
| UZ |
Gasoline Up-Down (Argus) Swap |
$1,500 |
$1,500 |
$2,025 |
N/A |
$240 |
$264 |
$324 |
| US |
ULSD Up-Down (Argus) Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$240 |
$264 |
$324 |
| JU |
Jet Up-Down (Argus) |
$3,000 |
$3,000 |
$4,050 |
N/A |
$240 |
$264 |
$324 |
| RI |
RBOB (Platts) vs. NYMEX RBOB Spread Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$240 |
$264 |
$324 |
| UY |
NY ULSD (Platts) vs. NYMEX HO Spread Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$240 |
$264 |
$324 |
| JL |
Los Angeles CARBOB (OPIS) Spread Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$240 |
$264 |
$324 |
| JS |
Los Angeles Jet (OPIS) Spread Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$240 |
$264 |
$324 |
| KL |
Los Angeles CARB Diesel (OPIS) Spread Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$240 |
$264 |
$324 |
| CF |
Gulf Coast ULSD Crack Spread (Argus) Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$480 |
$528 |
$648 |
| CK |
Gulf Coast Gasoline Crack Spread (Argus) Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$240 |
$264 |
$324 |
| JB |
Japan C&F Naphtha Crack Spread (Platts) |
$10,000 |
$10,000 |
$13,500 |
N/A |
$250 |
$275 |
$338 |
| CU |
Chicago Ethanol (Platts) Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$400 |
$440 |
$540 |
| EZ |
New York Ethanol (Platts) Swap |
$5,500 |
$5,500 |
$7,425 |
N/A |
$400 |
$440 |
$540 |
| 2M |
Ethanol (Platts) T1 FOB Rotterdam Ex Duty Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$500 |
$500 |
$675 |
| Z1 |
Ethanol (Platts) T2 FOB Rotterdam Including Duty Swap |
€2,000 |
€2,000 |
€2,700 |
N/A |
€500 |
€500 |
€675 |
| 6W |
Brent CFD Swap |
$500 |
$500 |
$675 |
N/A |
$100 |
$110 |
$135 |
| 8N |
New York Fuel Oil 0.3% HP Swap |
$7,000 |
$7,000 |
$9,450 |
N/A |
$420 |
$462 |
$567 |
| 2G |
Premium Unl Gasoline 10ppm (Platts) CIF MED Swap |
$74,500 |
$74,500 |
$100,575 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 3G |
Premium Unl Gasoline 10ppm (Platts) FOB MED Swap |
$74,500 |
$74,500 |
$100,575 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 4G |
Premium Unl Gasoline 10ppm (Platts) Cargoes CIF NWE Swap |
$64,500 |
$64,500 |
$87,075 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 6G |
Premium Unl Gasoline 10ppm (Platts) CIF MED BALMO Swap |
$74,500 |
$74,500 |
$100,575 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 8G |
Premium Unl Gasoline 10ppm (Platts) FOB MED BALMO Swap |
$40,000 |
$40,000 |
$54,000 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 6D |
Premium Unl Gasoline 10ppm (Platts) CIF NWE BALMO Swap |
$64,500 |
$64,500 |
$87,075 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 7D |
Fuel Oil 3.5% CIF MED Swap |
$52,000 |
$52,000 |
$70,200 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 8D |
Fuel Oil 3.5% CIF MED BALMO Swap |
$52,000 |
$52,000 |
$70,200 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 8W |
Gasoil 0.1 CIF MED vs. ICE Gasoil BALMO Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 7V |
ULSD 10ppm CIF MED vs. ICE Gasoil BALMO Swap |
$10,000 |
$10,000 |
$13,500 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 6V |
Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil BALMO Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 4V |
Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil BALMO Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 3V |
Gasoil 10ppm Cargoes CIF NWE v ICE Gasoil BALMO Swap |
$12,000 |
$12,000 |
$16,200 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 7X |
Diesel 10ppm Barges FOB Rdam v ICE Gasoil BALMO Swap |
$13,000 |
$13,000 |
$17,550 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 6X |
Jet Fuel Cargoes CIF NWE v ICE Gasoil BALMO Swap Contract |
$20,000 |
$20,000 |
$27,000 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 9Q |
Jet Fuel Barges FOB Rdam v ICE Gasoil BALMO Swap Contract |
$14,000 |
$14,000 |
$18,900 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| 9N |
Argus Propane (Saudi Aramco) Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| 7E |
Argus Propane Far East Index Swap |
$30,000 |
$30,000 |
$40,500 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| 3C |
Chicago Unleaded Gasoline (Platts) vs. RBOB Spread Swap |
$3,400 |
$3,400 |
$4,590 |
N/A |
$240 |
$264 |
$324 |
| 5C |
Chicago ULSD (Platts) vs. Heating Oil Spread Swap |
$850 |
$850 |
$1,148 |
N/A |
$100 |
$110 |
$135 |
| W1 |
Conway Propane (OPIS) Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
N/A |
N/A |
N/A |
| W3 |
Mont Belvieu Natural Gasoline (OPIS) Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
N/A |
N/A |
N/A |
| Z2 |
Mont Belvieu Normal Butane (OPIS) Swap |
$5,500 |
$5,500 |
$7,425 |
N/A |
N/A |
N/A |
N/A |
| W8 |
Mont Belvieu Ethane (OPIS) Swap |
$2,500 |
$2,500 |
$3,375 |
N/A |
N/A |
N/A |
N/A |
| Y2 |
Mont Belvieu Isobutane (OPIS) Swap |
$10,000 |
$10,000 |
$13,500 |
N/A |
N/A |
N/A |
N/A |
| A5 |
EIA Flat Tax On-Highway Diesel Swap Contract |
$9,000 |
$9,000 |
$12,150 |
N/A |
$250 |
$275 |
$338 |
| A4 |
Argus LLS Trade Month Swap |
$6,700 |
$6,700 |
$9,045 |
N/A |
$400 |
$440 |
$540 |
| E5 |
Argus LLS vs. WTI Trade Month Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$100 |
$110 |
$135 |
| V7 |
Argus WTI Trade Month Swap/td>
| $7,500 |
$7,500 |
$10,125 |
N/A |
$400 |
$440 |
$540 |
| Y4 |
New York 0.7% Fuel Oil (Platts) Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$480 |
$528 |
$648 |
| Y3 |
New York 2.2% Fuel Oil (Platts) Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$480 |
$528 |
$648 |
| H1 |
New York 3.0% Fuel Oil (Platts) Swap |
$7,500 |
$7,500 |
$10,125 |
N/A |
$480 |
$528 |
$648 |
| E6 |
Japan Naphtha BALMO Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$3,800 |
$4,180 |
$5,130 |
| 1N |
Singapore Mogas 92 Unleaded (Platts) Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$1,350 |
$1,000 |
$1,000 |
| 1P |
Singapore Mogas 92 Unleaded (Platts) BALMO Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$1,350 |
$1,000 |
$1,000 |
| V6 |
Mt Belvieu Propane (OPIS) BALMO Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$250 |
$275 |
$338 |
| V5 |
Mt Belvieu Natural Gasoline (OPIS) BALMO Swap |
$5,500 |
$5,500 |
$7,425 |
N/A |
$800 |
$880 |
$1,080 |
| V4 |
Mt Belvieu Ethane (OPIS) BALMO Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$650 |
$715 |
$878 |
| Y5 |
Mt Belvieu Normal Butane (OPIS) BALMO Swap |
$5,500 |
$5,500 |
$7,425 |
N/A |
$850 |
$935 |
$1,148 |
| 1A |
Argus Biodiesel RME FOB Rdam Swap Contract |
$6,000 |
$6,000 |
$8,100 |
N/A |
$400 |
$440 |
$540 |
| 2L |
FAME 0 (Argus) Biodiesel FOB Rotterdam Swap |
$7,000 |
$7,000 |
$9,450 |
N/A |
$1,000 |
$1,000 |
$1,350 |
| 1D |
RBOB Gasoline BALMO Calendar Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$200 |
$220 |
$270 |
| 1E |
RBOB Crack Spread BALMO Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$100 |
$110 |
$135 |
| 1G |
Heating Oil BALMO Calendar Swap |
$6,250 |
$6,250 |
$8,438 |
N/A |
$250 |
$275 |
$338 |
| 1H |
Heating Oil Crack Spread BALMO Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$100 |
$110 |
$135 |
| 1J |
Gulf Coast Gasoline Crack Spread (Platts) BALMO Swap |
$8,000 |
$8,000 |
$10,800 |
N/A |
$240 |
$264 |
$324 |
| 1K |
Gasoline Up-Down BALMO Swap Contract |
$2,500 |
$2,500 |
$3,375 |
N/A |
$100 |
$110 |
$135 |
| 1L |
ULSD Up-Down BALMO Calendar Swap Contract |
$1,500 |
$1,500 |
$2,025 |
N/A |
$240 |
$264 |
$324 |
| 1M |
Jet Fuel Up-Down BALMO Calendar Swap Contract |
$1,500 |
$1,500 |
$2,025 |
N/A |
$240 |
$264 |
$324 |
| A6 |
Group Three ULSD (Platts) vs. Heating Oil Spread Swap |
$3,500 |
$3,500 |
$4,725 |
N/A |
$240 |
$264 |
$324 |
| A7 |
Group Three ULSD (Platts) Swap |
$8,500 |
$8,500 |
$11,475 |
N/A |
$480 |
$528 |
$648 |
| A8 |
Group Three Unleaded Gasoline (Platts) vs. RBOB Spread Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$240 |
$264 |
$324 |
| A9 |
Group Three Unleaded Gasoline (Platts) Swap |
$8,500 |
$8,500 |
$11,475 |
N/A |
$500 |
$550 |
$675 |
| 1Q |
New York Jet Fuel (Platts) Swap |
$8,000 |
$8,000 |
$10,800 |
N/A |
$1,000 |
$1,000 |
$1,350 |
| 1U |
New York Jet Fuel (Platts) vs. Heating Oil Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$1,000 |
$1,000 |
$1,350 |
| 1R |
Propane Non-LDH Mt. Belvieu (OPIS) Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$250 |
$250 |
$338 |
| 1S |
Propane Non-LDH Mt. Belvieu (OPIS) BALMO Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$250 |
$250 |
$338 |
| 1T |
Jet Aviation Fuel (Platts) Cargoes FOB MED Swap |
$65,000 |
$65,000 |
$87,750 |
N/A |
$6,500 |
$6,500 |
$8,775 |
| 1V |
Jet Aviation Fuel (Platts) Cargoes FOB MED v. ICE Gasoil Swap |
$21,000 |
$21,000 |
$28,350 |
N/A |
$2,100 |
$2,100 |
$2,835 |
| 1W |
1% Fuel Oil (Platts) Cargoes CIF MED Swap Contract |
$55,000 |
$55,000 |
$74,250 |
N/A |
$5,500 |
$5,500 |
$7,425 |
| 1X |
1% Fuel Oil (Platts) Cargoes CIF NWE Swap Contract |
$55,000 |
$55,000 |
$74,250 |
N/A |
$5,500 |
$5,500 |
$7,425 |
| 1F |
Mont Belvieu Ethylene |
$4,500 |
$4,500 |
$6,075 |
N/A |
$2,000 |
$2,000 |
$2,700 |
Crude Oil & Petroleum Products Markets |
| HK |
NY Harbor Heating Oil Crack Spread Calendar Swap (Tier 1) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$200 |
$270 |
| HK |
NY Harbor Heating Oil Crack Spread Calendar Swap (Tier 2) |
$3,500 |
$3,500 |
$4,725 |
N/A |
$200 |
$200 |
$270 |
| HK |
NY Harbor Heating Oil Crack Spread Calendar Swap (Tier 3) |
$3,500 |
$3,500 |
$4,725 |
N/A |
$200 |
$200 |
$270 |
| HK |
NY Harbor Heating Oil Crack Spread Calendar Swap (Tier 4) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$200 |
$270 |
| RH |
RBOB vs. Heating Oil Swap |
$3,000 |
$3,000 |
$4,050 |
N/A |
$100 |
$110 |
$135 |
| RL |
RBOB Calendar Swap (Tier 1) |
$6,500 |
$6,500 |
$8,775 |
N/A |
$250 |
$275 |
$338 |
| RL |
RBOB Calendar Swap (Tier 2) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$250 |
$275 |
$338 |
| RL |
RBOB Calendar Swap (Tier 3) |
$6,250 |
$6,250 |
$8,438 |
N/A |
$200 |
$220 |
$270 |
| RL |
RBOB Calendar Swap (Tier 4) |
$5,500 |
$5,500 |
$7,425 |
N/A |
$250 |
$275 |
$338 |
| RM |
RBOB Crack Spread Swap (Tier 1) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$200 |
$270 |
| RM |
RBOB Crack Spread Swap (Tier 2) |
$4,000 |
$4,000 |
$5,400 |
N/A |
$200 |
$200 |
$270 |
| RM |
RBOB Crack Spread Swap (Tier 3) |
$2,500 |
$2,500 |
$3,375 |
N/A |
$200 |
$200 |
$270 |
| RM |
RBOB Crack Spread Swap (Tier 4) |
$2,500 |
$2,500 |
$3,375 |
N/A |
$200 |
$200 |
$270 |
| RV |
RBOB Up-Down Calendar Swap (Tier 1) |
$2,500 |
$2,500 |
$3,375 |
N/A |
$50 |
$55 |
$68 |
| RV |
RBOB Up-Down Calendar Swap (Tier 2) |
$2,500 |
$2,500 |
$3,375 |
N/A |
$50 |
$55 |
$68 |
| RV |
RBOB Up-Down Calendar Swap (Tier 3) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$50 |
$55 |
$68 |
| RD |
US Gulf Coast #2 HO Crack Spread Calendar Swap |
$4,000 |
$4,000 |
$5,400 |
N/A |
$50 |
$55 |
$68 |
| RU |
US Gulf Coast Unl. 87 Crack Spread Calendar Swap (Tier 1) |
$6,000 |
$6,000 |
$8,100 |
N/A |
$50 |
$55 |
$68 |
| RU |
US Gulf Coast Unl. 87 Crack Spread Calendar Swap (Tier 2) |
$5,000 |
$5,000 |
$6,750 |
N/A |
$50 |
$55 |
$68 |
| RU |
US Gulf Coast Unl. 87 Crack Spread Calendar Swap (Tier 3) |
$3,000 |
$3,000 |
$4,050 |
N/A |
$50 |
$55 |
$68 |
| MF |
Gulf Coast #6 Fuel 3.0% Sulfur Swap |
$6,000 |
$6,000 |
$8,100 |
N/A |
$480 |
$528 |
$648 |
| MG |
Gulf Coast #6 Fuel Oil Crack Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$480 |
$528 |
$648 |
| ML |
NY Harbor Residual Fuel Crack Swap |
$4,500 |
$4,500 |
$6,075 |
N/A |
$480 |
$528 |
$648 |
| MD |
Gulf Coast Gas vs. Gulf Coast HO Spread Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$240 |
$264 |
$324 |
| ME |
Gulf Coast Jet vs. NYMEX #2 HO Spread Swap (Tier 1) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| ME |
Gulf Coast Jet vs. NYMEX #2 HO Spread Swap (Tier 2) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| ME |
Gulf Coast Jet vs. NYMEX #2 HO Spread Swap (Tier 3) |
$1,500 |
$1,500 |
$2,025 |
N/A |
$25 |
$28 |
$34 |
| MQ |
LA Jet Fuel vs. NYMEX #2 HO Spread Swap |
$1,500 |
$1,500 |
$2,025 |
N/A |
$240 |
$264 |
$324 |
| AR |
Argus NWE Gasoline Swap (Tier 1) |
$70,000 |
$70,000 |
$94,500 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| AR |
Argus NWE Gasoline Swap (Tier 2) |
$65,000 |
$65,000 |
$87,750 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| EW |
East/West Fuel Oil Spread Swap (Tier 1) |
$8,000 |
$8,000 |
$10,800 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| EW |
East/West Fuel Oil Spread Swap (Tier 2) |
$5,000 |
$5,000 |
$6,750 |
N/A |
$1,000 |
$1,100 |
$1,350 |
FS |
High-Low Sulfur Fuel Oil Spread Swap |
$11,000 |
$11,000 |
$14,850 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| SD |
Singapore Fuel Oil Spread Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$340 |
$374 |
$459 |
| SE |
Singapore 380cst Fuel Oil Swap |
$40,000 |
$40,000 |
$54,000 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| BS |
Singapore 180cst 1 Balmo |
$40,000 |
$40,000 |
$54,000 |
N/A |
N/A |
N/A |
N/A |
| BT |
Singapore 380cst Balmo |
$40,000 |
$40,000 |
$54,000 |
N/A |
N/A |
N/A |
N/A |
| BX |
Singapore Jet Kero Balmo |
$7,200 |
$7,200 |
$9,720 |
N/A |
N/A |
N/A |
N/A |
| SG |
Singapore Gasoil Swap |
$7,000 |
$7,000 |
$9,450 |
N/A |
$900 |
$900 |
$1,215 |
| VU |
Singapore Gasoil Balmo (Tier 1) |
$7,000 |
$7,000 |
$9,450 |
N/A |
N/A |
N/A |
N/A |
| VU |
Singapore Gasoil Balmo (Tier 2) |
$7,000 |
$7,000 |
$9,450 |
N/A |
N/A |
N/A |
N/A |
| KS |
Singapore Jet Kerosene Swap |
$7,200 |
$7,200 |
$9,720 |
N/A |
$400 |
$440 |
$540 |
| SP |
Singapore Naphtha Swap |
$8,000 |
$8,000 |
$10,800 |
N/A |
$250 |
$275 |
$338 |
| HZ |
Singapore 380cst Fuel Oil |
$5,000 |
$5,000 |
$6,750 |
$3,000 |
$240 |
$264 |
$324 |
| RK |
Singapore Jet Regrade: Jet Kero vs Gasoil Swap |
$2,000 |
$2,000 |
$2,700 |
N/A |
$200 |
$220 |
$270 |
| Z3 |
1.5% Fuel Oil Barges FOB Rdam Swap |
$46,500 |
$46,500 |
$13,500 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| J5 |
1.5% Fuel Oil Rdam Barges BALMO Swap |
$46,500 |
$46,500 |
$13,500 |
N/A |
$2,400 |
$2,640 |
$3,240 |
| Z4 |
Gasoil 0.1 CIF MED Swap |
$61,500 |
$61,500 |
$83,025 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| X6 |
Gasoil 0.1 Cargoes CIF MED BALMO Swap |
$61,500 |
$61,500 |
$83,025 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| Z6 |
ULSD 10ppm CIF MED Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| X7 |
ULSD 10ppm Cargoes CIF MED BALMO Swap |
$61,500 |
$61,500 |
$83,025 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| Z5 |
Gasoil 0.1 CIF MED vs. ICE Gasoil Swap |
$8,000 |
$8,000 |
$10,800 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| Z7 |
ULSD 10ppm CIF MED vs. ICE Gasoil Swap |
$5,000 |
$5,000 |
$6,750 |
N/A |
$1,000 |
$1,100 |
$1,350 |
| U9 |
ICE Gasoil BALMO Swap |
$80,000 |
$80,000 |
$108,000 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| U7 |
Diesel 10ppm Barges FOB Rdam BALMO Swap |
$55,000 |
$55,000 |
$74,250 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| F3 |
Jet Fuel Cargoes CIF NWE BALMO Swap |
$60,000 |
$60,000 |
$81,000 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| J9 |
Brent Crude Oil BALMO SwapSwap |
$5,500 |
$5,500 |
$7,425 |
N/A |
$450 |
$495 |
$608 |
| B9 |
Argus Gasoline NWE BALMO Swap |
$40,000 |
$40,000 |
$54,000 |
N/A |
$2,000 |
$2,200 |
$2,700 |
| X9 |
Jet Fuel Barges FOB Rdam BALMO Swap |
$72,500 |
$72,500 |
$97,875 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| B7 |
Gasoil 0.1 Cargoes CIF NWE BALMO Swap |
$72,000 |
$72,000 |
$97,200 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| B1 |
ULSD 10ppm Cargoes CIF NWE BALMO Swap |
$50,000 |
$50,000 |
$67,500 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| B8 |
Gasoil 0.1 Barges FOB Rdam BALMO Swap |
$60,000 |
$60,000 |
$81,000 |
N/A |
$3,400 |
$3,740 |
$4,590 |
| 2C |
Chicago Unleaded Gasoline (Platts) Swap |
$10,000 |
$10,000 |
$13,500 |
N/A |
$480 |
$528 |
$648 |
| 4C |
Chicago ULSD (Platts) Swap |
$9,000 |
$9,000 |
$12,150 |
N/A |
$480 |
$528 |
$648 |
| 6C |
NYMEX Crude Oil Minute-Marker Future (Tier 1) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 6C |
NYMEX Crude Oil Minute-Marker Future (Tier 2) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 6C |
NYMEX Crude Oil Minute-Marker Future (Tier 3) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 6C |
NYMEX Crude Oil Minute-Marker Future (Tier 4) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 4T |
NYMEX Crude Oil Minute-Marker Calendar Month Swap (Tier 1) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 4T |
NYMEX Crude Oil Minute-Marker Calendar Month Swap (Tier 2) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 4T |
NYMEX Crude Oil Minute-Marker Calendar Month Swap (Tier 3) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 4T |
NYMEX Crude Oil Minute-Marker Calendar Month Swap (Tier 4) |
$5,750 |
$5,750 |
$7,763 |
N/A |
N/A |
N/A |
N/A |
| 6R |
NYMEX RBOB Minute-Marker Future (Tier 1) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 6R |
NYMEX RBOB Minute-Marker Future (Tier 2) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
| 6R |
NYMEX RBOB Minute-Marker Future (Tier 3) |
$6,250 |
$6,250 |
$8,438 |
N/A |
N/A |
N/A |
N/A |
| 6R |
NYMEX RBOB Minute-Marker Future (Tier 4) |
$5,500 |
$5,500 |
$7,425 |
N/A |
N/A |
N/A |
N/A |
| 5T |
NYMEX RBOB Minute-Marker Calendar Month Swap (Tier 1) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 5T |
NYMEX RBOB Minute-Marker Calendar Month Swap (Tier 2) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
| 5T |
NYMEX RBOB Minute-Marker Calendar Month Swap (Tier 3) |
$6,250 |
$6,250 |
$8,438 |
N/A |
N/A |
N/A |
N/A |
| 5T |
NYMEX RBOB Minute-Marker Calendar Month Swap (Tier 4) |
$5,500 |
$5,500 |
$7,425 |
N/A |
N/A |
N/A |
N/A |
| 6H |
NYMEX Heating Oil Minute-Marker Future (Tier 1) |
$6,750 |
$6,750 |
$9,113 |
N/A |
N/A |
N/A |
N/A |
| 6H |
NYMEX Heating Oil Minute-Marker Future (Tier 2) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 6H |
NYMEX Heating Oil Minute-Marker Future (Tier 3) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 6H |
NYMEX Heating Oil Minute-Marker Future (Tier 4) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
| 7T |
NYMEX Heating Oil Minute-Marker Calendar Month Swap (Tier 1) |
$6,750 |
$6,750 |
$9,113 |
N/A |
N/A |
N/A |
N/A |
| 7T |
NYMEX Heating Oil Minute-Marker Calendar Month Swap (Tier 2) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 7T |
NYMEX Heating Oil Minute-Marker Calendar Month Swap (Tier 3) |
$6,500 |
$6,500 |
$8,775 |
N/A |
N/A |
N/A |
N/A |
| 7T |
NYMEX Heating Oil Minute-Marker Calendar Month Swap (Tier 4) |
$6,000 |
$6,000 |
$8,100 |
N/A |
N/A |
N/A |
N/A |
| 4U |
Gulf Coast Heating Oil (Argus) Swap Futures |
$8,000 |
$8,000 |
$10,800 |
N/A |
$800 |
$800 |
$1,080 |
| 7U |
Gulf Coast Heating Oil (Argus) vs. Heating Oil Spread Swap Futures |
$1,250 |
$1,250 |
$1,688 |
N/A |
$125 |
$125 |
$169 |
| 5Y |
New York ULSD (Argus) Swap Futures |
$8,000 |
$8,000 |
$10,800 |
N/A |
$800 |
$800 |
$1,080 |
| 7Y |
New York ULSD (Argus) vs. Heating Oil Spread Swap Futures |
$1,250 |
$1,250 |
$1,688 |
N/A |
$125 |
$125 |
$169 |
| 4Y |
New York Jet Fuel (Argus) Swap Futures |
$8,000 |
$8,000 |
$10,800 |
N/A |
$800 |
$800 |
$1,080 |
| 5U |
New York Jet Fuel (Argus) vs. Heating Oil Spread Swap Futures |
$1,250 |
$1,250 |
$1,688 |
N/A |
$125 |
$125 |
$169 |
| 2W |
ERCOT Houston Zone MCPE 50 MW Off-Peak Swap Futures |
$1,250 |
$1,250 |
$1,688 |
N/A |
$125 |
$125 |
$169 |
| 2X |
ERCOT North Zone MCPE 50 MW Off-Peak Swap Futures |
$950 |
$950 |
$1,283 |
N/A |
$95 |
$95 |
$128 |
| 2Y |
ERCOT South Zone MCPE 50 MW Off-Peak Swap Futures |
$950 |
$950 |
$1,283 |
N/A |
$95 |
$95 |
$128 |
| 3D |
ERCOT West Zone MCPE 50 MW Off-Peak Swap Futures |
$850 |
$850 |
$1,148 |
N/A |
$85 |
$85 |
$115 |
| 3E |
ERCOT Houston Zone MCPE 50 MW Off-Peak Calendar Day Swap Futures |
$1,250 |
$1,250 |
$1,688 |
N/A |
$125 |
$125 |
$169 |
| 3F |
ERCOT North Zone MCPE 50 MW Off-Peak Calendar Day Swap Futures |
$950 |
$950 |
$1,283 |
N/A |
$95 |
$95 |
$128 |
| 3H |
ERCOT South Zone MCPE 50 MW Off-Peak Calendar Day Swap Futures |
$950 |
$950 |
$1,283 |
N/A |
$95 |
$95 |
$128 |
| 3J |
ERCOT West Zone MCPE 50 MW Off-Peak Calendar Day Swap Futures |
$850 |
$850 |
$1,148 |
N/A |
$85 |
$85 |
$115 |
| 2N |
ERCOT Houston Zone MCPE 50 MW Peak Swap Futures |
$15,000 |
$15,000 |
$20,250 |
N/A |
$3,000 |
$3,000 |
$4,050 |
| 2P |
ERCOT North Zone MCPE 50 MW Peak Swap Futures |
$20,000 |
$20,000 |
$27,000 |
N/A |
$3,400 |
$3,400 |
$4,590 |
| 2Q |
ERCOT South Zone MCPE 50 MW Peak Swap Futures |
$15,000 |
$15,000 |
$20,250 |
N/A |
$2,900 |
$2,900 |
$3,915 |
| 2R |
ERCOT West Zone MCPE 50 MW Peak Swap Futures |
$25,000 |
$25,000 |
$33,750 |
N/A |
$2,500 |
$2,500 |
$3,375 |
| 2S |
ERCOT Houston Zone MCPE 50 MW Peak Calendar Day Swap Futures |
$30,000 |
$30,000 |
$40,500 |
N/A |
$3,000 |
$3,000 |
$4,050 |
| 2T |
ERCOT North Zone MCPE 50 MW Peak Calendar Day Swap Futures |
$34,000 |
$34,000 |
$45,900 |
N/A |
$3,400 |
$3,400 |
$4,590 |
| 2U |
ERCOT South Zone MCPE 50 MW Peak Calendar Day Swap Futures |
$29,000 |
$29,000 |
$39,150 |
N/A |
$2,900 |
$2,900 |
$3,915 |
| 2V |
ERCOT West Zone MCPE 50 MW Peak Calendar Day Swap Futures |
$25,000 |
$25,000 |
$33,750 |
N/A |
$2,500 |
$2,500 |
$3,375 |
Freight Futures Markets |
| TG |
Tanker Route TC1 Ras Tanura to Yokohama |
$1,500 |
$1,500 |
$2,025 |
N/A |
$200 |
$220 |
$270 |
| TM |
Tanker Route TC2 Europe to U.S. Atlantic Coast (Tier 1) |
$2,200 |
$2,200 |
$2,970 |
N/A |
$150 |
$165 |
$203 |
|
| | | |