NYMEX.com: Chicago Basis Swap

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Chicago Basis Swap



		All Swaps

		Description


		Settlements


		Terms & Conditions



		Basis Swaps

		Specifications


		Margins


		Termination Schedule



		Index Swaps

		Specifications


		Margins


		Termination Schedule



		Swing Swaps

		Specifications


		Margins



		Pipe Options

		Specifications


		Margins

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



	Tier 1: $675				Tier 1: $550				Tier 1: $500				N/A

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



	Tier 2: $405				Tier 2: $330				Tier 2: $300				N/A

	Inter-Commodity Straddle Margin



	Tier 1 - Any Spread				$25

† Effective on the day submission deadline terminates.

NOTES

*	Tier 1: 1st nearby month (spot month)
	Tier 2: 2nd nearby and greater

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