NYMEX.com: AEP-Dayton Calendar-Month LMP Swap Option

New York Mercantile Exchange

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

AEP-Dayton Calendar-Month LMP Swap Option


		Contract Detail

		Description


		Specifications


		Margins


		Expiration Schedule


		Settlements

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 1: $9,450				Tier 1: $7,700				Tier 1: $7,000

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 2: $6,750				Tier 2: $5,500				Tier 2: $5,000

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 3: $5,400				Tier 3: $4,400				Tier 3: $4,000

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 4: $4,050				Tier 4: $3,300				Tier 4: $3,000

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 1 (Straddle): $675				Tier 1 (Straddle): $550				Tier 1 (Straddle): $500

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 2 (Straddle): $135				Tier 2 (Straddle): $110				Tier 2 (Straddle): $100

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 3 (Straddle): $135				Tier 3 (Straddle): $110				Tier 3 (Straddle): $100

	Non-Member Customer Initial				Member Customer Initial				Clearing Member and Customer Maintenance



	Tier 4 (Straddle): $135				Tier 4 (Straddle): $110				Tier 4 (Straddle): $100

©2008 New York Mercantile Exchange,Inc. All Rights Reserved.
Disclaimer Privacy Policy Report abuse