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Cinergy Calendar-Month LMP Swap Option
NYMEX ClearPort
Contract Detail
Description
Specifications
Margins
Expiration Schedule
Settlements

Cinergy Hub LMP
Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 1: $9,450Tier 1: $7,700Tier 1: $7,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 2: $6,750Tier 2: $5,500Tier 2: $5,000N/A

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
Tier 3: $5,400Tier 3: $4,400Tier 3: $4,000N/A

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

Inter-Commodity Straddle Margin 
Tier 1 - Any Spread$500

Inter-Commodity Straddle Margin 
Tier 1 - Any Spread$100

Inter-Commodity Straddle Margin 
Tier 1 - Any Spread$100

Inter-Commodity Straddle Margin 
Tier 1 - Any Spread$100

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.
Outright (Scan) and Intra-Commodity Margin Tiers
* Tier 1: 1st nearby month (spot month)
  Tier 2: 2nd through 6th nearby
  Tier 3: 7th through 11th nearby
  Tier 4: Greater than 11th nearby

 
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