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Non-Member Customer InitialMember Customer InitialClearing Member and Customer Maintenance
$4,388$3,575$3,250

Volatility Scan RangeVolatility Weight FactorExtreme Move ValueExtreme Move CoverageShort Option Minimum
N/AN/A333N/A

Pair Commodities Per Net Delta PositionNet Delta PositionPercentage of Initial Margin
NG:PN2.540
NG:PN1:140
CL:PN1:140
HO:PN1:150
GU:PN1:150

Non-Member Customer InitialMember Customer InitialClearing Member and Customer MaintenanceAssessments Spot Month
  
Group 1Group 2Group 3Group 4Group 5Group 6Group 7Group 8
 
135%110%
$400* $250* N/A N/A N/A N/A N/A N/A
$3,000†

NOTES:
The spot month assessment will take place in two increments. First, $600 on positions at the close of business on the business day preceding termination. Second, an additional $2,400 on positions at the close of business on the day of termination.

 
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