| |
|
|
Margins |
|
|
|
| Contract |
SYM
|
XCG |
Intra-Day |
Initial |
Maint. |
Cal.
Spread |
Contract
Size |
Tick
Size |
Type |
| NYMEX |
| Crude Oil (Light Sweet) |
CL |
NYMEX |
$4,375 |
$11,813 |
$8,750 |
$450 |
1000 barrels |
1¢/barrel = $10.00 |
Energies |
| miNY Crude Oil (Light Sweet) |
QM |
NYMEX |
$1,650 |
$6,244 |
$4,625 |
$225 |
500 barrels |
2.5¢/barrel = $12.50 |
Energies |
| Natural Gas (Henry Hub) |
NG |
NYMEX |
$4,125 |
$11,138 |
$8,250 |
$750 |
10,000 mmBtu |
.001 = $10.00 |
Energies |
| miNY Natural Gas |
QG |
NYMEX |
$1,100 |
$2,784 |
$2,062 |
$188 |
2500 mmBtu |
.005 = $12.50 |
Energies |
| Heating Oil |
HO |
NYMEX |
$5,125 |
$13,838 |
$10,250 |
$250 |
42,000 gal |
.0001 = $4.20 |
Energies |
| miNY Heating Oil |
QH |
NYMEX |
$2,050 |
$6,919 |
$5,125 |
$125 |
21,000 gal |
.001 = $21 |
Energies |
| RBOB Gasoline (Unleaded Gas) |
RB |
NYMEX |
$4,500 |
$12,150 |
$9,000 |
$200 |
42,000 gal |
.0001 = $4.20 |
Energies |
| miNY RBOB Gasoline (Unleaded Gas) |
QU |
NYMEX |
$2,250 |
$6,075 |
$4,500 |
$100 |
21,000 gal |
.001 = $21 |
Energies |
| Brent Crude Oil |
BZ |
NYMEX |
$4,750 |
$12,825 |
$9,500 |
$450 |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| ICE_IPE |
| WTI Light Sweet Crude Oil |
WTI |
ICE |
$7,000 |
$17,500 |
$14,000 |
N/A |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| Brent Crude |
COIL |
ICE |
$7,000 |
$16,875 |
$13,500 |
N/A |
1,000 barrels |
1¢/barrel = $10.00 |
Energies |
| Heating Oil |
HOIL |
ICE |
$7,000 |
$17509 |
$14007 |
N/A |
42,000 gal |
.01¢/gal. = $4.20 |
Energies |
| NYH RBOB Gasoline (Unleaded Gas) |
RBOB |
ICE |
$5,550 |
$13,860 |
$11,088 |
N/A |
42,000 gal |
.01¢/gal. = $4.20 |
Energies |
| Gas Oil |
GOIL |
ICE |
$5,700 |
$14,250 |
$11,400 |
N/A |
100 met. tons |
25¢/ton = $25.00 |
Energies |
| UK Natural Gas |
NGF |
ICE |
£590 |
£1,470 |
£1,176 |
N/A |
1,000 thrms/ctrdy |
.01p/therm = £10.00 |
Energies |
|
