Initial Margins

INITIAL MARGIN RATES AND ASSOCIATED MARGIN CREDITS

The Initial Margin (IM) rates and associated margin credits detailed below are effective on and from: 11 February 2019


 

INITIAL MARGIN CREDITS

The following inter-commodity spread margin credits are effective on and from: 11 February 2019


CALENDAR SPREAD CHARGE

The following Intra-commodity Calendar Spread charges are effective on and from: 11 February 2019


All other contracts shall have a 100% Calendar Spread Offset