News Release

NYMEX to Change Margins for Petroleum Products Futures Contracts on NYMEX Clearport®

Wed Jun 20 2007

NEW YORK, N.Y., June 20, 2007 — The New York Mercantile Exchange, Inc. today announced margin changes for some of its petroleum products futures contracts on NYMEX ClearPort® effective at the close of business tomorrow.

Margins for the first month of the Northwest Europe gasoline swap futures contract will increase to $42,000 from $40,000 for clearing members, to $46,200 from $44,000 for members, and to $56,700 from $54,000 for customers. The margins for all other months will increase to $40,000 from $35,000 for clearing members, to $44,000 from $38,500 for members, and to $54,000 from $47,250 for customers.

Margins for the WTI-Brent (ICE) calendar swap futures contract will increase to $2,000 from $1,200 for clearing members, to $2,200 from $1,320 for members, and to $2,700 from $1,620 for customers.

The margins for the WTI-Brent (ICE) bullet swap futures contract will increase to $1,000 from $250 for clearing members, to $1,100 from $275 for members, and to $1,350 from $338 for customers.

Margins for the Brent-Dubai swap futures contract will increase to $2,000 from $700 for clearing members, to $2,200 from $770 for members, and to $2,700 from $945 for customers.

The margins for the Dubai crude oil calendar swap futures contract will increase to $4,000 from $3,000 for clearing members, to $4,400 from $3,300 for members, and to $5,400 from $4,050 for customers.

Margins for the European naphtha crack spread futures contract will increase to $4,000 from $1,500 for clearing members, to $4,400 from $1,650 for members, and to $5,400 from $2,025 for customers.

The margins for the European ultra low sulfur diesel 50 PPM CIF NWE vs. gasoil futures contract will decrease to $5,000 from $6,000 for clearing members, to $5,500 from $6,600 for members, and to $6,750 from $8,100 for customers.

Margins for the Singapore gasoil vs. Rotterdam gasoil swap futures contract will increase to $2,000 from $1,200 for clearing members, to $2,200 from $1,320 for members, and to $2,700 from $1,620 for customers.

The margins for the Gulf Coast heating oil calendar swap futures contract will increase to $5,000 from $4,500 for clearing members, to $5,500 from $4,950 for members, and to $6,750 from $6,075 for customers.

Margins for the Gulf Coast gasoline calendar swap futures contract will increase to $6,000 from $4,000 for clearing members, to $6,600 from $4,400 for members, and to $8,100 from $5,400 for customers.

The margins for the Gulf Coast low sulfur diesel swap futures contract will increase to $6,000 from $4,250 for clearing members, to $6,600 from $4,675 for members, and to $8,100 from $5,738 customers.

Margins for the Gulf Coast ultra low sulfur diesel swap will increase to $4,500 from $4,250 for clearing members, to $4,950 from $4,675 for members, and to $6,075 from $5,738 for customers.

The margins for the Gulf Coast No. 6 fuel oil crack swap futures contract will increase to $2,700 from $1,800 for clearing members, to $2,970 from $1,980 for members, $3,645 from $2,430 for customers.

Margins for the New York Harbor residual fuel oil crack swap futures contract will increase to $2,500 from $2,000 for clearing members, to $2,750 from $2,200 for members, and to $3,375 from $2,700 for customers.

Margins for the Singapore jet kerosene vs. gasoil spread swap futures contract will increase to $1,750 from $1,400 for clearing members, to $1,925 from $1,540 for members, and to $2,363 from $1,890 for customers.

Margins for the first and second months of the RBOB crack spread swap futures contract will increase to $5,000 from $3,500 for clearing members, to $5,500 from $3,850 for members, and to $6,750 from $4,725 for customers. The margins for the third through fifth months will increase to $4,000 from $2,000 for clearing members, to $4,400 from $2,200 for members, and to $5,400 from $2,700 for customers. Margins for all other months will remain the same.

Margins for the Gulf Coast unleaded 87 gasoline crack spread calendar swap futures contract will increase to $4,500 from $3,500 for clearing members, to $4,950 from $3,850 for members, and to $6,075 from $4,725 for customers.

Margins for the Singapore fuel oil spread swap futures contract will increase to $2,500 from $1,500 for clearing members, to $2,750 from $1,650 for members, and to $3,375 from $2,025 for customers.

The margins for the Singapore fuel oil 380cst calendar swap futures contract will increase to $20,000 from $13,000 for clearing members, to $22,000 from $14,300 for members, and to $27,000 from $17,550 for customers.

Margins for the Singapore gasoil calendar swap futures contract will increase to $5,000 from $4,000 for clearing members, to $5,500 from $4,400 for members, from $6,750 from $5,400 for customers.

The margins for the Singapore naphtha swap futures contract will increase to $4,000 from $2,000 for clearing members, to $4,400 from $2,200 for members, and to $5,400 from $2,700 for customers.

Margins for the Singapore fuel oil 180 cst calendar swap futures contract will increase to $19,000 from $17,000 for clearing members, to $20,900 from $18,700 for members, and to $25,650 from $22,950 for customers.

The margins for the European 1% fuel oil calendar swap (Northwest Europe) futures contract will increase to $20,000 from $14,000 for clearing members, to $22,000 from $15,400 for members, and to $27,000 from $18,900 for customers.

Margins for the European 1% fuel oil Rotterdam calendar swap futures contract will increase to $25,000 from $16,000 for clearing members, to $27,500 from $17,600 for members, and to $33,750 from $21,600 for customers.

The margins for the European jet kerosene Northwest Europe calendar swap futures contract will increase to $30,000 from $22,000 for clearing members, to $33,000 from $24,200 for members, and to $40,500 from $29,700 for customers.

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Forward Looking and Cautionary Statements
This press release may contain forward–looking statements within the meaning of the Private Securities Litigation Reform Act, with respect to our future performance, operating results, strategy, and other future events. Such statements generally include words such as could, can, anticipate, believe, expect, seek, pursue, and similar words and terms, in connection with any discussion of future results. Forward–looking statements involve a number of assumptions, risks, and uncertainties, any of which may cause actual results to differ materially from the anticipated, estimated, or projected results referenced in forward–looking statements. In particular, the forward–looking statements of NYMEX Holdings, Inc., and its subsidiaries are subject to the following risks and uncertainties: the success and timing of new futures contracts and products; changes in political, economic, or industry conditions; the unfavorable resolution of material legal proceedings; the impact and timing of technological changes and the adequacy of intellectual property protection; the impact of legislative and regulatory actions, including without limitation, actions by the Commodity Futures Trading Commission; and terrorist activities and international hostilities, which may affect the general economy as well as oil and other commodity markets. We assume no obligation to update or supplement our forward–looking statements.

Contact: Steffanie Marchese, 212-299-2455 or  Keil Decker, 212-299-2209

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