| Effective Date: |
Friday, July 30, 2004 (close of business) |
| Futures Contract: |
Heating Oil, NY Harbor Heating Oil Calendar Swap and NY Harbor Heating
Oil Crack Spread Calendar Swap |
| Contract Months: |
All Months |
NYMEX Division Margins on Heating
Oil (HO), NY Harbor Heating Oil Calendar Swap (MP)
and NY Harbor Heating Oil Crack Spread Calendar Swap (HK) |
Contract |
Clearing Member /
Maintenance Margin |
Member Customer
Initial Margin |
Non-Member Customer
Initial Margin |
|
New |
Old |
New |
Old |
New |
Old |
HO |
$2,750 |
$2,500 |
$3,025 |
$2,750 |
$3,713 |
$3,375 |
MP |
$2,750 |
$2,500 |
$3,025 |
$2,750 |
$3,713 |
$3,375 |
HK |
$1,838 |
$1,680 |
$2,022 |
$1,848 |
$2,481 |
$2,268 |
This notice supersedes all previous notices regarding outright margins
for the NYMEX Heating Oil, NY Harbor Heating Oil Calendar Swap and NY Harbor Heating
Oil Crack Spread Calendar Swap Futures Contract. |