08/30/2005
FUTURES CONTRACTS:
Light, Sweet Crude Oil Futures Contract (CL); WTI Calendar Swap (CS); Brent Crude Oil Futures Contract (SC); Brent Crude Oil Calendar Swap (SA); and Light, Sweet Crude Oil e-miNY Futures Contract (QM)CONTRACT MONTHS:
Outright Margin for October 2005, November 2005, December 2005, January 2006, February 2006, March 2006, April 2006, May 2006, June 2006, and July 2006
NYMEX Division Outright (Scan) Margins on Light,
Sweet Crude Oil Futures (CL) WTI Calendar Swap (CS) Brent Crude Oil Futures
(SC) Brent Crude Oil Calendar Swap (SA) and Light, Sweet Crude Oil e-miNY (QM)
Futures Contracts
| Contract/Month |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
CL ( October 2005 - July 2006) |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
CS ( October 2005 - July 2006) |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
SC ( October 2005 - July 2006) |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
SA ( October 2005 - July 2006)) |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
QM ( October 2005 - July 2006) |
$2,250 |
$1,750 |
$2,475 |
$1,925 |
$3,038 |
$2,363 |
This notice supersedes all previous notices regarding outright margins for Light, Sweet Crude Oil, WTI Calendar Swap, Brent Crude Oil Futures, Brent Crude Oil Calendar Swap, and Light, Sweet Crude Oil e-miNY Futures Contract.