EFFECTIVE DATE: Monday, September 12, 2005 (close of business)
FUTURES CONTRACTS:
European Unl Gas 50ppm Swap (EU), Argus NWE Gasoline Swap (AR), FuelOil
Swap:Cargoes vs.Barges Swap (FS), East/West Fuel Oil Spread Swap (EW), Singapore
Fuel Oil Spread Swap (SD), Singapore 380cst Fuel Oil Swap (SE), Singapore Gasoil
Swap (SG), Singapore Jet Kerosene Swap (KS), Singapore Naphtha Swap (SP), Singapore
Jet Regrade: Jet Kero vs. Gasoil Swap (RK)
CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margin for New European/Singapore Petroleum
Product Swap Futures Contracts
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
EU |
$33,750 |
$37,125 |
$45,563 |
AR |
$33,750 |
$37,125 |
$45,563 |
FS |
$1,700 |
$1,870 |
$2,295 |
EW |
$1,700 |
$1,870 |
$2,295 |
SD |
$1,700 |
$1,870 |
$2,295 |
SE |
$17,000 |
$18,700 |
$22,950 |
SG |
$2,500 |
$2,750 |
$3,375 |
KS |
$2,500 |
$2,750 |
$3,375 |
SP |
$2,500 |
$2,750 |
$3,375 |
RK |
$2,000 |
$2,200 |
$2,700 |
NYMEX Division Intra-Commodity Spread Margins for New European/Singapore Petroleum Product Swap Futures Contracts
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
EU |
$2,000 |
$2,200 |
$2,700 |
AR |
$2,000 |
$2,200 |
$2,700 |
FS |
$340 |
$374 |
$459 |
EW |
$340 |
$374 |
$459 |
SD |
$340 |
$374 |
$459 |
SE |
$2,400 |
$2,640 |
$3,240 |
SG |
$250 |
$275 |
$338 |
KS |
$250 |
$275 |
$338 |
SP |
$250 |
$275 |
$338 |
RK |
$200 |
$220 |
$270 |
|