Notice to Members
Notice No. 445
09/30/2005
Margin Rates, Intra-Commodity Spread Tiers, and Inter-Commodity Spread Credits for New NYMEX New York Harbor Gasoline Blendstock (RBOB) Futures Contracts (RB)
EFFECTIVE DATE: Monday, October 3, 2005(close of business)

FUTURES CONTRACTS: NYMEX New York Harbor Gasoline Blendstock (RBOB) Futures Contracts (RB)

CONTRACT MONTHS: All Months

NYMEX Division Outright (Scan) Margin for NYMEX New York Harbor Gasoline Blendstock (RBOB) Futures Contracts (RB)
 
Tiers
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
All Months
$6,000
$6,600
$8,100


RB Intra-Commodity Spread Tiers
 
Tiers
New
1
1st - 2nd Nearby
2
3rd - 5th Nearby
3
Greater than 5th Nearby


NYMEX Division Intra-Commodity Spread Margins for NYMEX New York Harbor Gasoline Blendstock (RBOB) Futures Contracts (RB)
 
Tiers
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
1 (1st - 2nd Nearby)
$500
$550
$675
2 (3rd – 5th Nearby)
$300
$330
$405
3 (Greater than 5th Nearby)
$200
$220
$270


NYMEX Division Inter-Commodity Spread Credits on NYMEX New York Harbor Gasoline Blendstock (RBOB) Futures Contracts (RB)
 
Spread
Priority
Ratio
% Credit
RB:HU
128
1:01
95
RB:MS
143
1:01
90
RB:GS
144
1:01
90
RB:UN
145
41:05:00
90
RB:AR
189
7:01
85
RB:HO
231
1:01
73
RB:MP
232
1:01
73
RB:GP
233
1:01
73
RB:GR
234
3:04
73
RB:CL
305
1:01
65
RB:SC
306
1:01
65
RB:CS
307
1:01
65
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com