09/12/2006
Futures Contracts:
Light Sweet Crude Oil (CL) Futures ContractContract Months:
Light Sweet Crude Oil Calendar Swap (CS)
Brent Crude Oil (SC) Futures Contract
Brent Crude Oil Calendar Swap (SA)
NYMEX miNY™ Crude Oil (QM) Futures Contract
Crude Oil Financial Contract (WS)
CL, SC, QM, WS Outright Margin for October 2006, November 2006 and December 2006
CS and SA Outright Margin for September 2006, October 2006, November 2006 and December 2006
NYMEX Division Outright (Scan) Margins on Light Sweet Crude Oil Futures
Contract (CL), Light Sweet Crude Oil Calendar Swap Contract (CS) Brent
Crude Oil Futures Contract (SC) Brent Crude Oil Calendar Swap Contract
(SA) NYMEX miNY™ Light Sweet Crude Oil Contract (QM) and Crude Oil Financial
Contract (WS)
| Contract/Month |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
CL |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
CS |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
SC |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
| Contract/Month |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
SA |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
WS |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
QM |
$1,500 |
$1,750 |
$1,650 |
$1,925 |
$2,025 |
$2,363 |
This notice supersedes all previous notices regarding outright margins for Light Sweet Crude Oil, Light Sweet Crude Oil Calendar Swap, Brent Crude Oil, Brent Crude Oil Calendar Swap, Crude Oil Financial Contract and NYMEX miNY™ Crude Oil Futures Contracts.