11/21/2006
Effective Date: Monday, November 27, 2006 (close of business)
Contracts: New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Spread Swap Contract (RZ)
Contract Months: All Months
Outright (Scan) Spread Tiers for New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Spread Swap Contract (RZ) |
|
Tiers |
Months |
1 |
All Months |
NYMEX Division Outright (Scan) Margin on New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Spread Swap Contract (RZ) |
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Tiers |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Initial Margin |
|
New |
New |
New |
1 |
$500 |
$550 |
$675 |
Intra-Commodity Spread Tiers for New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Spread Swap Contract (RZ) |
|
Tiers |
Months |
1 |
All Months |
NYMEX Division Intra-Commodity Spread Margins on New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Spread Swap Contract (RZ) |
|||
Tiers |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Initial Margin |
|
New |
New |
New |
1 |
$240 |
$264 |
$324 |