12/07/2006
Futures Contract:
Brent-Dubai Swap (DB), European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap (EC), European ULSD 50PPM CIF MED vs. Gasoil Futures (EE), European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap (EF), European ULSD 50 PPM CIF MED Swap (EH), European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap (EI), Singapore Gasoil vs. Rdam Gasoil Swap (GA), Gulf Coast Jet Fuel Calendar Swap (GE), European Jet CIF NWE vs. Gasoil Futures Swap (JC), European Jet Rdam Barges vs. Gasoil Futures Swap (JR), Russian Export Blend Crude Oil (REBCO) (RE), European Argus Gasoline Crack Spread Swap (RG), RBOB vs. Heating Oil Swap Futures (RH), RBOB Crack Spread Swap (RM), RBOB UP-Down Calendar Swap Futures (RV), WTI-Brent Crude Oil Spread Calendar Swap Futures (SB), Singapore Fuel Oil Spread Swap Futures (SD), Singapore Fuel Oil 380 cst Swap (SE), Singapore Gasoil Calendar Swap Futures (SG), Singapore Naphtha Swap Futures (Platts) (SP), Tanker Route TD5 West Africa to U. S. Atlantic Coast Freight Futures (TI), European Naphtha Swap (Platts) (UN)
Contract Months: All Months
NYMEX Division Outright (Scan) Margins on The Clear Port Petroleum Product
& Spread Futures Contracts and Freight Futures Swap Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
DB |
$700 |
$600 |
$770 |
$660 |
$945 |
$810 |
EC |
$2,000 |
$2,750 |
$2,200 |
$3,025 |
$2,700 |
$3,713 |
EE |
$12,000 |
$15,000 |
$13,200 |
$16,500 |
$16,200 |
$20,250 |
EF |
$4,500 |
$2,750 |
$4,950 |
$3,025 |
$6,075 |
$3,713 |
EH |
$35,000 |
$21,000 |
$38,500 |
$23,100 |
$47,250 |
$28,350 |
EI |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
GA |
$1,500 |
$2,000 |
$1,650 |
$2,200 |
$2,025 |
$2,700 |
GE |
$3,500 |
$4,500 |
$3,850 |
$4,950 |
$4,725 |
$6,075 |
JC |
$7,000 |
$5,000 |
$7,700 |
$5,500 |
$9,450 |
$6,750 |
JR |
$7,000 |
$2,800 |
$7,700 |
$3,080 |
$9,450 |
$3,780 |
RE |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
RG |
$3,000 |
$2,650 |
$3,300 |
$2,915 |
$4,050 |
$3,578 |
RH |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
RM - Tier 1 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
RM - Tier 2 |
$2,500 |
$3,500 |
$2,750 |
$3,850 |
$3,375 |
$4,725 |
RM - Tier 3 |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
RV |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
SB |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
SD |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
SE |
$12,000 |
$14,000 |
$13,200 |
$15,400 |
$16,200 |
$18,900 |
SG |
$4,500 |
$5,000 |
$4,950 |
$5,500 |
$6,075 |
$6,750 |
SP |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
TI |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
UN |
$28,000 |
$25,000 |
$30,800 |
$27,500 |
$37,800 |
$33,750 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product & Spread Futures Contracts and Freight Swap Futures Contracts.