02/23/2006
FUTURES CONTRACTS:
East-West Fuel Oil Spread Swap (EW), High-Low Sulfur Fuel Oil Spread Swap (FS), WTI-Brent Crude Oil Spread Calendar Swap (SB), Singapore Gasoil Calendar Swap (SG)CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Petroleum Product & Spread Contracts
| Contract | Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| East-West Fuel Oil Spread Swap (EW) | $5,000 |
$1,700 |
$5,500 |
$1,870 |
$6,750 |
$2,295 |
| High-Low Sulfur Fuel Oil Spread Swap (FS) | $10,000 |
$1,700 |
$11,000 |
$1,870 |
$13,500 |
$2,295 |
| WTI-Brent Crude Oil Spread Calendar Swap (SB) | $500 |
$250 |
$550 |
$275 |
$675 |
$338 |
| Singapore Gasoil Calendar Swap (SG) | $3,500 |
$2,500 |
$3,850 |
$2,750 |
$4,725 |
$3,375 |
NYMEX Division Intra-Commodity Margins on NYMEX ClearPort® Petroleum Product & Spread Contracts
| Contract | Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| East-West Fuel Oil Spread Swap (EW) | $1,000 |
$340 |
$1,100 |
$374 |
$1,350 |
$459 |
| High-Low Sulfur Fuel Oil Spread Swap (FS) | $1,000 |
$340 |
$1,100 |
$374 |
$1,350 |
$459 |
| WTI-Brent Crude Oil Spread Calendar Swap (SB) | $50 |
N/A |
$55 |
N/A |
$68 |
N/A |
| Singapore Gasoil Calendar Swap (SG) | $400 |
$250 |
$440 |
$275 |
$540 |
$338 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Swap Futures Contracts.