03/02/2006
FUTURES CONTRACTS:
Argus NEW Gasoline Swap (AR), Dubai Crude Oil Calendar Swap (DC), Gulf Coast Jet Fuel Calendar Swap (GE), Gulf Coast Heating Oil Calendar Swap (GP), Gulf Coast Gasoline Calendar Swap (GS), Singapore Jet Kerosene Swap (KS), Gulf Coast #6 Fuel 3.0% Swap (MF), New York Harbor Residual Fuel 1.0% Swap (MM), Singapore Fuel Oil Spread Swap (SD), Singapore 380 cst Fuel Oil Swap (SE), European 1% Fuel Oil Rotterdam Calendar Swap (UH), Nitrogen Oxide Emissions Futures (RN)CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Petroleum
Products
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
AR |
$41,000 |
$33,750 |
$45,100 |
$37,125 |
$55,350 |
$45,563 |
DC |
$3,000 |
$2,500 |
$3,300 |
$2,750 |
$4,050 |
$3,375 |
GE |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
GP |
$5,000 |
$5,500 |
$5,500 |
$6,050 |
$6,750 |
$7,425 |
GS |
$5,000 |
$7,000 |
$5,500 |
$7,700 |
$6,750 |
$9,450 |
KS |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
MF |
$2,800 |
$2,400 |
$3,080 |
$2,640 |
$3,780 |
$3,240 |
MM |
$3,000 |
$2,400 |
$3,300 |
$2,640 |
$4,050 |
$3,240 |
SD |
$2,500 |
$1,700 |
$2,750 |
$1,870 |
$3,375 |
$2,295 |
SE |
$18,000 |
$17,000 |
$19,800 |
$18,700 |
$24,300 |
$22,950 |
UH |
$23,000 |
$17,000 |
$22,000 |
$18,700 |
$27,000 |
$22,950 |
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Emissions Futures Contract
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
NOX (RN) |
$1,200 |
$2,000 |
$1,320 |
$2,200 |
$1,620 |
$2,700 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Swap Futures Contracts.