03/03/2006
Futures Contracts:
New York Harbor Heating Oil Crack Spread Calendar Swap (HK), Gulf Coast Jet vs. NYMEX #2 HO Spread Swap (ME), NY Harbor Conventional Gas vs NYMEX Unleaded Gas Spread Swap (MJ), NYMEX Gasoline vs. NYMEX Heating Oil Swap (MR), US Gulf Coast #2 HO Crack Spread Calendar Swap (RD), US Gulf Coast Unleaded 87 Crack Spread Calendar Swap (RU), WTI-Brent Crude Oil Spread Calendar Swap (SB), New York Unleaded Gasoline Crack Spread Calendar Swap (UK), Unleaded 87 Up-Down Spread Calendar Swap (UU)Contract Months: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort®
Petroleum Product and Spread Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
HK (Tier 1) |
$3,000 |
4,375 |
$3,300 |
$4,813 |
$4,050 |
$5,906 |
HK (Tier 2) |
$2,800 |
4,025 |
$3,080 |
$4,428 |
$3,780 |
$5,434 |
HK (Tier 3) |
$2,625 |
3,675 |
$2,888 |
$4,043 |
$3,544 |
$4,961 |
HK (Tier 4) |
$2,450 |
2800 |
$2,695 |
$3,080 |
$3,308 |
$3,780 |
ME |
$1,000 |
$700 |
$1,100 |
$770 |
$1,350 |
$945 |
MJ |
$2,000 |
$600 |
$2,200 |
$660 |
$2,700 |
$810 |
MR |
$3,000 |
$4,500 |
$3,300 |
$4,950 |
$4,050 |
$6,075 |
RD |
$3,250 |
$3,500 |
$3,575 |
$3,850 |
$4,388 |
$4,725 |
RU |
$3,500 |
$4,025 |
$3,850 |
$4,428 |
$4,725 |
$5,434 |
SB |
$750 |
$500 |
$825 |
$550 |
$1,013 |
$675 |
UK |
$3,000 |
$5,500 |
$3,300 |
$6,050 |
$4,050 |
$7,425 |
UU |
$3,000 |
$1,500 |
$3,300 |
$1,650 |
$4,050 |
$2,025 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Swap Futures Contracts.