04/05/2006
Futures Contracts:
Naphtha Crack Spread Swap (EN), High-Low Sulfur Fuel Oil Spread Swap (FS), Gulf Coast Jet Fuel Calendar Swap (GE), Gulf coast Gasoline Calendar Swap (GS), NY Harbor Heating Oil Crack Spread Calendar Swap (HK), Singapore Jet Kerosene Swap (KS), Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap (MD), New York Harbor Unleaded Gasoline vs. New York Harbor No. 2 Heating Oil Spread Swap (MR), Gulf Coast No. 2 Heating Oil Crack Spread Swap (RD), Gulf Coast Unleaded 87 Gasoline Crack Spread Swap (RU), Singapore Fuel Oil Spread Swap (SD), Singapore Fuel Oil 380 cst Swap (SE), Singapore Fuel Oil 180 cst Swap (UA), Dated Brent Crude Oil Calendar Swap (UB), European 1% Fuel Oil Swap (UF), European 1% Fuel Oil Rotterdam Swap (UH), NY Harbor Gasoline Crack Spread Calendar Swap (UK), European Naphtha Calendar Swap (UN), European 3.5% Fuel Oil Rotterdam Swap (UV), Singapore Gasoil vs. Rotterdam Gasoil Swap (GA), New York Harbor Convs. Gasoline vs. New York Harbor Unleaded Gasoline Spread Swap (MJ)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 |
|
EN |
$2,500 |
$2,200 |
$2,750 |
$2,420 |
$3,375 |
$2,970 |
FS |
$9,000 |
$10,000 |
$9,900 |
$11,000 |
$12,150 |
$13,500 |
GE |
$9,000 |
$5,000 |
$9,900 |
$5,500 |
$12,150 |
$6,750 |
GS |
$6,500 |
$5,000 |
$7,150 |
$5,500 |
$8,775 |
$6,750 |
HK - Tier 1 |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
HK - Tier 2 |
$2,000 |
$2,800 |
$2,200 |
$3,080 |
$2,700 |
$3,780 |
HK - Tier 3 |
$1,500 |
$2,625 |
$1,650 |
$2,888 |
$2,025 |
$3,544 |
HK - Tier 4 |
$1,200 |
$2,450 |
$1,320 |
$2,695 |
$1,620 |
$3,308 |
KS |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
MD |
$2,500 |
$3,125 |
$2,750 |
$3,438 |
$3,375 |
$4,219 |
MR |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
RD |
$2,800 |
$3,250 |
$3,080 |
$3,575 |
$3,780 |
$4,388 |
RU |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
SD |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
SE |
$15,000 |
$18,000 |
$16,500 |
$19,800 |
$20,250 |
$24,300 |
UA |
$15,000 |
$17,000 |
$16,500 |
$18,700 |
$20,250 |
$22,950 |
UB |
$4,500 |
$2,500 |
$4,950 |
$2,750 |
$6,075 |
$3,375 |
UF |
$16,000 |
$17,000 |
$17,600 |
$18,700 |
$21,600 |
$22,950 |
UH |
$20,000 |
$23,000 |
$22,000 |
$25,300 |
$27,000 |
$31,050 |
UK |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
UN |
$25,000 |
$23,000 |
$27,500 |
$25,300 |
$33,750 |
$31,050 |
UV |
$16,000 |
$17,000 |
$17,600 |
$18,700 |
$21,600 |
$22,950 |
GA |
$2,000 |
$5,000 |
$2,200 |
$5,500 |
$2,700 |
$6,750 |
MJ |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Swap Futures Contracts.