Notice to Members
Notice No. 381
07/18/2006
Outright (Scan) Margin Rates for the NYMEX Freight Swap Contracts
Effective Date: Wednesday, July 19, 2006 (close of business)

Futures Contract: Tanker Route TC2 Europe to U.S. Atlantic Coast Freight Futures (TM) and Tanker Route TD3 Middle Eastern Gulf to Japan Freight Futures (TL)


Contract Months: All Months


Outright (Scan) Margin Rates for Existing Freight Swap Contracts
 
Contracts
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
Old
New
Old
New
Old
Freight Route TC2 Swap (TM)
$1,500
$1,200
$1,650
$1,320
$2,025
$1,620
Freight Route TD3 Swap (TL)
$1,800
$1,500
$1,980
$1,650
$2,430
$2,025
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com