08/04/2006
Futures Contract:
Northwest Europe Gasoline Swap Futures (AR), European Naphtha Crack Spread Swap (EN), East-West Fuel Oil Spread Swap Futures (EW), European ULSD 50 PPM CIF NWE vs. Gas oil Futures (EY), Gulf Coast Jet Fuel vs. New York Harbor No.2 Heating Oil Spread Swap Futures (ME), WTI-Brent Crude Oil Spread Calendar Swap Futures (SB), Singapore Fuel Oil 380 cst Swap (SE), Singapore Gasoil Calendar Swap Futures (SG), Tanker Route TD5 West Africa to U.S. Atlantic Coast Freight Futures (TI), Tanker Route TD3 Middle Eastern Gulf to Japan Freight Futures (TL), Tanker Route TC2 Europe to U. S. Atlantic Coast Freight Futures(TM)
Contract Months: All Months
NYMEX Division Outright (Scan) Margins for NYMEX ClearPort® Petroleum
Product & Spread Futures Contracts and Freight Swap Futures Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
AR - Tier 1 |
$40,000 |
$43,000 |
$44,000 |
$47,300 |
$54,000 |
$58,050 |
AR - Tier 2 |
$39,000 |
$41,000 |
$42,900 |
$45,100 |
$52,650 |
$55,350 |
EN |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
EW - Tier 1 |
$8,000 |
$6,000 |
$8,800 |
$6,600 |
$10,800 |
$8,100 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
EY |
$10,000 |
$13,700 |
$11,000 |
$15,070 |
$13,500 |
$18,495 |
ME |
$1,200 |
$1,000 |
$1,320 |
$1,100 |
$1,620 |
$1,350 |
SB |
$1,000 |
$750 |
$1,100 |
$825 |
$1,350 |
$1,013 |
SE |
$14,000 |
$15,000 |
$15,400 |
$16,500 |
$18,900 |
$20,250 |
SG |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
TI |
$2,500 |
$950 |
$2,750 |
$1,045 |
$3,375 |
$1,283 |
TL |
$2,500 |
$1,800 |
$2,750 |
$1,980 |
$3,375 |
$2,430 |
TM |
$2,500 |
$1,500 |
$2,750 |
$1,650 |
$3,375 |
$2,025 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product & Spread Futures Contracts and Freight Swap Futures contracts listed above.