09/06/2006
Futures Contract:
Gulf Coast Jet Fuel Calendar Swap (GE), Gulf Coast Heating Oil Calendar Swap (GP), Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap (MD), Gulf Coast Jet Fuel vs. New York Harbor No. 2 Heating Oil Spread Swap (ME), New York Harbor Residual Fuel 1% Sulfur Swap (MM), New York Harbor Unleaded Gasoline vs. New York Harbor Heating Oil Swap (MR), No. 2 Hearing Oil Up-Down Spread Calendar Swap (UT)
Contract Months: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Petroleum Product and Spread Futures Swap Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
GE |
$4,500 |
$5,000 |
$4,950 |
$5,500 |
$6,075 |
$6,750 |
GP |
$4,500 |
$5,000 |
$4,950 |
$5,500 |
$6,075 |
$6,750 |
MM |
$2,750 |
$3,000 |
$3,025 |
$3,300 |
$3,713 |
$4,050 |
MD |
$5,000 |
$2,500 |
$5,500 |
$2,750 |
$6,750 |
$3,375 |
ME |
$1,500 |
$1,200 |
$1,650 |
$1,320 |
$2,025 |
$1,620 |
MR |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
UT |
$1,000 |
$675 |
$1,100 |
$743 |
$1,350 |
$911 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Futures Swap Contracts.