10/11/2006
Futures Contract:
Northwest Europe Gasoline Swap Futures (AR), European ULSD 50PPM CIF MED vs. Gasoil Futures (EE), European ULSD 50PPM CIF NWE Swap (ES), European Gasoil 10PPM Rdam Barges vs. Gasoil Futures (ET), East-West Fuel Oil Spread Swap Futures (EW), European ULSD 50PPM CIF NWE vs. Gasoil Futures (EY), High-Low Sulfur Fuel Oil Spread Swap Futures (FS), Dated-to-Frontline Brent Swap (FY), Singapore Gasoil vs. Rdam Gasoil Swap (GA), Gulf Coast Gasoline Calendar Swap (GS), European Gasoil (ICE) Calendar Swap (GX), Gulf Coast Jet Fuel vs. New York Harbor No. 2 Heating Oil Spread Swap (ME), New York Harbor Residual Fuel Crack Swap Futures (ML), Los Angeles Jet Fuel vs. New York Harbor No. 2 Heating Oil Spread Swap Futures (MQ), U. S. Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap Futures (RD), Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (RK), RBOB UP-Down Calendar Swap Futures (RV), WTI-Brent Crude Oil Spread Calendar Swap Futures (SB), Singapore Fuel Oil Spread Swap Futures (SD), European 1% Fuel Oil Rotterdam Calendar Swap (UH), Unleaded 87 Gasoline Up-Down Spread Calendar Swap Futures (UU)Contract Months: All Months
Outright (Scan) Margins for NYMEX ClearPort®
Petroleum Product and Spread Futures
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
AR - Tier 1 |
$35,000 |
$40,000 |
$38,500 |
$44,000 |
$47,250 |
$54,000 |
AR - Tier 2 |
$30,000 |
$39,000 |
$33,000 |
$42,900 |
$40,500 |
$52,650 |
EE |
$15,000 |
$17,000 |
$16,500 |
$18,700 |
$20,250 |
$22,950 |
ES |
$35,000 |
$36,000 |
$38,500 |
$39,600 |
$47,250 |
$48,600 |
ET |
$5,000 |
$2,750 |
$5,500 |
$3,025 |
$6,750 |
$3,713 |
EW - Tier 1 |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
EY |
$8,000 |
$10,000 |
$8,800 |
$11,000 |
$10,800 |
$13,500 |
FS |
$5,000 |
$8,000 |
$5,500 |
$8,800 |
$6,750 |
$10,800 |
FY |
$400 |
$200 |
$440 |
$220 |
$540 |
$270 |
GA |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
GS |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
GX - Tier 1 |
$35,000 |
$37,000 |
$38,500 |
$40,700 |
$47,250 |
$49,950 |
GX - Tier 2 |
$33,000 |
$35,000 |
$36,300 |
$38,500 |
$44,550 |
$47,250 |
GX - Tier 3 |
$26,000 |
$28,200 |
$28,600 |
$31,020 |
$35,100 |
$38,070 |
GX - Tier 4 |
$22,500 |
$24,500 |
$24,750 |
$26,950 |
$30,375 |
$33,075 |
ME |
$1,800 |
$1,500 |
$1,980 |
$1,650 |
$2,430 |
$2,025 |
ML |
$2,000 |
$1,725 |
$2,200 |
$1,898 |
$2,700 |
$2,329 |
MQ |
$900 |
$600 |
$990 |
$660 |
$1,215 |
$810 |
RD |
$2,500 |
$2,800 |
$2,750 |
$3,080 |
$3,375 |
$3,780 |
RK |
$1,500 |
$2,000 |
$1,650 |
$2,200 |
$2,025 |
$2,700 |
RV |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
SB |
$3,000 |
$1,000 |
$3,300 |
$1,100 |
$4,050 |
$1,350 |
SD |
$3,000 |
$1,000 |
$3,300 |
$1,100 |
$4,050 |
$1,350 |
UH |
$14,000 |
$15,000 |
$15,400 |
$16,500 |
$18,900 |
$20,250 |
UU |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product and Spread Futures Swap Contracts.