11/09/2006
Futures Contracts:
Northwest Europe Gasoline Swap Futures (AR), Dubai Crude Oil Calendar Swap (DC), European ULSD 50PPM CIF NWE vs. Gasoil Futures (EY), Gulf Coast Gasoline Calendar Swap (GS), New York Harbor Heating Oil Crack Spread Calendar Swap (HK), Singapore Jet kerosene Swap Futures (KS), Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap (MD), Gulf Coast No. 6 Fuel 3% Sulfur Swap (MF), 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), New York Harbor Gasoline Calendar Swap (MS), Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (RU), WTI-Brent Crude Oil Spread Calendar Swap Futures (SB), Singapore Fuel Oil Spread Swap Futures (SD)Contract Months: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Petroleum Product
& Spread Swap Futures Contracts
| Tiers |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
AR - Tier 1 |
$33,000 |
$35,000 |
$36,300 |
$38,500 |
$44,550 |
$47,250 |
AR - Tier 2 |
$30,000 |
$30,000 |
$33,000 |
$33,000 |
$40,500 |
$40,500 |
DC |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
EY |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
GS |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
HK - Tier 1 |
$3,500 |
$2,500 |
$3,850 |
$2,750 |
$4,725 |
$3,375 |
HK - Tier 2 |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
HK - Tier 3 |
$1,500 |
$1,500 |
$1,650 |
$1,650 |
$2,025 |
$2,025 |
HK - Tier 4 |
$1,500 |
$1,200 |
$1,650 |
$1,320 |
$2,025 |
$1,620 |
KS |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
MD |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
MF |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
ML |
$2,500 |
$2,000 |
$2,750 |
$2,200 |
$3,375 |
$2,700 |
MQ |
$1,500 |
$900 |
$1,650 |
$990 |
$2,025 |
$1,215 |
MS - Tier 1 |
$4,000 |
$4,500 |
$4,400 |
$4,950 |
$5,400 |
$6,075 |
MS - Tier 2 |
$3,500 |
$4,000 |
$3,850 |
$4,400 |
$4,725 |
$5,400 |
MS - Tier 3 |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
RU |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
SB |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
SD |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |