10/19/2006
FUTURES CONTRACTS: Russian Export Blend Crude Oil (REBCO) Futures Contract (RE)
CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margin for Russian Export Blend Crude Oil (REBCO) Futures Contract (RE)
| Tiers |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
Tier 1 (All months) |
$3,000 |
$3,300 |
$4,050 |
NYMEX Division Intra-Commodity Spread Margins on Russian Export Blend Crude Oil (REBCO) Futures Contract (RE)
| Tiers |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
1: 1st nearby |
$400 |
$440 |
$540 |
2: 2nd - 5th nearby |
$250 |
$275 |
$338 |
3: 6th - 12th nearby |
$150 |
$165 |
$203 |
4: Greater than 12th nearby |
$100 |
$110 |
$135 |