05/03/2007
Futures Contract:
Northwest Europe Gasoline Swap Futures (Argus) (AR), WTI-Brent (ICE) Calendar Swap Futures (BK), European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap (EF), European Naphtha Crack Spread Futures (EN), Singapore Gasoil vs. Rdam Gasoil Swap Futures (GA), European Gasoil (ICE) Calendar Swap (GX), European Gasoil Crack Spread Swap Futures (GZ), European Jet CIF NWE vs. Gasoil Futures Swap (JC), Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (LT), Gulf Coast Jet vs. New York Harbor No. 2 Heating Oil Spread Swap (ME), New York Harbor Residual Fuel Oil Crack Swap (ML), New York Harbor Residual Fuel 1.0% Sulfur Swap (MM), Gulf Coast No. 2 Heating oil Crack Spread Calendar Swap (RD), Russian Export Blend Crude Oil (REBCO) (RE), European Argus Gasoline Crack Spread Swap Futures (RG), Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (RK), RBOB Crack Spread Swap (RM), Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (RU), Singapore Gasoil Calendar Swap Futures (SG), Singapore Naphtha Swap Futures (SP),Singapore Fuel Oil 180cst Calendar Swap (UA), European 1% Fuel Oil Calendar Swap (Northwest Europe)(UF), European 1% Fuel Oil Rotterdam Calendar Swap (UH), European Naphtha Calendar Swap (UN), No.2 Heating Oil Up-Down Spread calendar Swap (UT)
Contract Months: All Months
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® Petroleum Product & Spread Futures Contracts and Freight Futures Swap 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 |
$30,000 |
$44,000 |
$33,000 |
$54,000 |
$40,500 |
AR - Tier 2 |
$35,000 |
$28,000 |
$38,500 |
$30,800 |
$47,250 |
$37,800 |
BK |
$1,200 |
$1,000 |
$1,320 |
$1,100 |
$1,620 |
$1,350 |
EF |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
EN |
$1,500 |
$1,800 |
$1,650 |
$1,980 |
$2,025 |
$2,430 |
GA |
$1,200 |
$1,500 |
$1,320 |
$1,650 |
$1,620 |
$2,025 |
GX - Tier 1 |
$30,000 |
$33,000 |
$33,000 |
$36,300 |
$40,500 |
$44,550 |
GX - Tier 2 |
$30,000 |
$33,000 |
$33,000 |
$36,300 |
$40,500 |
$44,550 |
GX - Tier 3 |
$25,000 |
$26,000 |
$27,500 |
$28,600 |
$33,750 |
$35,100 |
GX - Tier 4 |
$20,000 |
$22,500 |
$22,000 |
$24,750 |
$27,000 |
$30,375 |
GZ |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
JC |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
LT |
$2,000 |
$1,000 |
$2,200 |
$1,100 |
$2,700 |
$1,350 |
ME |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
ML |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
MM |
$3,000 |
$2,500 |
$3,300 |
$2,750 |
$4,050 |
$3,375 |
RD |
$2,500 |
$2,000 |
$2,750 |
$2,200 |
$3,375 |
$2,700 |
RE |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
RG |
$2,500 |
$1,800 |
$2,750 |
$1,980 |
$3,375 |
$2,430 |
RK |
$1,400 |
$1,200 |
$1,540 |
$1,320 |
$1,890 |
$1,620 |
RM - Tier 1 |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
RM - Tier 2 |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
RM - Tier 3 |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
RU |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
SG |
$4,000 |
$4,500 |
$4,400 |
$4,950 |
$5,400 |
$6,075 |
SP |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
UA |
$17,000 |
$18,000 |
$18,700 |
$19,800 |
$22,950 |
$24,300 |
UF |
$14,000 |
$15,000 |
$15,400 |
$16,500 |
$18,900 |
$20,250 |
UH |
$16,000 |
$17,000 |
$17,600 |
$18,700 |
$21,600 |
$22,950 |
UN-Tier 1 |
$37,000 |
$39,000 |
$40,700 |
$42,900 |
$49,950 |
$52,650 |
UN-Tier2 |
$25,000 |
$39,000 |
$27,500 |
$42,900 |
$33,750 |
$52,650 |
UT |
$1,000 |
$1,200 |
$1,100 |
$1,320 |
$1,350 |
$1,620 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product & Spread Futures Contracts.