07/05/2007
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Gulf Coast Gasoline (Argus) Calendar Swap AW Gulf Coast ULSD (Argus) Calendar Swap AJ Gulf Coast Jet (Argus) Calendar Swap AF Los Angeles CARB Diesel (OPIS) Outright Swap LX Los Angeles Jet (OPIS) Outright Swap LL Mt Belvieu Propane (OPIS) Swap PT RBOB (Platts) Calendar Swap RY European Gasoil Bullet Swap BG European Propane CIF ARA (Argus) Swap PS Japan C&F Naphtha (Platts) Swap JA Gasoline Up-Down (Argus) Swap UZ ULSD Up-Down (Argus) Swap US Jet Up-Down (Argus) Swap JU RBOB (Platts) vs. NYMEX RBOB Spread Swap RI NY ULSD (Platts) vs. NYMEX HO Spread Swap UY Los Angeles CARBOB (OPIS) Spread Swap JL Los Angeles Jet (OPIS) Spread Swap JS Los Angeles CARB Diesel (OPIS) Spread Swap KL Gulf Coast ULSD Crack Spread (Argus) Swap CF Gulf Coast Gasoline Crack Spread (Argus) Swap CK Japan C&F Naphtha Crack Spread (Platts) Swap JB Chicago Ethanol (Platts) Swap CU New York Ethanol (Platts) Swap EZ
Outright (Scan) Spread Tiers for AW, AJ, AF, LX, LL,
PT, RY, BG, PS, JA, UZ, US, JU, RI, UY, JL, JS, KL, CF, CK, JB, CU and EZ
Tiers |
New |
1 |
All Months |
NYMEX Division Outright (Scan) Margin on AW, AJ, AF, LX, LL, PT, RY, BG, PS, JA, UZ, US, JU, RI, UY, JL, JS, KL, CF, CK, JB, CU and EZ
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
AW |
$6,000 |
$6,600 |
$8,100 |
AJ |
$4,500 |
$4,950 |
$6,075 |
AF |
$3,500 |
$3,850 |
$4,725 |
LX |
$4,000 |
$4,400 |
$5,400 |
LL |
$4,000 |
$4,400 |
$5,400 |
PT |
$1,500 |
$1,650 |
$2,025 |
RY |
$4,500 |
$4,950 |
$6,075 |
BG |
$30,000 |
$33,000 |
$40,500 |
PS |
$37,000 |
$40,700 |
$49,950 |
JA |
$25,500 |
$28,050 |
$34,425 |
UZ |
$1,500 |
$1,650 |
$2,025 |
US |
$2,000 |
$2,200 |
$2,700 |
JU |
$3,000 |
$3,300 |
$4,050 |
RI |
$2,000 |
$2,200 |
$2,700 |
UY |
$2,000 |
$2,200 |
$2,700 |
JL |
$4,500 |
$4,950 |
$6,075 |
JS |
$4,000 |
$4,400 |
$5,400 |
KL |
$4,500 |
$4,950 |
$6,075 |
CF |
$3,500 |
$3,850 |
$4,725 |
CK |
$4,500 |
$4,950 |
$6,075 |
JB |
$4,500 |
$4,950 |
$6,075 |
CU |
$3,000 |
$3,300 |
$4,050 |
EZ |
$4,000 |
$4,400 |
$5,400 |
Intra-Commodity Spread Tiers for AW, AJ, AF, LX, LL, PT,
RY, BG, PS, JA, UZ, US, JU, RI, UY, JL, JS, KL, CF, CK, JB, CU and EZ
NYMEX Division Intra-Commodity Spread Margins on AW, AJ, AF, LX, LL, PT, RY, BG, PS, JA, UZ, US, JU, RI, UY, JL, JS, KL, CF, CK, JB, CU and EZ
Tiers |
New |
1 |
All Months |
NYMEX Division Intra-Commodity Spread Margins on AW, AJ, AF, LX, LL, PT, RY, BG, PS, JA, UZ, US, JU, RI, UY, JL, JS, KL, CF, CK, JB, CU and EZ
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
AW |
500 |
550 |
675 |
AJ |
480 |
528 |
648 |
AF |
400 |
440 |
540 |
LX |
480 |
528 |
648 |
LL |
400 |
440 |
540 |
PT |
250 |
275 |
338 |
RY |
250 |
275 |
338 |
BG |
2000 |
2200 |
2700 |
PS |
3800 |
4180 |
5130 |
JA |
3800 |
4180 |
5130 |
UZ |
240 |
264 |
324 |
US |
240 |
264 |
324 |
JU |
240 |
264 |
324 |
RI |
240 |
264 |
324 |
UY |
240 |
264 |
324 |
JL |
240 |
264 |
324 |
JS |
240 |
264 |
324 |
KL |
240 |
264 |
324 |
CF |
480 |
528 |
648 |
CK |
240 |
264 |
324 |
JB |
250 |
275 |
338 |
CU |
400 |
440 |
540 |
EZ |
400 |
440 |
540 |