11/20/2007
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Northwest Europe Gasoline Swap Futures (Argus) AR Brent Bullet Swap Futures BB European Gasoil Bullet Swap BG WTI-Brent (ICE) Calendar Swap Futures BK WTI-Brent (ICE) Bullet Swap Futures BY Brent Crude Oil - Last Day Futures BZ Brent (ICE) Calendar Swap Futures CY Brent-Dubai Swap Futures DB Dubai Crude Oil Calendar Swap (Platts) DC European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap EF European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap EI European ULSD 50 PPM CIF NWE Swap ES European Gasoil 10PPM Rdam Barges v Gasoil Futures ET East-West Fuel Oil Spread Swap Futures (Platts) EW European ULSD 50 PPM CIF NWE v. Gasoil Futures EY 1% Fuel Oil NWE Crack Spread Swap Futures FI High-Low Sulfur Fuel Oil Spread Swap Futures (Platts) FS Singapore Gasoil v. Rdam Gasoil Swap Futures GA Gulf Coast Jet Fuel Calendar Swap GE Gulf Coast Heating Oil Calendar Swap GP Gulf Coast Gasoline Calendar Swap GS European Gasoil Crack Spread Swap Futures GZ Japan C&F Naphtha (Platts) Swap JA European Jet CIF NWE vs. Gasoil Futures Swap JC Singapore Jet Kerosene Swap Futures (Platts) KS Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (Platts) LY Gulf Coast No. 6 Fuel 3.0% Sulfur Swap (Platts) MF Gulf Coast No. 6 Fuel Oil Crack Swap (Platts) MG New York Harbor Residual Fuel Crack Swap (Platts) ML New York Harbor Residual Fuel 1.0% Sulfur Swap (Platts) MM Mt Belvieu Propane (OPIS) Swap PT European Argus Gasoline Crack Spread Swap Futures RG RBOB (Platts) Calendar Swap RY Singapore Fuel Oil 380 cst Calendar Swap Futures (Platts) SE Singapore Fuel Oil 180cst Calendar Swap UA Dated Brent Crude Oil Calendar Swap Futures UB European 1% Fuel Oil Calendar Swap (Northwest Europe) UF European Jet Kero NWE Calendar Swap (Northwest Europe) UJ European Naphtha Calendar Swap UN European 3.5% Fuel Oil Rotterdam Calendar Swap UV
NOTE: The revised margin rates are in bold
NYMEX Division Margin Rates for NYMEX ClearPort® ClearPort
Crude Oil and Petroleum Related Swap Futures Contracts
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
Natural Gas Basis Financial |
New |
Old |
New |
Old |
New |
Old |
AR - Tier 1 |
$50,000 |
$40,000 |
$55,000 |
$44,000 |
$67,500 |
$54,000 |
AR - Tier 2 |
$50,000 |
$38,000 |
$55,000 |
$41,800 |
$67,500 |
$51,300 |
BB |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
BG |
$35,000 |
$30,000 |
$38,500 |
$33,000 |
$47,250 |
$40,500 |
BK |
$1,200 |
$950 |
$1,320 |
$1,045 |
$1,620 |
$1,283 |
BY |
$1,200 |
$950 |
$1,320 |
$1,045 |
$1,620 |
$1,283 |
BZ |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
CY |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
DB |
$3,000 |
$1,800 |
$3,300 |
$1,980 |
$4,050 |
$2,430 |
DC |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
EF |
$6,000 |
$4,500 |
$6,600 |
$4,950 |
$8,100 |
$6,075 |
EI |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
ES |
$30,000 |
$22,000 |
$33,000 |
$24,200 |
$40,500 |
$29,700 |
ET |
$12,000 |
$5,000 |
$13,200 |
$5,500 |
$16,200 |
$6,750 |
EW - Tier 1 |
$9,000 |
$5,000 |
$9,900 |
$5,500 |
$12,150 |
$6,750 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
EY |
$10,000 |
$5,000 |
$11,000 |
$5,500 |
$13,500 |
$6,750 |
FI |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
FS |
$6,000 |
$5,000 |
$6,600 |
$5,500 |
$8,100 |
$6,750 |
GA |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
GE |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
GP |
$6,000 |
$5,000 |
$6,600 |
$5,500 |
$8,100 |
$6,750 |
GS |
$7,000 |
$5,000 |
$7,700 |
$5,500 |
$9,450 |
$6,750 |
GZ |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
JA |
$30,000 |
$25,500 |
$33,000 |
$28,050 |
$40,500 |
$34,425 |
JC |
$10,000 |
$7,500 |
$11,000 |
$8,250 |
$13,500 |
$10,125 |
KS |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
LY |
$5,000 |
$4,500 |
$5,500 |
$4,950 |
$6,750 |
$6,075 |
MF |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
MG |
$5,000 |
$2,700 |
$5,500 |
$2,970 |
$6,750 |
$3,645 |
ML |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
MM |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
PT |
$2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
RG |
$3,500 |
$2,500 |
$3,850 |
$2,750 |
$4,725 |
$3,375 |
RY |
$7,500 |
$4,500 |
$8,250 |
$4,950 |
$10,125 |
$6,075 |
SE |
$22,000 |
$18,000 |
$24,200 |
$19,800 |
$29,700 |
$24,300 |
UA |
$22,000 |
$18,000 |
$24,200 |
$19,800 |
$29,700 |
$24,300 |
UB |
$6,000 |
$4,500 |
$6,600 |
$4,950 |
$8,100 |
$6,075 |
UF |
$22,000 |
$18,000 |
$24,200 |
$19,800 |
$29,700 |
$24,300 |
UJ |
$35,000 |
$28,000 |
$38,500 |
$30,800 |
$47,250 |
$37,800 |
UN-Tier 1 |
$35,000 |
$30,000 |
$38,500 |
$33,000 |
$47,250 |
$40,500 |
UN-Tier2 |
$35,000 |
$25,000 |
$38,500 |
$27,500 |
$47,250 |
$33,750 |
UV |
$22,000 |
$15,000 |
$24,200 |
$16,500 |
$29,700 |
$20,250 |