11/30/2007
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Singapore 180cst Fuel Oil BALMO Swap Contract BS Singapore 380cst Fuel Oil BALMO Swap Contract BT Singapore Jet Kero BALMO Swap Contract BX Singapore Gasoil BALMO Swap Contract VU Singapore Naphtha BALMO Swap Contract KU Dubai Crude Oil BALMO Swap Contract BI European 3.5% Fuel Oil (NWE) BALMO Swap Contract KR European 1% Fuel Oil (NWE) BALMO Swap Contract KX European Naphtha BALMO Swap Contract KZ New York Harbor 1.0% Fuel Oil BALMO Swap Contract VK Gulf Coast 3.0% Fuel Oil BALMO Swap Contract VZ
Outright (Scan) Spread Tiers for BS, BT, BX, VU, KU,
BI, KR, KX, VK, and VZ
Tiers |
New |
1 |
All Months |
Outright (Scan) Spread Tiers for KZ
Tiers |
New |
1 |
1st Nearby |
2 |
Greater than 1st Nearby |
NYMEX Division Outright (Scan) Margin on BS, BT, BX, VU, KU, BI, KR, KX, KZ, VK, and VZ
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
BS |
22000 |
24200 |
29700 |
BT |
22000 |
24200 |
29700 |
BX |
5000 |
5500 |
6750 |
VU |
4000 |
4400 |
5400 |
KU |
4000 |
4400 |
5400 |
BI |
5000 |
5500 |
6750 |
KR |
22000 |
24200 |
29700 |
KX |
22000 |
24200 |
29700 |
KZ - Tier 1 |
35000 |
38500 |
47250 |
KZ - Tier 2 |
35000 |
38500 |
47250 |
VK |
4000 |
4400 |
5400 |
VZ |
3000 |
3300 |
4050 |
Intra-Commodity Spread Tiers for BS, BT, BX,
VU, KU, BI, KR, KX, KZ, VK, and VZ
NYMEX Division Intra-Commodity Spread Margins on BS, BT, BX, VU, KU, BI, KR, KX, KZ, VK, and VZ
Tiers |
New |
1 |
All Months |
NYMEX Division Intra-Commodity Spread Margins on BS, BT, BX, VU, KU, BI, KR, KX, KZ, VK, and VZ
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
BS |
2400 |
2640 |
3240 |
BT |
2400 |
2640 |
3240 |
BX |
250 |
275 |
338 |
VU |
250 |
275 |
338 |
KU |
250 |
275 |
338 |
BI |
480 |
528 |
648 |
KR |
2400 |
2640 |
3240 |
KX |
2400 |
2640 |
3240 |
KZ |
3800 |
4180 |
5130 |
VK |
480 |
528 |
648 |
VZ |
480 |
528 |
648 |