02/22/2007
Futures Contracts:
Gulf Coast Low Sulfur Diesel (LSD) Swap (LW), Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (LY), New York Low Sulfur Diesel (LSD) Swap (YW), New York Ultra Low Sulfur Diesel (ULSD) Swap (YS), Gulf Coast Low Sulfur Diesel (LSD) Crack Spread Swap (YK), Gulf Coast ULSD Crack Spread Swap (GY), New York Low Sulfur Diesel (LSD) Crack Spread Swap (UW), New York ULSD Crack Spread Swap (YU), Up-Down Gulf Coast LSD vs. NYMEX HO Spread Swap (YL), and Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (LT)
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® LW, LY, YW &
YS
| Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
|
LW |
$4,250 |
$4,675 |
$5,738 |
LY |
$4,250 |
$4,675 |
$5,738 |
YW |
$4,250 |
$4,675 |
$5,738 |
YS |
$4,250 |
$4,675 |
$5,738 |
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® YK, GY, UW,
& YU
| Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
|
YK |
$3,500 |
$3,850 |
$4,725 |
GY |
$3,500 |
$3,850 |
$4,725 |
UW |
$3,500 |
$3,850 |
$4,725 |
YU |
$3,500 |
$3,850 |
$4,725 |
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort® YL & LT
| Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
New |
New |
|
YL |
$1,000 |
$1,100 |
$1,350 |
LT |
$1,000 |
$1,100 |
$1,350 |