03/05/2007
Futures Contracts:
WTI-Brent (ICE) Calendar Swap Futures (BK),European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap (EC), European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap (EF), European Naphtha Crack Spread Futures (EN), European ULSD 50 PPM CIF NWE Swap (ES), East-West Fuel Oil Spread Swap Futures (EW), European ULSD 50 PPM CIF NWE vs. Gasoil Futures Swap (EY), 1% Fuel Oil NWE Crack Spread Swap Futures (FI), 3.5% Fuel Oil Rdam Crack Swap Futures (FO), Singapore Gasoil vs. Rdam Gasoil Swap Futures (GA), European Gasoil Crack Spread Swap Futures (GZ), Gulf Coast No.6 Fuel 3.0% Sulfur Swap (MF), Gulf Coast No.6 Fuel Oil Crack Swap (MG), Gulf Coast No.2 Heating Oil Crack Calendar Swap (RD), Russian Export Blend Crude Oil (REBCO) (RE), European Argus Gasoline Crack Spread Swap Futures (RG), RBOB Up-Down Calendar Swap (RV), New York Harbor Conventional Gasoline vs. RBOB Swap (RZ), Singapore Fuel Oil Spread Swap Futures (SD), Singapore Naphtha Swap Futures (SP), Singapore Fuel Oil 180cst Calendar Swap (UA), European Naphtha Calendar Swap (UN), No.2 Heating Oil Up-Down Spread Calendar Swap (UT), European 3.5% Fuel Oil Rotterdam Calendar Swap (UV)Contract Months: All Months
NYMEX Division Outright (Scan) Margins on The Clear Port Petroleum Product
and Spread Futures Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
BK |
$1,000 |
$700 |
$1,100 |
$770 |
$1,350 |
$945 |
EC |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
EF |
$4,000 |
$4,500 |
$4,400 |
$4,950 |
$5,400 |
$6,075 |
EN |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
ES |
$30,000 |
$35,000 |
$33,000 |
$38,500 |
$40,500 |
$47,250 |
EW - Tier 1 |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
EY |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
FI |
$3,000 |
$2,200 |
$3,300 |
$2,420 |
$4,050 |
$2,970 |
FO |
$3,500 |
$2,200 |
$3,850 |
$2,420 |
$4,725 |
$2,970 |
GA |
$2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
GZ |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
MF |
$3,000 |
$2,500 |
$3,300 |
$2,750 |
$4,050 |
$3,375 |
MG |
$2,000 |
$2,415 |
$2,200 |
$2,657 |
$2,700 |
$3,260 |
RD |
$2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
RE |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
RG |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
RV |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
RZ |
$700 |
$500 |
$770 |
$550 |
$945 |
$675 |
SD |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
SP |
$2,500 |
$2,000 |
$2,750 |
$2,200 |
$3,375 |
$2,700 |
UA |
$20,000 |
$15,000 |
$22,000 |
$16,500 |
$27,000 |
$20,250 |
UN |
$39,000 |
$28,000 |
$42,900 |
$30,800 |
$52,650 |
$37,800 |
UT |
$1,200 |
$1,000 |
$1,320 |
$1,100 |
$1,620 |
$1,350 |
UV |
$18,000 |
$15,000 |
$19,800 |
$16,500 |
$24,300 |
$20,250 |