Notice to Members
Notice No. 183
03/30/2007
New Intra-Commodity Spread Margin Rates and Tiers for Petroleum Diesel Swap Contracts
EFFECTIVE DATE: Monday, April 2, 2007 (close of business)

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)
CONTRACT MONTHS: All Months

Outright (Scan) Spread Tiers for LW, LY, YW, YS, YK, GY, UW, YU, YL, and LT
 
Tiers
New
1
All Months


NYMEX Division Intra-Commodity Spread Margins on LW, LY, YW, YS, YK, GY, UW, and YU
 
Commodity
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
1
$480
$528
$648


NYMEX Division Intra-Commodity Spread Margins on YL and LT
 
Commodity
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
1
$240
$264
$320
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com