05/11/2007
FUTURES CONTRACTS: New York Harbor Ultra Low Sulfur Diesel (ULSD) Futures Contract (LH), Gulf Coast Gasoline (LR), Gulf Coast Ultra Low Sulfur Diesel (ULSD) Futures Contract (LU)
CONTRACT MONTHS: All Months
NYMEX Division Outright (Scan) Margin on LH, LR, and LU
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
LH |
4250 |
4675 |
5738 |
LR |
4000 |
4400 |
5400 |
LU |
4250 |
4675 |
5738 |
Intra-Commodity Spread Tiers for LH, LR, and LU
Tiers |
New |
1 |
All Months |
Intra-Commodity Spread Margin for LH, LR, and LU
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
LH |
$480 |
$528 |
$648 |
LR |
$500 |
$550 |
$675 |
LU |
$480 |
$528 |
$648 |
Spot Assessment Margins for LH, LR, and LU
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
LH |
$3,000 |
$3,300 |
$4,050 |
LR |
$3,000 |
$3,300 |
$4,050 |
LU |
$3,000 |
$3,300 |
$4,050 |
The spot month assessment is applied in two increments: First, $100 on positions at the close of business on the business day preceding termination; second, an additional $2,900 on positions at the close of business on the day of termination.