06/20/2007
FUTURES CONTRACTS:
Northwest Europe Gasoline Swap Futures (Argus) (AR), WTI-Brent (ICE) Calendar Swap Futures (BK), WTI-Brent (ICE) Bullet Swap Futures (BY), Brent-Dubai Swap Futures (DB), Dubai Crude Oil Calendar Swap (DC), European Naphtha Crack Spread Futures (EN), European ULSD 50 PPM CIF NWE v. Gasoil Futures (EY), Singapore Gasoil vs. Rdam Gasoil Swap Futures (GA), Gulf Coast Heating Oil Calendar Swap (GP), Gulf Coast Gasoline Calendar Swap (GS), Gulf Coast Low Sulfur Diesel (LSD) Swap (LW), Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (LY), Gulf Coast No. 6 Fuel Oil Crack Swap (MG), New York Harbor Residual Fuel Oil Crack Swap (ML), Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (RK), RBOB Crack Spread Swap (RM), Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (RU), Singapore Fuel Oil Spread Swap Futures (SD), Singapore Fuel Oil 380 cst Calendar Swap Futures (SE), Singapore Gasoil Calendar Swap Futures (SG), Singapore Naphtha Swap Futures (SP),Singapore Fuel Oil 180cst Calendar Swap (UA), European 1% Fuel Oil Calendar Swap (Northwest Europe) (UF), European 1% Fuel Oil Rotterdam Calendar Swap (UH), and European Jet Kero NWE Calendar Swap (Northwest Europe) (UJ)CONTRACT MONTHS: All Months
NOTE: The revised margin rates are in bold
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort®
Petroleum Products and Spread Futures Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
AR - Tier 1 |
$42,000 |
$40,000 |
$46,200 |
$44,000 |
$56,700 |
$54,000 |
AR - Tier 2 |
$40,000 |
$35,000 |
$44,000 |
$38,500 |
$54,000 |
$47,250 |
BK |
$2,000 |
$1,200 |
$2,200 |
$1,320 |
$2,700 |
$1,620 |
BY |
$1,000 |
$250 |
$1,100 |
$275 |
$1,350 |
$338 |
DB |
$2,000 |
$700 |
$2,200 |
$770 |
$2,700 |
$945 |
DC |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
EN |
$4,000 |
$1,500 |
$4,400 |
$1,650 |
$5,400 |
$2,025 |
EY |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
GA |
$2,000 |
$1,200 |
$2,200 |
$1,320 |
$2,700 |
$1,620 |
GP |
$5,000 |
$4,500 |
$5,500 |
$4,950 |
$6,750 |
$6,075 |
GS |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
LW |
$6,000 |
$4,250 |
$6,600 |
$4,675 |
$8,100 |
$5,738 |
LY |
$4,500 |
$4,250 |
$4,950 |
$4,675 |
$6,075 |
$5,738 |
MG |
$2,700 |
$1,800 |
$2,970 |
$1,980 |
$3,645 |
$2,430 |
ML |
$2,500 |
$2,000 |
$2,750 |
$2,200 |
$3,375 |
$2,700 |
RK |
$1,750 |
$1,400 |
$1,925 |
$1,540 |
$2,363 |
$1,890 |
RM - Tier 1 |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
RM - Tier 2 |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
RM - Tier 3 |
$2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
RU |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
SD |
$2,500 |
$1,500 |
$2,750 |
$1,650 |
$3,375 |
$2,025 |
SE |
$20,000 |
$13,000 |
$22,000 |
$14,300 |
$27,000 |
$17,550 |
SG |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
SP |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
UA |
$19,000 |
$17,000 |
$20,900 |
$18,700 |
$25,650 |
$22,950 |
UF |
$20,000 |
$14,000 |
$22,000 |
$15,400 |
$27,000 |
$18,900 |
UH |
$25,000 |
$16,000 |
$27,500 |
$17,600 |
$33,750 |
$21,600 |
UJ |
$30,000 |
$22,000 |
$33,000 |
$24,200 |
$40,500 |
$29,700 |
This notice supersedes all previous notices regarding margin rates for the Petroleum Product & Spread Futures Contracts.