10/05/2007
FUTURES CONTRACTS:
Northwest Europe Gasoline Swap Futures (AR), Brent (ICE) Calendar Swap (CY), Brent Crude Oil - Financial (BB), WTI-Brent (ICE) Calendar Swap (BK), WTI-Brent (ICE) Bullet Swap (BY), Brent Crude Oil - Last Day (BZ), Brent-Dubai Swap (DB), European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap (EC), European ULSD 50PPM CIF MED vs. Gasoil Futures (EE), European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap (EF), European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap (EI), European Naphtha Crack Spread (EN), European ULSD 50PPM CIF NWE Swap (ES), East-West Fuel Oil Spread Swap Futures (EW), 3.5% Fuel Oil Rdam v 5.3% FOB MED Spread Swap (FK), Dated-to-Frontline Brent Swap (FY), Gulf Coast Gasoline Calendar Swap (GS), European Gasoil (ICE) Calendar Swap (GX), European Jet CIF NWE vs. Gasoil Futures Swap (JC), Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (LT), Gulf Coast LSD Swap (LW), Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap Futures (Platts) (MD), Gulf Coast Jet Fuel vs. New York Harbor No. 2 Heating Oil Spread Swap (ME), Gulf Coast No. 6 Fuel Oil 3.0% Sulfur Swap Futures (Platts) (MF), New York Harbor Residual Fuel 1.0% Sulfur Swap Futures (Platts) (MM), Brent-Oman Financial Spread Contract (QN), U. S. Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap Futures (RD), RBOB Crack Spread Swap (RM), U.S. Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap Futures (Platts) (RU), New York Harbor Conventional Gasoline vs. RBOB Swap Contract (RZ), Singapore Fuel Oil Spread Swap Futures (SD), Singapore Fuel Oil 380 cst Swap (Platts) (SE), Singapore Gasoil Calendar Swap Futures (Platts) (SG), TC2 Rotterdam to USAC (TM), Singapore Fuel Oil 180 cst Swap (Platts) (UA), 1% Fuel Oil Swap, Northwest Europe (NWE) (Platts) (UF), European 1% Fuel Oil Rotterdam Calendar Swap (UH), Jet Kero Swap, Northwest Europe (NWE) (Platts) (UJ), European Naphtha Swap (Platts) (UN), No. 2 Heating Oil Up-Down Spread Calendar Swap Futures (Platts) (UT), 3.5% Fuel Oil Swap, Rotterdam (Platts) (UV), Up-Down Gulf Coast LSD vs. NYMEX HO Spread Swap (YL)CONTRACT MONTHS: All Months
NOTE: The revised margin rates are in bold
>NYMEX Division Outright (Scan) Margins on The ClearPort Crude Oil and
Petroleum Related Swap Futures Contracts and Freight Swap 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 |
$40,000 |
$42,000 |
$44,000 |
$46,200 |
$54,000 |
$56,700 |
AR - Tier 2 |
$38,000 |
$40,000 |
$41,800 |
$44,000 |
$51,300 |
$54,000 |
CY |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
BB |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
BK |
$600 |
$2,000 |
$660 |
$2,200 |
$810 |
$2,700 |
BY |
$600 |
$1,000 |
$660 |
$1,100 |
$810 |
$1,350 |
BZ |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
DB |
$1,800 |
$2,000 |
$1,980 |
$2,200 |
$2,430 |
$2,700 |
EC |
$2,500 |
$1,500 |
$2,750 |
$1,650 |
$3,375 |
$2,025 |
EE |
$10,000 |
$12,000 |
$11,000 |
$13,200 |
$13,500 |
$16,200 |
EF |
$4,500 |
$3,000 |
$4,950 |
$3,300 |
$6,075 |
$4,050 |
EI |
$3,500 |
$4,000 |
$3,850 |
$4,400 |
$4,725 |
$5,400 |
EN |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
ES |
$22,000 |
$25,000 |
$24,200 |
$27,500 |
$29,700 |
$33,750 |
EW - Tier 1 |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
FK |
$3,000 |
$3,400 |
$3,300 |
$3,740 |
$4,050 |
$4,590 |
FY |
$750 |
$400 |
$825 |
$440 |
$1,013 |
$540 |
GS |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
GX - Tier 1 |
$28,000 |
$30,000 |
$30,800 |
$33,000 |
$37,800 |
$40,500 |
GX - Tier 2 |
$30,000 |
$30,000 |
$33,000 |
$33,000 |
$40,500 |
$40,500 |
GX - Tier 3 |
$25,000 |
$25,000 |
$27,500 |
$27,500 |
$33,750 |
$33,750 |
GX - Tier 4 |
$20,000 |
$20,000 |
$22,000 |
$22,000 |
$27,000 |
$27,000 |
JC |
$7,500 |
$6,000 |
$8,250 |
$6,600 |
$10,125 |
$8,100 |
LT |
$5,000 |
$2,000 |
$5,500 |
$2,200 |
$6,750 |
$2,700 |
LW |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
MD |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
ME |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
MF |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
MM |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
QN |
$1,290 |
$2,000 |
$1,419 |
$2,200 |
$1,742 |
$2,700 |
RD |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
RM - Tier 1 |
$3,200 |
$5,000 |
$3,520 |
$5,500 |
$4,320 |
$6,750 |
RM - Tier 2 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
RM - Tier 3 |
$2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
RU |
$3,500 |
$4,500 |
$3,850 |
$4,950 |
$4,725 |
$6,075 |
RZ |
$1,500 |
$700 |
$1,650 |
$770 |
$2,025 |
$945 |
SD |
$3,500 |
$2,500 |
$3,850 |
$2,750 |
$4,725 |
$3,375 |
SE |
$18,000 |
$20,000 |
$19,800 |
$22,000 |
$24,300 |
$27,000 |
SG |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
TM - Tier 1 |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
TM - Tier 2 |
$2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
UA |
$18,000 |
$19,000 |
$19,800 |
$20,900 |
$24,300 |
$25,650 |
UF |
$18,000 |
$20,000 |
$19,800 |
$22,000 |
$24,300 |
$27,000 |
UH |
$22,000 |
$25,000 |
$24,200 |
$27,500 |
$29,700 |
$33,750 |
UJ |
$28,000 |
$30,000 |
$30,800 |
$33,000 |
$37,800 |
$40,500 |
UN-Tier 1 |
$30,000 |
$37,000 |
$33,000 |
$40,700 |
$40,500 |
$49,950 |
UN-Tier2 |
$25,000 |
$25,000 |
$27,500 |
$27,500 |
$33,750 |
$33,750 |
UT |
$1,500 |
$1,000 |
$1,650 |
$1,100 |
$2,025 |
$1,350 |
UV |
$15,000 |
$17,000 |
$16,500 |
$18,700 |
$20,250 |
$22,950 |
YL |
$1,800 |
$1,000 |
$1,980 |
$1,100 |
$2,430 |
$1,350 |
This notice supersedes all previous notices regarding these margin rates.