EFFECTIVE DATE: Friday, December 14, 2007 (close of business)
FUTURES CONTRACTS:
Contract Name |
Symbol |
European Gasoil Bullet Swap |
BG |
Brent-Dubai Swap Futures |
DB |
European ULSD 50 PPM CIF MED vs. Gasoil Futures |
EE |
European Naphtha Crack Spread Futures |
EN |
European ULSD 50 PPM CIF NWE Swap |
ES |
East-West Fuel Oil Spread Swap Futures (Platts) |
EW |
3.5% Fuel Oil Rdam Crack Swap Futures |
FO |
High-Low Sulfur Fuel Oil Spread Swap Futures (Platts) |
FS |
Singapore Gasoil v. Rdam Gasoil Swap Futures |
GA |
Gulf Coast Jet Fuel Calendar Swap |
GE |
European Gasoil (ICE) Calendar Swap |
GX |
Japan C&F Naphtha (Platts) Swap |
JA |
Singapore Jet Kerosene Swap Futures (Platts) |
KS |
Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Platts) |
LT |
Gulf Coast Gasoline vs. Gulf Coast Heat Oil Spread Swap (Platts) |
MD |
Gulf Coast Jet vs. New York Harbor No. 2 Heating Oil Spread Swap (Platts) |
ME |
Gulf Coast No. 6 Fuel 3.0% Sulfur Swap (Platts) |
MF |
Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap (Platts) |
RD |
Russian Export Blend Crude Oil (REBCO) |
RE |
Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) |
RU |
RBOB Up-Down Calendar Swap |
RV |
Singapore Fuel Oil Spread Swap Futures (Platts) |
SD |
Singapore Fuel Oil 380 cst Calendar Swap Futures (Platts) |
SE |
Singapore Gasoil Calendar Swap Futures (Platts) |
SG |
Singapore Fuel Oil 180cst Calendar Swap |
UA |
European Gasoil 0.2 Rotterdam Calendar Swap |
UG |
European Jet Kero NWE Calendar Swap (Northwest Europe) |
UJ |
European Naphtha Calendar Swap |
UN |
European 3.5% Fuel Oil Rotterdam Calendar Swap |
UV |
CONTRACT MONTHS: All Months
NOTE: The revised margins are in bold.
NYMEX Division Outright (Scan) Margins on The ClearPort Crude Oil and Petroleum Related Swap Futures Contracts |
Contract |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|
New |
Old |
New |
Old |
New |
Old |
BG |
$45,000 |
$35,000 |
$49,500 |
$38,500 |
$60,750 |
$47,250 |
DB |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
EE |
$9,000 |
$10,000 |
$9,900 |
$11,000 |
$12,150 |
$13,500 |
EN |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
ES |
$50,000 |
$30,000 |
$55,000 |
$33,000 |
$67,500 |
$40,500 |
EW - Tier 1 |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
FO |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
FS |
$9,000 |
$6,000 |
$9,900 |
$6,600 |
$12,150 |
$8,100 |
GA |
$2,500 |
$3,000 |
$2,750 |
$3,300 |
$3,375 |
$4,050 |
GE |
$6,000 |
$5,000 |
$6,600 |
$5,500 |
$8,100 |
$6,750 |
GX - Tier 1 |
$40,000 |
$28,000 |
$44,000 |
$30,800 |
$54,000 |
$37,800 |
GX - Tier 2 |
$35,000 |
$30,000 |
$38,500 |
$33,000 |
$47,250 |
$40,500 |
GX - Tier 3 |
$30,000 |
$25,000 |
$33,000 |
$27,500 |
$40,500 |
$33,750 |
GX - Tier 4 |
$25,000 |
$20,000 |
$27,500 |
$22,000 |
$33,750 |
$27,000 |
JA |
$40,000 |
$30,000 |
$44,000 |
$33,000 |
$54,000 |
$40,500 |
KS |
$6,500 |
$5,000 |
$7,150 |
$5,500 |
$8,775 |
$6,750 |
LT |
$3,000 |
$5,000 |
$3,300 |
$5,500 |
$4,050 |
$6,750 |
MD |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
ME |
$1,500 |
$2,000 |
$1,650 |
$2,200 |
$2,025 |
$2,700 |
MF |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
RD |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
RE |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
RU |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
RV |
$1,200 |
$1,500 |
$1,320 |
$1,650 |
$1,620 |
$2,025 |
SD |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
SE |
$23,000 |
$22,000 |
$25,300 |
$24,200 |
$31,050 |
$29,700 |
SG |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
UA |
$23,000 |
$22,000 |
$25,300 |
$24,200 |
$31,050 |
$29,700 |
UG |
$30,000 |
$21,000 |
$33,000 |
$23,100 |
$40,500 |
$28,350 |
UJ |
$45,000 |
$35,000 |
$49,500 |
$38,500 |
$60,750 |
$47,250 |
UN - Tier 1 |
$45,000 |
$35,000 |
$49,500 |
$38,500 |
$60,750 |
$47,250 |
UN - Tier 2 |
$35,000 |
$35,000 |
$38,500 |
$38,500 |
$47,250 |
$47,250 |
UV |
$25,000 |
$22,000 |
$27,500 |
$24,200 |
$33,750 |
$29,700 |
|