03/05/2008
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Contract Name Symbol Northwest Europe Gasoline Swap Futures (Argus) AR Gulf Coast ULSD Crack Spread (Argus) Swap CF Chicago Ethanol (Platts) Swap CU Dubai Crude Oil Calendar Swap (Platts) DC European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap EC European ULSD 50 PPM CIF MED Swap EH European Naphtha Crack Spread Futures EN European Gasoil 10PPM Rdam Barges v Gasoil Futures ET East-West Fuel Oil Spread Swap Futures (Platts) EW European ULSD 50 PPM CIF NWE v. Gasoil Futures EY 1% Fuel Oil NWE Crack Spread Swap Futures FI 3.5% Fuel Oil Rdam Crack Swap Futures FO Gulf Coast Heating Oil Calendar Swap GP European Gasoil 10PPM Rdam Barges Swap GT Gulf Coast ULSD Crack Spread Swap (Platts) GY European Gasoil Crack Spread Swap Futures GZ Singapore 380cst Fuel Oil HZ Japan C&F Naphtha (Platts) Swap JA Los Angeles Jet (OPIS) Spread Swap JS Los Angeles CARB Diesel (OPIS) Spread Swap KL Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Platts) LT Gulf Coast Ultra Low Sulfur Diesel (ULSD) LU Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (Platts) LY Gulf Coast No. 6 Fuel 3.0% Sulfur Swap (Platts) MF New York Harbor Residual Fuel 1.0% Sulfur Swap (Platts) MM Mt Belvieu Propane (OPIS) Swap PT Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (Platts) RK Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) RU Singapore Fuel Oil 380 cst Calendar Swap (Platts) SE Singapore Naphtha Swap (Platts) SP European Gasoil 0.2 Rotterdam Calendar Swap UG European Naphtha Calendar Swap UN No. 2 Heating Oil Up-Down Spread Calendar Swap (Platts) UT
NOTE: The revised margin rates are in bold
NYMEX Division Outright (Scan) Margins on NYMEX ClearPort Crude Oil and
Petroleum Related Swap Futures Contracts
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| AR - Tier 1 | $52,000 | $50,000 | $57,200 | $55,000 | $70,200 | $67,500 |
| AR - Tier 2 | $50,000 | $50,000 | $55,000 | $55,000 | $67,500 | $67,500 |
| CF | $3,000 | $3,500 | $3,300 | $3,850 | $4,050 | $4,725 |
| CU | $4,000 | $3,000 | $4,400 | $3,300 | $5,400 | $4,050 |
| DC | $5,500 | $5,000 | $6,050 | $5,500 | $7,425 | $6,750 |
| EC | $2,000 | $2,500 | $2,200 | $2,750 | $2,700 | $3,375 |
| EH | $32,000 | $25,000 | $35,200 | $27,500 | $43,200 | $33,750 |
| EN | $3,000 | $3,500 | $3,300 | $3,850 | $4,050 | $4,725 |
| ET | $10,000 | $12,000 | $11,000 | $13,200 | $13,500 | $16,200 |
| EW - Tier 1 | $7,000 | $8,000 | $7,700 | $8,800 | $9,450 | $10,800 |
| EW - Tier 2 | $4,000 | $4,000 | $4,400 | $4,400 | $5,400 | $5,400 |
| EY | $8,000 | $10,000 | $8,800 | $11,000 | $10,800 | $13,500 |
| FI | $4,500 | $4,000 | $4,950 | $4,400 | $6,075 | $5,400 |
| FO | $4,500 | $4,000 | $4,950 | $4,400 | $6,075 | $5,400 |
| GP | $3,000 | $6,000 | $3,300 | $6,600 | $4,050 | $8,100 |
| GT | $35,000 | $21,000 | $38,500 | $23,100 | $47,250 | $28,350 |
| GY | $3,000 | $3,500 | $3,300 | $3,850 | $4,050 | $4,725 |
| GZ | $4,500 | $4,000 | $4,950 | $4,400 | $6,075 | $5,400 |
| HZ | $2,500 | $1,400 | $2,750 | $1,540 | $3,375 | $1,890 |
| JA | $50,000 | $40,000 | $55,000 | $44,000 | $67,500 | $54,000 |
| JS | $3,000 | $4,000 | $3,300 | $4,400 | $4,050 | $5,400 |
| KL | $3,500 | $4,500 | $3,850 | $4,950 | $4,725 | $6,075 |
| LT | $2,000 | $3,000 | $2,200 | $3,300 | $2,700 | $4,050 |
| LU | $6,000 | $4,250 | $6,600 | $4,675 | $8,100 | $5,738 |
| LY | $6,000 | $5,000 | $6,600 | $5,500 | $8,100 | $6,750 |
| MF | $5,000 | $4,000 | $5,500 | $4,400 | $6,750 | $5,400 |
| MM | $4,200 | $4,000 | $4,620 | $4,400 | $5,670 | $5,400 |
| PT | $3,500 | $2,000 | $3,850 | $2,200 | $4,725 | $2,700 |
| RK | $1,500 | $1,750 | $1,650 | $1,925 | $2,025 | $2,363 |
| RU | $3,500 | $4,000 | $3,850 | $4,400 | $4,725 | $5,400 |
| SE | $25,000 | $23,000 | $27,500 | $25,300 | $33,750 | $31,050 |
| SP | $5,000 | $4,000 | $5,500 | $4,400 | $6,750 | $5,400 |
| UG | $40,000 | $30,000 | $44,000 | $33,000 | $54,000 | $40,500 |
| UN - Tier 1 | $48,000 | $45,000 | $52,800 | $49,500 | $64,800 | $60,750 |
| UN - Tier 2 | $35,000 | $35,000 | $38,500 | $38,500 | $47,250 | $47,250 |
| UT | $1,200 | $1,500 | $1,320 | $1,650 | $1,620 | $2,025 |