04/07/2008
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Contract Name Symbol Northwest Europe Gasoline Swap Futures (Argus) AR European Gasoil Bullet Swap BG WTI-Brent (ICE) Calendar Swap Futures BK WTI-Brent (ICE) Bullet Swap Futures BY Chicago Ethanol (Platts) Swap CU Brent-Dubai Swap Futures DB Dubai Crude Oil Calendar Swap (Platts) DC European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap EF European ULSD 50 PPM CIF MED Swap EH European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap EI European Naphtha Crack Spread Futures EN East-West Fuel Oil Spread Swap Futures (Platts) EW New York Ethanol (Platts) Swap EZ 1% Fuel Oil NWE Crack Spread Swap Futures FI 3.5% Fuel Oil Rdam Crack Swap Futures FO Singapore Gasoil v. Rdam Gasoil Swap Futures GA Gulf Coast Heating Oil Calendar Swap GP Gulf Coast Gasoline Calendar Swap GS European Gasoil 10PPM Rdam Barges Swap GT European Gasoil (ICE) Calendar Swap GX Gulf Coast ULSD Crack Spread Swap (Platts) GY Japan C&F Naphtha (Platts) Swap JA Gulf Coast Low Sulfur Diesel (LSD) Swap (Platts) LW Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (Platts) LY 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 New York Harbor Residual Fuel 1.0% Sulfur Swap (Platts) MM Russian Export Blend Crude Oil (REBCO) RE European Argus Gasoline Crack Spread Swap Futures RG RBOB vs. Heating Oil Swap RH Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (Platts) RK RBOB Crack Spread Swap RM Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) RU Singapore Gasoil Calendar Swap Futures (Platts) SG Singapore Naphtha Swap Futures (Platts) SP European 1% Fuel Oil Calendar Swap (Northwest Europe) UF European 1% Fuel Oil Rotterdam Calendar Swap UH European Jet Kero NWE Calendar Swap (Northwest Europe) UJ European Naphtha Calendar Swap UN Brent (ICE) Calendar Swap Futures CY Brent Bullet Swap Futures BB Brent Crude Oil - Last Day Futures BZ
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 |
$65,000 |
$52,000 |
$71,500 |
$57,200 |
$87,750 |
$70,200 |
AR - Tier 2 |
$50,000 |
$50,000 |
$55,000 |
$55,000 |
$67,500 |
$67,500 |
BG |
$65,000 |
$45,000 |
$71,500 |
$49,500 |
$87,750 |
$60,750 |
BK |
$1,600 |
$1,000 |
$1,760 |
$1,100 |
$2,160 |
$1,350 |
BY |
$1,800 |
$1,000 |
$1,980 |
$1,100 |
$2,430 |
$1,350 |
CU |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
DB |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
DC |
$7,500 |
$5,500 |
$8,250 |
$6,050 |
$10,125 |
$7,425 |
EF |
$7,000 |
$6,000 |
$7,700 |
$6,600 |
$9,450 |
$8,100 |
EH |
$60,000 |
$32,000 |
$66,000 |
$35,200 |
$81,000 |
$43,200 |
EI |
$6,000 |
$5,000 |
$6,600 |
$5,500 |
$8,100 |
$6,750 |
EN |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
EW - Tier 1 |
$10,000 |
$7,000 |
$11,000 |
$7,700 |
$13,500 |
$9,450 |
EW - Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
EZ |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
FI |
$6,000 |
$4,500 |
$6,600 |
$4,950 |
$8,100 |
$6,075 |
FO |
$6,000 |
$4,500 |
$6,600 |
$4,950 |
$8,100 |
$6,075 |
GA |
$5,000 |
$2,500 |
$5,500 |
$2,750 |
$6,750 |
$3,375 |
GP |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
GS |
$10,000 |
$7,000 |
$11,000 |
$7,700 |
$13,500 |
$9,450 |
GT |
$60,000 |
$35,000 |
$66,000 |
$38,500 |
$81,000 |
$47,250 |
GX - Tier 1 |
$60,000 |
$40,000 |
$66,000 |
$44,000 |
$81,000 |
$54,000 |
GX - Tier 2 |
$35,000 |
$35,000 |
$38,500 |
$38,500 |
$47,250 |
$47,250 |
GX - Tier 3 |
$30,000 |
$30,000 |
$33,000 |
$33,000 |
$40,500 |
$40,500 |
GX - Tier 4 |
$25,000 |
$25,000 |
$27,500 |
$27,500 |
$33,750 |
$33,750 |
GY |
$5,000 |
$3,000 |
$5,500 |
$3,300 |
$6,750 |
$4,050 |
JA |
$60,000 |
$50,000 |
$66,000 |
$55,000 |
$81,000 |
$67,500 |
LW |
$8,000 |
$5,000 |
$8,800 |
$5,500 |
$10,800 |
$6,750 |
LY |
$8,000 |
$6,000 |
$8,800 |
$6,600 |
$10,800 |
$8,100 |
ME |
$2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
MF |
$5,500 |
$5,000 |
$6,050 |
$5,500 |
$7,425 |
$6,750 |
MM |
$5,000 |
$4,200 |
$5,500 |
$4,620 |
$6,750 |
$5,670 |
RE |
$7,500 |
$5,000 |
$8,250 |
$5,500 |
$10,125 |
$6,750 |
RG |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
RH |
$7,000 |
$3,000 |
$7,700 |
$3,300 |
$9,450 |
$4,050 |
RK |
$2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
RM - Tier 1 |
$5,000 |
$3,200 |
$5,500 |
$3,520 |
$6,750 |
$4,320 |
RM - Tier 2 |
$3,000 |
$3,000 |
$3,300 |
$3,300 |
$4,050 |
$4,050 |
RM - Tier 3 |
$2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
RU |
$5,000 |
$3,500 |
$5,500 |
$3,850 |
$6,750 |
$4,725 |
SG |
$7,000 |
$6,000 |
$7,700 |
$6,600 |
$9,450 |
$8,100 |
SP |
$6,000 |
$5,000 |
$6,600 |
$5,500 |
$8,100 |
$6,750 |
UF |
$24,000 |
$22,000 |
$26,400 |
$24,200 |
$32,400 |
$29,700 |
UH |
$24,000 |
$22,000 |
$26,400 |
$24,200 |
$32,400 |
$29,700 |
UJ |
$60,000 |
$45,000 |
$66,000 |
$49,500 |
$81,000 |
$60,750 |
UN - Tier 1 |
$65,000 |
$48,000 |
$71,500 |
$52,800 |
$87,750 |
$64,800 |
UN - Tier 2 |
$60,000 |
$35,000 |
$66,000 |
$38,500 |
$81,000 |
$47,250 |
CY |
$7,000 |
$5,250 |
$7,700 |
$5,775 |
$9,450 |
$7,088 |
BB |
$7,000 |
$5,250 |
$7,700 |
$5,775 |
$9,450 |
$7,088 |
BZ |
$7,000 |
$5,250 |
$7,700 |
$5,775 |
$9,450 |
$7,088 |