Effective Date: Wednesday, August 6, 2008 (close of business)
Futures Contracts:
| European Gasoil Bullet Swap |
BG |
| Chicago Ethanol (Platts) Swap |
CU |
| European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap |
EC |
| European Naphtha Crack Spread Futures |
EN |
| European ULSD 50 PPM CIF MED vs. Gasoil Futures |
EE |
| European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap |
EF |
| European Gasoil 10PPM Rdam Barges v Gasoil Futures |
ET |
| European ULSD 50 PPM CIF NWE v. Gasoil Futures |
EY |
| New York Ethanol (Platts) Swap |
EZ |
| 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 |
| European Gasoil 10PPM Rdam Barges Swap |
GT |
| Gulf Coast ULSD Crack Spread Swap (Platts) |
GY |
| European Gasoil Crack Spread Swap Futures |
GZ |
| Los Angeles Jet (OPIS) Spread Swap |
JS |
| Singapore Jet Kerosene Swap Futures (Platts) |
KS |
| Gulf Coast Low Sulfur Diesel (LSD) Swap (Platts) |
LW |
| Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap (Platts) |
LY |
| Gulf Coast No. 6 Fuel Oil Crack Swap (Platts) |
MG |
| European Argus Gasoline Crack Spread Swap Futures |
RG |
| RBOB vs. Heating Oil Swap |
RH |
| RBOB Crack Spread Swap |
RM |
| Singapore Fuel Oil 380 cst Calendar Swap Futures (Platts) |
SE |
| Singapore Gasoil Calendar Swap Futures (Platts) |
SG |
| Singapore Naphtha Swap Futures (Platts) |
SP |
| Tanker Route TC5 Ras Tanura to Yokohama Freight Futures |
TH |
| Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil Swap |
TU |
| Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap |
WQ |
| European Gasoil (ICE) Calendar Swap |
GX |
| European 1% Fuel Oil Rotterdam Calendar Swap |
UH |
| LLS (Argus) vs. WTI Spread Trade Month Swap |
WK |
Contract Months: All Months
Note: The revised margins are in bold
NYMEX Division utright (Scan) Margins for 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 |
BG |
$85,000 |
$90,000 |
$93,500 |
$99,000 |
$114,750 |
$121,500 |
CU |
$8,000 |
$6,000 |
$8,800 |
$6,600 |
$10,800 |
$8,100 |
EC |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
EN |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
EE |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
EF |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
ET |
$7,000 |
$9,000 |
$7,700 |
$9,900 |
$9,450 |
$12,150 |
EY |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
EZ |
$8,000 |
$7,000 |
$8,800 |
$7,700 |
$10,800 |
$9,450 |
FO |
$9,000 |
$8,500 |
$9,900 |
$9,350 |
$12,150 |
$11,475 |
FS |
$15,000 |
$10,000 |
$16,500 |
$11,000 |
$20,250 |
$13,500 |
GA |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
GT |
$88,000 |
$90,000 |
$96,800 |
$99,000 |
$118,800 |
$121,500 |
GY |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
GZ |
$9,000 |
$10,000 |
$9,900 |
$11,000 |
$12,150 |
$13,500 |
JS |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
KS |
$10,000 |
$13,000 |
$11,000 |
$14,300 |
$13,500 |
$17,550 |
LW |
$13,000 |
$14,000 |
$14,300 |
$15,400 |
$17,550 |
$18,900 |
LY |
$13,000 |
$14,000 |
$14,300 |
$15,400 |
$17,550 |
$18,900 |
MG |
$6,000 |
$4,500 |
$6,600 |
$4,950 |
$8,100 |
$6,075 |
RG |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
RH |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
RM-Tier1 |
$2,500 |
$2,950 |
$2,750 |
$3,245 |
$3,375 |
$3,983 |
RM-Tier2 |
$2,500 |
$2,850 |
$2,750 |
$3,135 |
$3,375 |
$3,848 |
RM-Tier3 |
$2,000 |
$2,700 |
$2,200 |
$2,970 |
$2,700 |
$3,645 |
RM-Tier4 |
$2,000 |
$2,650 |
$2,200 |
$2,915 |
$2,700 |
$3,578 |
SE |
$35,000 |
$40,000 |
$38,500 |
$44,000 |
$47,250 |
$54,000 |
SG |
$11,000 |
$12,000 |
$12,100 |
$13,200 |
$14,850 |
$16,200 |
SP |
$9,000 |
$8,000 |
$9,900 |
$8,800 |
$12,150 |
$10,800 |
TH |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
TU |
$10,000 |
$12,000 |
$11,000 |
$13,200 |
$13,500 |
$16,200 |
WQ |
$8,000 |
$10,000 |
$8,800 |
$11,000 |
$10,800 |
$13,500 |
GX-Tier1 |
$85,000 |
$90,000 |
$93,500 |
$99,000 |
$114,750 |
$121,500 |
GX-Tier2 |
$85,000 |
$90,000 |
$93,500 |
$99,000 |
$114,750 |
$121,500 |
GX-Tier3 |
$85,000 |
$90,000 |
$93,500 |
$99,000 |
$114,750 |
$121,500 |
GX-Tier4 |
$85,000 |
$90,000 |
$93,500 |
$99,000 |
$114,750 |
$121,500 |
UH |
$40,000 |
$45,000 |
$44,000 |
$49,500 |
$54,000 |
$60,750 |
WK |
$1,500 |
$600 |
$1,650 |
$660 |
$2,025 |
$810 |
|