03/06/2008
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Contract Name EIA On-Highway Retail Diesel Swap Gasoil (ICE) Mini Calendar Swap Gasoil 0.1 Barges FOB Rotterdam Swap Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap Gasoil 0.1 Cargoes FOB NWE Swap Gasoil 0.1 Cargoes FOB NWE v. ICE Gasoil Swap Gasoil 0.1 Cargoes CIF NWE Swap Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil Swap Gasoil 10ppm Cargoes CIF NWE Swap Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap New York Heating Oil (Platts) Swap New York Heating Oil (Platts) v. NYMEX Heating Oil Swap New York 0.3% Fuel Oil Swap New York 1% Fuel Oil v. Gulf Coast 3% Fuel Oil Swap Gulf Coast ULSD (Platts) v. Gulf Coast Jet Spread Swap
Outright (Scan) Spread Tiers for HI, VL, WQ, WR, WT, TW,
TU, TY, TP, YF, YH, VQ, VR, and VV
Tiers |
New |
1 |
All Months |
Outright (Scan) Spread Tiers for QA
Tiers |
New |
1 |
1st Nearby |
2 |
2nd - 6th Nearby |
3 |
7th - 11th Nearby |
4 |
Greater than 11th Nearby |
NYMEX Division Outright (Scan) Margin on HI, VL, WQ, WR, WT, TW, TU, TY, TP, YF, YH, VQ, VR, and VV
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
HI |
4000 |
4400 |
5400 |
QA-Tier 1 |
4000 |
4400 |
5400 |
QA-Tier 2 |
3500 |
3850 |
4725 |
QA-Tier 3 |
3000 |
3300 |
4050 |
QA-Tier 4 |
2500 |
2750 |
3375 |
VL |
41000 |
45100 |
55350 |
WQ |
12000 |
13200 |
16200 |
WR |
41000 |
45100 |
55350 |
WT |
12000 |
13200 |
16200 |
TW |
41000 |
45100 |
55350 |
TU |
12000 |
13200 |
16200 |
TY |
39500 |
43450 |
53325 |
TP |
16000 |
17600 |
21600 |
YF |
7000 |
7700 |
9450 |
YH |
650 |
715 |
878 |
VQ |
5000 |
5500 |
6750 |
VR |
1500 |
1650 |
2025 |
VV |
600 |
660 |
810 |
Intra-Commodity Spread Tiers for HI,
VL, WQ, WR, WT, TW, TU, TY, TP, YF, YH, VQ, VR, and VV
NYMEX Division Intra-Commodity Spread Margins on HI, QA, VL, WQ, WR, WT, TW, TU, TY, TP, YF, YH, VQ, VR, and VV
Tiers |
New |
1 |
All Months |
Intra-Commodity Spread Tiers for QA
Tiers |
New |
1 |
1st Nearby |
2 |
2nd - 6th Nearby |
3 |
7th - 11th Nearby |
4 |
Greater than 11th Nearby |
NYMEX Division Intra-Commodity Spread Margins on HI, QA, VL, WQ, WR, WT, TW, TU, TY, TP, YF, YH, VQ, VR, and VV
| Commodity |
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
New |
New |
New |
|
HI |
250 |
275 |
338 |
QA-Tier 1 |
200 |
220 |
270 |
QA-Tier 2 |
125 |
138 |
169 |
QA-Tier 3 |
125 |
138 |
169 |
QA-Tier 4 |
75 |
83 |
101 |
VL |
3400 |
3740 |
4590 |
WQ |
1000 |
1100 |
1350 |
WR |
3400 |
3740 |
4590 |
WT |
1000 |
1100 |
1350 |
TW |
3400 |
3740 |
4590 |
TU |
1000 |
1100 |
1350 |
TY |
3400 |
3740 |
4590 |
TP |
1400 |
1540 |
1890 |
YF |
250 |
275 |
338 |
YH |
240 |
264 |
324 |
VQ |
480 |
528 |
648 |
VR |
240 |
264 |
324 |
VV |
240 |
264 |
324 |