05/19/2008
FUTURES CONTRACTS:
CONTRACT MONTHS: All Months
Contract Name Northwest Europe Gasoline Swap Futures (Argus) European Gasoil Bullet Swap Chicago Ethanol (Platts) Swap Brent-Dubai Swap Futures Dubai Crude Oil Calendar Swap (Platts) 1% Fuel Oil NWE Crack Spread Swap Futures 3.5% Fuel Oil Rdam Crack Swap Futures Singapore Gasoil v. Rdam Gasoil Swap Futures Gulf Coast Heating Oil Calendar Swap Gulf Coast Gasoline Calendar Swap European Gasoil 10PPM Rdam Barges Swap European Gasoil (ICE) Calendar Swap Gulf Coast ULSD Crack Spread Swap (Platts) European Gasoil Crack Spread Swap Futures European Jet CIF NWE vs. Gasoil Futures Swap Los Angeles CARBOB (OPIS) Spread Swap European Jet Rdam Barges vs. Gasoil Futures Swap Los Angeles CARB Diesel (OPIS) Spread Swap Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap (Platts) Gulf Coast Jet vs. New York Harbor No. 2 Heating Oil Spread Swap (Platts) Gulf Coast No. 6 Fuel 3.0% Sulfur Swap (Platts) Gulf Coast No. 6 Fuel Oil Crack Swap (Platts) New York Harbor Residual Fuel Crack Swap (Platts) Mt Belvieu Propane (OPIS) Swap Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap (Platts) Russian Export Blend Crude Oil (REBCO) Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) New York Harbor Conventional Gasoline vs. RBOB Swap Contract Singapore Fuel Oil Spread Swap Futures (Platts) Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap European 3.5% Fuel Oil MED Calendar Swap (Mediterranean) European Naphtha Calendar Swap
NOTE: The revised margin rates are in bold
NYMEX Division Outright (Scan) Margins on The 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 | $60,000 | $65,000 | $66,000 | $71,500 | $81,000 | $87,750 |
| AR - Tier 2 | $50,000 | $50,000 | $55,000 | $55,000 | $67,500 | $67,500 |
| BG | $60,000 | $65,000 | $66,000 | $71,500 | $81,000 | $87,750 |
| CU | $3,500 | $4,000 | $3,850 | $4,400 | $4,725 | $5,400 |
| DB | $3,500 | $4,000 | $3,850 | $4,400 | $4,725 | $5,400 |
| DC | $7,000 | $7,500 | $7,700 | $8,250 | $9,450 | $10,125 |
| FI | $5,500 | $6,000 | $6,050 | $6,600 | $7,425 | $8,100 |
| FO | $5,500 | $6,000 | $6,050 | $6,600 | $7,425 | $8,100 |
| GA | $4,500 | $5,000 | $4,950 | $5,500 | $6,075 | $6,750 |
| GP | $1,500 | $2,000 | $1,650 | $2,200 | $2,025 | $2,700 |
| GS | $9,000 | $10,000 | $9,900 | $11,000 | $12,150 | $13,500 |
| GT | $55,000 | $60,000 | $60,500 | $66,000 | $74,250 | $81,000 |
| GX - Tier 1 | $55,000 | $60,000 | $60,500 | $66,000 | $74,250 | $81,000 |
| 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 | $4,500 | $5,000 | $4,950 | $5,500 | $6,075 | $6,750 |
| GZ | $5,500 | $5,000 | $6,050 | $5,500 | $7,425 | $6,750 |
| JC | $20,000 | $15,000 | $22,000 | $16,500 | $27,000 | $20,250 |
| JL | $4,000 | $4,500 | $4,400 | $4,950 | $5,400 | $6,075 |
| JR | $10,000 | $6,500 | $11,000 | $7,150 | $13,500 | $8,775 |
| KL | $3,000 | $3,500 | $3,300 | $3,850 | $4,050 | $4,725 |
| LT | $1,500 | $2,000 | $1,650 | $2,200 | $2,025 | $2,700 |
| ME | $1,500 | $2,000 | $1,650 | $2,200 | $2,025 | $2,700 |
| MF | $5,000 | $5,500 | $5,500 | $6,050 | $6,750 | $7,425 |
| MG | $5,000 | $5,500 | $5,500 | $6,050 | $6,750 | $7,425 |
| ML | $3,500 | $4,000 | $3,850 | $4,400 | $4,725 | $5,400 |
| PT | $5,000 | $4,000 | $5,500 | $4,400 | $6,750 | $5,400 |
| RD | $3,500 | $4,000 | $3,850 | $4,400 | $4,725 | $5,400 |
| RE | $7,000 | $7,500 | $7,700 | $8,250 | $9,450 | $10,125 |
| RU | $4,500 | $5,000 | $4,950 | $5,500 | $6,075 | $6,750 |
| RZ | $2,000 | $1,500 | $2,200 | $1,650 | $2,700 | $2,025 |
| SD | $5,000 | $4,000 | $5,500 | $4,400 | $6,750 | $5,400 |
| TP | $15,000 | $16,000 | $16,500 | $17,600 | $20,250 | $21,600 |
| UI | $16,000 | $15,000 | $17,600 | $16,500 | $21,600 | $20,250 |
| UN - Tier 1 | $60,000 | $65,000 | $66,000 | $71,500 | $81,000 | $87,750 |
| UN - Tier 2 | $55,000 | $60,000 | $60,500 | $66,000 | $74,250 | $81,000 |