06/03/2008
FUTURES CONTRACTS:
| Northwest Europe Gasoline Swap Futures (Argus) | AR |
| 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 ULSD 50 PPM CIF MED vs. Gasoil Futures | EE |
| European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap | EF |
| European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap | EI |
| 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 |
| 1% Fuel Oil NWE Crack Spread Swap Futures | FI |
| 3.5% Fuel Oil Rdam Crack Swap Futures | FO |
| High-Low Sulfur Fuel Oil Spread Swap Futures (Platts) | FS |
| Dated-to-Frontline Brent Swap Futures | FY |
| Singapore Gasoil v. Rdam Gasoil Swap Futures | GA |
| 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 |
| European Gasoil Crack Spread Swap Futures | GZ |
| New York Harbor Heating Oil Crack Spread Calendar Swap | HK |
| Singapore 380cst Fuel Oil Futures | HZ |
| Japan C&F Naphtha (Platts) Swap | JA |
| European Jet CIF NWE vs. Gasoil Futures Swap | JC |
| European Jet Rdam Barges vs. Gasoil Futures Swap | JR |
| Los Angeles Jet (OPIS) Spread Swap | JS |
| Los Angeles CARB Diesel (OPIS) Spread Swap | KL |
| 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 3.0% Sulfur Swap (Platts) | MF |
| Gulf Coast No. 6 Fuel Oil Crack Swap (Platts) | MG |
| New York Harbor Residual Fuel Crack Swap (Platts) | ML |
| New York Harbor Residual Fuel 1.0% Sulfur Swap (Platts) | MM |
| Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap (Platts) | RD |
| Russian Export Blend Crude Oil (REBCO) | RE |
| RBOB vs. Heating Oil Swap | RH |
| Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) | RU |
| Singapore Fuel Oil Spread Swap Futures (Platts) | SD |
| 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 10ppm Cargoes CIF NWE v. ICE Gasoil Swap | TP |
| Singapore Fuel Oil 180cst Calendar Swap | UA |
| European 1% Fuel Oil Calendar Swap (Northwest Europe) | UF |
| European 1% Fuel Oil Rotterdam Calendar Swap | UH |
| European 3.5% Fuel Oil MED Calendar Swap (Mediterranean) | UI |
| European Naphtha Calendar Swap | UN |
| European 3.5% Fuel Oil Rotterdam Calendar Swap | UV |
CONTRACT MONTHS: All Months
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 |
$60,000 |
$71,500 |
$66,000 |
$87,750 |
$81,000 |
AR-Tier 2 |
$50,000 |
$50,000 |
$55,000 |
$55,000 |
$67,500 |
$67,500 |
BY |
$1,500 |
$1,800 |
$1,650 |
$1,980 |
$2,025 |
$2,430 |
CU |
$4,000 |
$3,500 |
$4,400 |
$3,850 |
$5,400 |
$4,725 |
DB |
$2,500 |
$3,500 |
$2,750 |
$3,850 |
$3,375 |
$4,725 |
DC |
$8,000 |
$7,000 |
$8,800 |
$7,700 |
$10,800 |
$9,450 |
EE |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
EF |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
EI |
$5,000 |
$6,000 |
$5,500 |
$6,600 |
$6,750 |
$8,100 |
ET |
$9,000 |
$10,000 |
$9,900 |
$11,000 |
$12,150 |
$13,500 |
EY |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
EZ |
$4,500 |
$4,000 |
$4,950 |
$4,400 |
$6,075 |
$5,400 |
FI |
$7,000 |
$5,500 |
$7,700 |
$6,050 |
$9,450 |
$7,425 |
FO |
$7,000 |
$5,500 |
$7,700 |
$6,050 |
$9,450 |
$7,425 |
FS |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
FY |
$900 |
$750 |
$990 |
$825 |
$1,215 |
$1,013 |
GA |
$3,000 |
$4,500 |
$3,300 |
$4,950 |
$4,050 |
$6,075 |
GS |
$8,000 |
$9,000 |
$8,800 |
$9,900 |
$10,800 |
$12,150 |
GT |
$60,000 |
$55,000 |
$66,000 |
$60,500 |
$81,000 |
$74,250 |
GX-Tier 1 |
$60,000 |
$55,000 |
$66,000 |
$60,500 |
$81,000 |
$74,250 |
GX-Tier 2 |
$60,000 |
$35,000 |
$66,000 |
$38,500 |
$81,000 |
$47,250 |
GX-Tier 3 |
$60,000 |
$30,000 |
$66,000 |
$33,000 |
$81,000 |
$40,500 |
GX-Tier 4 |
$60,000 |
$25,000 |
$66,000 |
$27,500 |
$81,000 |
$33,750 |
GY |
$8,000 |
$4,500 |
$8,800 |
$4,950 |
$10,800 |
$6,075 |
GZ |
$8,000 |
$5,500 |
$8,800 |
$6,050 |
$10,800 |
$7,425 |
HK-Tier 1 |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
HK-Tier 2 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
HK-Tier 3 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
HK-Tier 4 |
$4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
HZ |
$4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
JA |
$70,000 |
$60,000 |
$77,000 |
$66,000 |
$94,500 |
$81,000 |
JC |
$21,000 |
$20,000 |
$23,100 |
$22,000 |
$28,350 |
$27,000 |
JR |
$20,000 |
$10,000 |
$22,000 |
$11,000 |
$27,000 |
$13,500 |
JS |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
KL |
$2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
KS |
$8,000 |
$6,500 |
$8,800 |
$7,150 |
$10,800 |
$8,775 |
LW |
$12,000 |
$8,000 |
$13,200 |
$8,800 |
$16,200 |
$10,800 |
LY |
$12,000 |
$8,000 |
$13,200 |
$8,800 |
$16,200 |
$10,800 |
MF |
$5,500 |
$5,000 |
$6,050 |
$5,500 |
$7,425 |
$6,750 |
MG |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
ML |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
MM |
$5,500 |
$5,000 |
$6,050 |
$5,500 |
$7,425 |
$6,750 |
RD |
$7,000 |
$3,500 |
$7,700 |
$3,850 |
$9,450 |
$4,725 |
RE |
$8,000 |
$7,000 |
$8,800 |
$7,700 |
$10,800 |
$9,450 |
RH |
$8,000 |
$7,000 |
$8,800 |
$7,700 |
$10,800 |
$9,450 |
RU |
$3,500 |
$4,500 |
$3,850 |
$4,950 |
$4,725 |
$6,075 |
SD |
$7,000 |
$5,000 |
$7,700 |
$5,500 |
$9,450 |
$6,750 |
SE |
$30,000 |
$25,000 |
$33,000 |
$27,500 |
$40,500 |
$33,750 |
SG |
$8,000 |
$7,000 |
$8,800 |
$7,700 |
$10,800 |
$9,450 |
SP |
$8,000 |
$6,000 |
$8,800 |
$6,600 |
$10,800 |
$8,100 |
TH |
$4,000 |
$1,750 |
$4,400 |
$1,925 |
$5,400 |
$2,363 |
TP |
$12,000 |
$15,000 |
$13,200 |
$16,500 |
$16,200 |
$20,250 |
UA |
$21,000 |
$23,000 |
$23,100 |
$25,300 |
$28,350 |
$31,050 |
UF |
$35,000 |
$24,000 |
$38,500 |
$26,400 |
$47,250 |
$32,400 |
UH |
$35,000 |
$24,000 |
$38,500 |
$26,400 |
$47,250 |
$32,400 |
UI |
$20,000 |
$16,000 |
$22,000 |
$17,600 |
$27,000 |
$21,600 |
UN-Tier 1 |
$65,000 |
$60,000 |
$71,500 |
$66,000 |
$87,750 |
$81,000 |
UN-Tier 2 |
$55,000 |
$55,000 |
$60,500 |
$60,500 |
$74,250 |
$74,250 |
UV |
$35,000 |
$25,000 |
$38,500 |
$27,500 |
$47,250 |
$33,750 |