07/07/2008
Futures Contract:
Contract Months: All Months
Contract Name Symbol Northwest Europe Gasoline Swap Futures (Argus) AR European Gasoil Bullet Swap BG Chicago Ethanol (Platts) Swap CU Dubai Crude Oil Calendar Swap (Platts) DC European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap EC 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 Naphtha Crack Spread Futures EN Mediterranean Premium Unleaded Gasoline (50 ppm) Swap Futures (Platts) EU 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 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 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 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 European Argus Gasoline Crack Spread Swap Futures RG Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (Platts) RK 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 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 Jet Kero NWE Calendar Swap (Northwest Europe) UJ European Naphtha Calendar Swap UN European 3.5% Fuel Oil Rotterdam Calendar Swap UV Gasoil 0.1 Barges FOB Rotterdam Swap VL New York 0.3% Fuel Oil Swap VQ Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap WQ
NYMEX Division Outright (Scan) Margins on The ClearPort Crude Oil and
Petroleum Related Swap Futures Contracts
| Contract |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
| |
New |
Old |
New |
Old |
New |
Old |
AR-Tier 1 |
$100,000 |
$65,000 |
$110,000 |
$71,500 |
$135,000 |
$87,750 |
AR-Tier 2 |
$50,000 |
$50,000 |
$55,000 |
$55,000 |
$67,500 |
$67,500 |
BG |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
CU |
$6,000 |
$4,000 |
$6,600 |
$4,400 |
$8,100 |
$5,400 |
DC |
$11,000 |
$8,000 |
$12,100 |
$8,800 |
$14,850 |
$10,800 |
EC |
$3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
EE |
$9,000 |
$8,000 |
$9,900 |
$8,800 |
$12,150 |
$10,800 |
EF |
$9,000 |
$6,000 |
$9,900 |
$6,600 |
$12,150 |
$8,100 |
EI |
$4,000 |
$5,000 |
$4,400 |
$5,500 |
$5,400 |
$6,750 |
EN |
$6,000 |
$3,500 |
$6,600 |
$3,850 |
$8,100 |
$4,725 |
EU |
$50,000 |
$33,750 |
$55,000 |
$37,125 |
$67,500 |
$45,563 |
EZ |
$7,000 |
$4,500 |
$7,700 |
$4,950 |
$9,450 |
$6,075 |
FI |
$9,000 |
$7,000 |
$9,900 |
$7,700 |
$12,150 |
$9,450 |
FO |
$8,500 |
$7,000 |
$9,350 |
$7,700 |
$11,475 |
$9,450 |
FS |
$10,000 |
$8,000 |
$11,000 |
$8,800 |
$13,500 |
$10,800 |
FY |
$1,000 |
$900 |
$1,100 |
$990 |
$1,350 |
$1,215 |
GA |
$5,000 |
$3,000 |
$5,500 |
$3,300 |
$6,750 |
$4,050 |
GS |
$12,000 |
$8,000 |
$13,200 |
$8,800 |
$16,200 |
$10,800 |
GT |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
GX-Tier 1 |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
GX-Tier 2 |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
GX-Tier 3 |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
GX-Tier 4 |
$90,000 |
$60,000 |
$99,000 |
$66,000 |
$121,500 |
$81,000 |
GY |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
GZ |
$10,000 |
$8,000 |
$11,000 |
$8,800 |
$13,500 |
$10,800 |
HZ |
$4,500 |
$4,000 |
$4,950 |
$4,400 |
$6,075 |
$5,400 |
JA |
$100,000 |
$70,000 |
$110,000 |
$77,000 |
$135,000 |
$94,500 |
JC |
$18,000 |
$21,000 |
$19,800 |
$23,100 |
$24,300 |
$28,350 |
JR |
$15,000 |
$20,000 |
$16,500 |
$22,000 |
$20,250 |
$27,000 |
JS |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
KS |
$13,000 |
$8,000 |
$14,300 |
$8,800 |
$17,550 |
$10,800 |
LW |
$14,000 |
$12,000 |
$15,400 |
$13,200 |
$18,900 |
$16,200 |
LY |
$14,000 |
$12,000 |
$15,400 |
$13,200 |
$18,900 |
$16,200 |
MF |
$8,000 |
$5,500 |
$8,800 |
$6,050 |
$10,800 |
$7,425 |
MG |
$4,500 |
$4,000 |
$4,950 |
$4,400 |
$6,075 |
$5,400 |
MM |
$8,000 |
$5,500 |
$8,800 |
$6,050 |
$10,800 |
$7,425 |
RD |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
RE |
$12,000 |
$8,000 |
$13,200 |
$8,800 |
$16,200 |
$10,800 |
RH |
$7,000 |
$8,000 |
$7,700 |
$8,800 |
$9,450 |
$10,800 |
RG |
$5,000 |
$4,000 |
$5,500 |
$4,400 |
$6,750 |
$5,400 |
RK |
$4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
RU |
$4,500 |
$3,500 |
$4,950 |
$3,850 |
$6,075 |
$4,725 |
SD |
$6,000 |
$7,000 |
$6,600 |
$7,700 |
$8,100 |
$9,450 |
SE |
$40,000 |
$30,000 |
$44,000 |
$33,000 |
$54,000 |
$40,500 |
SG |
$12,000 |
$8,000 |
$13,200 |
$8,800 |
$16,200 |
$10,800 |
TP |
$10,000 |
$12,000 |
$11,000 |
$13,200 |
$13,500 |
$16,200 |
UA |
$40,000 |
$21,000 |
$44,000 |
$23,100 |
$54,000 |
$28,350 |
UF |
$45,000 |
$35,000 |
$49,500 |
$38,500 |
$60,750 |
$47,250 |
UH |
$45,000 |
$35,000 |
$49,500 |
$38,500 |
$60,750 |
$47,250 |
UI |
$40,000 |
$20,000 |
$44,000 |
$22,000 |
$54,000 |
$27,000 |
UJ |
$80,000 |
$60,000 |
$88,000 |
$66,000 |
$108,000 |
$81,000 |
UN-Tier1 |
$90,000 |
$65,000 |
$99,000 |
$71,500 |
$121,500 |
$87,750 |
UN-Tier2 |
$70,000 |
$55,000 |
$77,000 |
$60,500 |
$94,500 |
$74,250 |
UV |
$40,000 |
$35,000 |
$44,000 |
$38,500 |
$54,000 |
$47,250 |
VL |
$80,000 |
$41,000 |
$88,000 |
$45,100 |
$108,000 |
$55,350 |
VQ |
$10,000 |
$5,000 |
$11,000 |
$5,500 |
$13,500 |
$6,750 |
WQ |
$10,000 |
$12,000 |
$11,000 |
$13,200 |
$13,500 |
$16,200 |