Notice to Members
Notice No. 405
08/05/2008
Outright (SCAN) Margin Rate Changes for NYMEX ClearPort Crude Oil and Petroleum Related Swap Futures Contracts
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
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com