02/07/2008
FUTURES CONTRACTS:
Brent Bullet Swap Futures (BB), Brent Crude Oil – Last Day Futures (BZ), Brent (ICE) Calendar Swap Futures (CY), European Argus Gasoline Crack Spread Swap Futures (RG), European Naphtha Crack Spread Futures (EN), WTI-Brent (ICE) Bullet Swap Futures (BY), WTI-Brent (ICE) Calendar Swap Futures (BK)CONTRACT MONTHS: All Months
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 |
|||
Natural Gas Basis Financial |
New |
Old |
New |
Old |
New |
Old |
BB |
$4,500 |
$6,000 |
$4,950 |
$6,600 |
$6,075 |
$8,100 |
BZ |
$4,500 |
$6,000 |
$4,950 |
$6,600 |
$6,075 |
$8,100 |
CY |
$4,500 |
$6,000 |
$4,950 |
$6,600 |
$6,075 |
$8,100 |
RG |
$3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
EN |
$3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
BY |
$1,000 |
$1,200 |
$1,100 |
$1,320 |
$1,350 |
$1,620 |
BK |
$1,000 |
$1,200 |
$1,100 |
$1,320 |
$1,350 |
$1,620 |