02/26/2008
EFFECTIVE DATE: Wednesday, February 27, 2008 (close of business)
FUTURES CONTRACTS:
Contract Name |
Symbol |
Brent Bullet Swap Futures |
BB |
Brent Crude Oil - Last Day Futures |
BZ |
Brent (ICE) Calendar Swap Futures |
CY |
3.5% Fuel Oil FOB MED Crack Spread Swap |
FL |
Gulf Coast No. 6 Fuel Oil Crack Swap (Platts) |
MG |
Gulf Coast No. 2 Heating Oil Crack Spread Calendar Swap (Platts) |
RD |
Gulf Coast Unleaded 87 Gasoline Crack Spread Calendar Swap (Platts) |
RU |
CONTRACT MONTHS: All Months
NOTE: The revised margins are in bold.
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 |
BB |
$5,250 |
$4,500 |
$5,775 |
$4,950 |
$7,088 |
$6,075 |
BZ |
$5,250 |
$4,500 |
$5,775 |
$4,950 |
$7,088 |
$6,075 |
CY |
$5,250 |
$4,500 |
$5,775 |
$4,950 |
$7,088 |
$6,075 |
FL |
$3,000 |
$2,750 |
$3,300 |
$3,025 |
$4,050 |
$3,713 |
MG |
$5,500 |
$5,000 |
$6,050 |
$5,500 |
$7,425 |
$6,750 |
RD |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
RU |
$4,000 |
$3,000 |
$4,400 |
$3,300 |
$5,400 |
$4,050 |
This notice supersedes all previous notices regarding margin rates for Crude Oil and Petroleum Related Swap Futures Contracts.