NYMEX Announces Margins For 25 New European Swaps Futures Contracts On NYMEX ClearPort®

The New York Mercantile Exchange, Inc., today announced margin rates for its 25 new European swap futures contracts that begin trading on NYMEX ClearPortClearPort® on February 20 for the trade date of February 21.

The margins on the WTI bullet swap; Brent bullet swap; and Brent (ICE) calendar swap futures contracts through December 2006 will be $3,500 for clearing members, $3,850 for members, and $4,725 for customers. The margins on all other months will be $2,500 for clearing members, $2,750 for members, and $3,375 for customers.

The margins on the WTI–Brent (ICE) bullet swap futures contract through December 2006 will be $350 for clearing members, $385 for members, and $473 for customers. The margins on all other months will be $250 for clearing members, $275 for members, and $338 for customers.

The margins on the dated–to–frontline Brent swap futures contract will be $120 for clearing members, $132 for members, and $162 for customers.

The margins on the WTI–Brent (ICE) calendar swap futures contract will be $350 for clearing members, $385 for members, and $473 for customers.

The margins on the Brent–Dubai swap futures contract will be $300 for clearing members, $330 for members, and $405 for customers.

The margins on the European gasoil crack spread swap futures contract will be $3,000 for clearing members, $3,300 for members, and $4,050 for customers.

The margins on the European Argus gasoline crack spread swap and European Platts gasoline Mediterranean crack spread swap futures contracts will be $2,650 for clearing members, $2,915 for members, and $3,578 for customers.

The margins on the European naphtha crack spread swap futures contract will be $2,200 for clearing members, $2,420 for members, and $2,970 for customers.

The margins on the European gasoil 0.2 Rotterdam barges vs. gasoil futures swap; European gasoil 0.2 CIF Northwest Europe vs. gasoil futures swap; European gasoil 0.2 CIF Mediterranean vs. gasoil futures swap; European gasoil 0.2 FOB Mediterranean vs. gasoil futures swap; and European gasoil 10PPM Rotterdam barges vs. gasoil futures swap futures contracts will be $2,750 for clearing members, $3,025 for members, and $3,713 for customers.

The margins on the European ULSD 50 PPM CIF Northwest Europe vs. gasoil futures swap futures contract will be $13,700 for clearing members, $15,070 for members, and $18,495 for customers.

The margins on the European ULSD 50 PPM CIF Mediterranean vs. gasoil futures swap and European ULSD 50 PPM FOB Mediterranean vs. gasoil futures swap futures contracts will be $17,000 for clearing members, $18,700 for members, and $22,950 for customers.

The margins on the European jet CIF Northwest Europe vs. gasoil futures swap and European jet Rotterdam barges vs. gasoil futures swap futures contracts will be$2,800 for clearing members, $3,080 for members, and $3,780 for customers.

The margins on the Singapore gasoil vs. Rotterdam gasoil swap futures contract will be $5,000 for clearing members, $5,500 for members, and $6,750 for customers.

The margins on the NYMEX Division heating oil vs. Rotterdam gasoil swap futures contract will be $1,000 for clearing members, $1,100 for members, and $1,350 for customers.

The margins on the 3.5% fuel oil Rotterdam crack swap and 1% fuel oil Northwest Europe crack spread swap futures contracts will be $2,200 for clearing members, $2,420 for members, and $2,970 for customers.

The intra–commodity spread margins on the WTI bullet swap, Brent bullet swap, and Brent (ICE) calendar swap futures contracts will be $400 for clearing members, $440 for members, and $540 for customers.

The intra–commodity spread margins on the WTI-Brent (ICE) bullet swap; dated-to-frontline Brent swap; WTI-Brent (ICE) calendar swap; and Brent-Dubai swap futures contracts are $50 for clearing members, $55 for members, and $68 for customers.

The intra–commodity spread margins on the European gasoil crack spread swap and European naphtha crack spread swap futures contracts will be $250 for clearing members, $275 for members, and $338 for customers.

The intra–commodity spread margins on the European Argus gasoline crack spread swap futures contract will be $850 for clearing members, $935 for members, and $1,148 for customers.

The intra–commodity spread margins on the European Platts gasoline Mediterranean crack spread swap futures contract will be $225 for clearing members, $248 for members, and $304 for customers.

The intra–commodity spread margins on the European gasoil 0.2 Rotterdam barges vs. gasoil futures swap (EI); European gasoil 0.2 CIF Northwest Europe vs. gasoil futures swap; European jet CIF Northwest Europe vs. gasoil futures swap; Singapore gasoil vs. Rotterdam gasoil swap; and NYMEX Division heating oil vs. Rotterdam gasoil swap futures contracts will be $200 for clearing members, $220 for members, and $270 for customers.

The intra–commodity spread margins on the European gasoil 0.2 CIF Mediterranean vs. gasoil futures swap; European gasoil 0.2 FOB Mediterranean vs. gasoil futures swap; European gasoil 10PPM Rotterdam barges vs. gasoil futures swap; and European jet Rotterdam barges vs. gasoil futures swap futures contracts will be $150 for clearing members, $165 for members, and $203 for customers.

The intra–commodity spread margins on the European ULSD 50 PPM CIF Northwest Europe vs. gasoil futures swap futures contract will be $900 for clearing members, $990 for members, and $1,215 for customers.

The intra–commodity spread margins on the European ULSD 50 PPM CIF Mediterranean vs. gasoil futures swap and European ULSD 50 PPM FOB Mediterranean vs. gasoil futures swap futures contracts will be $600 for clearing members, $660 for members, and $810 for customers.

The intra–commodity spread margins on the 3.5% fuel oil Rotterdam crack swapand 1% fuel oil Northwest Europe crack spread swap futures contracts will be $350 for clearing members, $385 for members, and $473 for customers.