News Release

NYMEX to Change Margins for Natural Gas, Related Futures Contracts

Thu Oct 26 2006

NEW YORK, N.Y., October 26, 2006 — The New York Mercantile Exchange, Inc. today announced margin changes for its natural gas, Henry Hub swap, swing swap and penultimate swap, natural gas penultimate and last day, and NYMEX miNYTM natural gas futures contracts at the close of business tomorrow.

Margins for the first month of the natural gas and natural gas penultimate and last day futures contracts will increase to $9,000 from $8,000 for clearing members, to $9,900 from $8,800 for members, and to $12,150 from $10,800 for customers. Margins for the second month will increase to $8,500 from $8,000 for clearing members, to $9,350 from $8,800 for members, and to $11,475 from $10,800 for customers. The margins for the third and fourth months will decrease to $8,500 from $9,000 for clearing members, to $9,350 from $9,900 for members, and to $11,475 from $12,150 for customers. Margins for the fifth to 16th months will remain the same. Margins for the 17th to 28th months will increase to $4,000 from $3,500 for clearing members, to $4,400 from $3,850 for members, and to $5,400 from $4,725 for customers. Margins for the 29th to 40th months will increase to $4,250 from $3,750 for clearing members, to $4,675 from $4,125 for members, and to $5,738 from $5,063 for customers. Margins for the 41st to 52nd months will increase to $4,500 from $4,000 for clearing members, to $4,950 from $4,400 for members, and to $6,075 from $5,400 for customers. Margins for all other months will increase to $4,750 from $4,250 for clearing members, to $5,225 from $4,675 for members, and to $6,413 from $5,738 for customers.

Margins for the first month of the NYMEX miNY natural gas and Henry Hub swap and penultimate swap futures contracts will increase to $2,250 from $2,000 for clearing members, to $2,475 from $2,200 for members, and to $3,038 from $2,700 for customers. Margins for the second month will increase to $2,125 from $2,000 for clearing members, to $2,338 from $2,200 for members, and to $2,869 from $2,700 for customers. Margins for the third and fourth months will decrease to $2,125 from $2,250 for clearing members, to $2,338 from $2,475 for members, and to $2,869 from $3,038 for customers. Margins for the fifth to 16th months will remain the same. Margins for the 17th to 28th months will increase to $1,000 from $875 for clearing members, to $1,100 from $963 for members, and to $1,350 from $1,181 for customers. Margins for the 29th to 40th months will increase to $1,063 from $938 for clearing members, to $1,169 from $1,031 for members, and to $1,434 from $1,266 for customers. Margins for the 41st to 52nd months will increase to $1,125 from $1,000 for clearing members, to $1,238 from $1,100 members, and to $1,519 from $1,350 for customers. Margins for all other months will increase to $1,188 from $1,063 for clearing members, to $1,306 from $1,169 members, and to $1,603 from $1,434 for customers.

Margins for the Henry Hub swing swap futures contract will increase to $2,250 from $2,000 for clearing members, to $2,475 from $2,200 for members, and to $3,038 from $2,700 for members.

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Forward Looking and Cautionary Statements
This press release may contain forward–looking statements within the meaning of the Private Securities Litigation Reform Act, with respect to our future performance, operating results, strategy, and other future events. Such statements generally include words such as could, can, anticipate, believe, expect, seek, pursue, and similar words and terms, in connection with any discussion of future results. Forward–looking statements involve a number of assumptions, risks, and uncertainties, any of which may cause actual results to differ materially from the anticipated, estimated, or projected results referenced in forward–looking statements. In particular, the forward–looking statements of NYMEX Holdings, Inc., and its subsidiaries are subject to the following risks and uncertainties: the success and timing of new futures contracts and products; changes in political, economic, or industry conditions; the unfavorable resolution of material legal proceedings; the impact and timing of technological changes and the adequacy of intellectual property protection; the impact of legislative and regulatory actions, including without limitation, actions by the Commodity Futures Trading Commission; and terrorist activities and international hostilities, which may affect the general economy as well as oil and other commodity markets. We assume no obligation to update or supplement our forward–looking statements.

Contact: Brenda Guzman, 212-299-2436

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