News Release

NYMEX to Change Margins for Natural Gas and Related Futures Contracts

Fri May 26 2006

NEW YORK, N.Y., May 26, 2006 — The New York Mercantile Exchange, Inc. today announced margin changes for its natural gas, Henry Hub swaps, NYMEX miNYTM natural gas, Henry Hub swing swap, and Henry Hub penultimate swap futures contracts at the close of business on May 30. .

Margins for the first and second months of the natural gas futures contract will decrease to $6,500 from $7,500 for clearing members, to $7,150 from $8,250 for members, and to $8,775 from $10,125 for customers. The margins on the third to ninth months will remain unchanged. Margins on the 10th month will increase to $6,000 from $5,500 for clearing members, to $6,600 from $6,050 for members, and to $8,100 from $7,425 for customers. Margins on all other months will remain unchanged.

Margins for the first and second months of the Henry Hub swing swap and Henry Hub penultimate swap futures contracts will decrease to $1,625 from $1,875 for clearing members, to $1,788 from $2,063 for members, and to $2,194 from $2,531 for customers. The margins on the third to ninth months will remain unchanged. Margins on the 10thmonth will increase to $1,500 from $1,375 for clearing members, to $1,650 from $1,513 for members, and to $2,025 from $1,856 for customers. Margins on all other months will remain unchanged.

The margins for the first month of the NYMEX miNYTM natural gas futures contracts will decrease to $1,625 from $1,875 for clearing members, to $1,788 from $2,063 for members, and to $2,194 from $2,531 for customers. Margins for the second month of the NYMEX miNYTM natural gas futures contracts will decrease to $1,625 from $1,750 for clearing members, to $1,788 from $1,925 for members, and to $2,194 from $2,363 for customers

Margins for the first month of the Henry Hub swing swap futures contract will decrease to $1,625 from $1,875 for clearing members, to $1,788 from $2,063 for members, and to $2,194 from $2,531 for customers

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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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