News Release

NYMEX to Change Margins for Natural Gas, Related Futures Contracts

Tue Jun 26 2007

NEW YORK, NY, June 26, 2007 — 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 financial; and NYMEX miNYTM natural gas futures contracts, effective at the close of business tomorrow.

Margins for the first month of the natural gas, natural gas penultimate financial and natural gas last–day financial futures contracts will remain unchanged. Margins for the second 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 for the third month will increase to $6,500 from $5,500 for clearing members, to $7,150 from $6,050 for members, and to $8,775 from $7,425 for customers. Margins for the fourth and fifth months will increase to $6,500 from $6,000 for clearing members, to $7,150 from $6,600 for members, and to $8,775 from $8,100 for customers. Margins for the sixth to eighth months will increase to $7,000 from $6,500 for clearing members, to $7,700 from $7,150 for members, and to $9,450 from $8,775 for customers. Margins for the ninth to 20th months will increase to $5,000 from $4,500 for clearing members, to $5,500 from $4,950 for members, and to $6,750 from $6,075 for customers. Margins for the 21st to 32nd months will increase $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 33rd to 44th months will increase to $3,000 from, $2,750 for clearing members, to $3,300 from $3,025 for members, and $4,050 from $3,713 for customers. Margins for all other months will increase to $2,500 from $2,250 for clearing members, to $2,750 from $2,475 for members, and to $3,375 from $3,038 for customers.

Margins for the first month of the NYMEX miNY natural gas and Henry Hub swap and penultimate swap futures contracts will remain unchanged. Margins for the second month 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. The margins for the third month will increase to $1,625 from $1,375 for clearing members, to $1,788 from $1,513 for members, and to $2,194 from $1,856 for customers. Margins for the fourth and fifth months will increase to $1,625 from $1,500 for clearing members, to $1,788 from $1,650 for members, and to $2,194 from $2,025 for customers. Margins for the sixth to eighth months will increase to $1,750 from $1,625 for clearing members, to $1,925 from $1,788 for members, and to $2,363 from $2,194 for customers. Margins for the ninth to 20th months will increase to $1,250 from $1,125 for clearing members, to $1,375 from $1,238 for members, and to $1,688 from $1,519 for customers. Margins for the 21st to 32nd 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 33rd to 44th months will increase to $750 from $688 for clearing members, to $825 from $756 for members, and to $1,013 from $928 for customers. Margins for all other months will increase to $625 from $563 for clearing members, to $688 from $619 for members, and to $844 from $759 for customers.

Margins for the Henry Hub swing swap futures contract will remain unchanged.

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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: Anu Ahluwalia , 212-299-2439 or  Keil Decker, 212-299-2209

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