News Release

NYMEX to Change Margins for Natural Gas Basis Swap Futures Contract

Fri Sep 01 2006

NEW YORK, NY, September 1, 2006 — The New York Mercantile Exchange, Inc. today announced margin changes for its Northwest Pipeline, Rockies basis swap futures contract at the close of business on September 5.

Margins for the first and second months of the Northwest Pipeline, Rockies basis swap futures contract will increase to $1,000 from $800 for clearing members, to $1,100 from $880 for members, and to $1,350 from $1,080 for customers. The margins for all other months will remain the same.

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Contact: Brenda Guzman , 212-299-2436

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