Notice to Members
Notice No. 161
06/04/2002
Margin Rate Changes For Henry Hub Swap And Henry Hub Natural Gas And CAPP Coal Futures Contracts
Effective Date: Tuesday, June 4, 2002 (close of business)
Futures Contracts: Natural Gas (NG) Futures, Henry Hub Swap (NN) and CAPP Coal Futures
Contract Months: All Months
Rate Change:

NYMEX Division Outright Margins on Henry Hub Natural Gas (NG) Futures Contracts

Clearing Member              Member Customer               Non-Member Customer             
New Old New Old New Old
All Months:
$2,500
$4,000
 $2,750
$4,400
 $3,375
$5,400


Because SPAN™ converts NN contracts into NG contracts for performance bond calculations, NN outright margins, inter-commodity spread margins, intra-commodity spread credits and spot month assessment are equivalent to NG, respectively, in a 4:1 ratio.
NYMEX Division Outright Margins on Henry Hub Swap (NN) Contracts

Clearing Member         Member Customer          Non-Member Customer        
New Old New Old New Old
All Months:
$625
$1,000
 $688
$1,100
 $844
$1,350
NYMEX Division Outright Margins on Coal Futures Contracts

Clearing Member         Member Customer          Non-Member Customer        
New Old New Old New Old
All Months:
$1,000
$2,000
 $1,100
$2,200
 $1,350
$2,700
This notice supersedes all previous notices regarding outright and spread margins for the NYMEX Natural Gas (NG) futures contract, the NYMEX Henry Hub Swap (NN) futures contract, and the CAPP Coal Futures Contract.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com