Notice to Members
Notice No. 153
05/29/2002
Revised NYMEX Division Intra-Commodity Spread Margins For Henry Hub Swap And PJM Interconnection-West Electricity Contracts
Effective Date: Friday, May 31, 2002 (close of business)
Contract Months: All Months

The revised intra-commodity straddle margins for Henry Hub Swap and PJM Interconnection-West Electricity contracts are:


NYMEX Division Intra-Commodity Straddle Margins For Henry Hub Swap and PJM Interconnection-West Electricity Contracts

Clearing Member / Maintenance Margin Member Customer Initial Margin Non-Member Customer Initial Margin
NATURAL GAS FINANCIAL
  
Henry Hub Swap (NN) Tier 1:1st Nearby Month
$125
$138
$169
Tier 2: 2nd Nearby Month
$63
$69
$85
Tier 3: 3rd through 6th Nearby Months
$63
$69
$85
Tier 4: 7th through 12th Nearby Months
$63
$69
$85
Tier 5: 13th Month and Greater
$25
$28
$34
ELECTRICITY
PJM Interconnection - West Electricity
$2,500
$2,750
$3,375

This notice supersedes all previous notices regarding intra-commodity spread margins for Henry Hub Swap and PJM Interconnection-West Electricity contracts.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com