07/15/2003
| Effective Date: | Friday, July 18, 2003 (close of business) |
| Futures Contracts: | COLUMBIA GULF ONSHORE BASIS (GL), TETCO ELA BASIS |
| (TE), TETCO STX BASIS (TX), and TRANSCO ZONE 3 BASIS | |
| (CZ) Futures Contracts | |
| Contract Months: | All Months |
NYMEX Division Outright Margins
on Weekly & Daily PJM Calendar Swap Futures Contract |
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| Clearing Member & Customer Maintenance |
Member Customer |
Non-Member Customer |
||||
| New | Old | New | Old | New | Old | |
| Weekly (JW) | $2,000 | N/A | $2,200 | N/A | $2,700 | N/A |
| Daily (JD) | $1,500 | N/A | $1,650 | N/A | $2,025 | N/A |
NYMEX Division Outright Margins
for New Natural Gas Basis Futures Contracts |
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| Clearing Member & Customer Maintenance |
Member Customer |
Non-Member Customer |
||||
| New | Old | New | Old | New | Old | |
| Columbia Gulf | ||||||
| Onshore Basis (GL) | $200 | N/A | $220 | N/A | $270 | N/A |
| Tectco ELA Basis (TE) | $200 | N/A | $220 | N/A | $270 | N/A |
| Tectco STX Basis (TX) | $200 | N/A | $220 | N/A | $270 | N/A |
| Transco Zone 3 Basis (CZ) | $200 | N/A | $220 | N/A | $270 | N/A |
NYMEX Division Intra-Commodity
Spread Margins for New Natural Gas Basis Futures Contracts |
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| Clearing Member & Customer Maintenance |
Member Customer |
Non-Member Customer |
||||
| New | Old | New | Old | New | Old | |
| Columbia Gulf | ||||||
| Onshore Basis (GL) | $25 | N/A | $28 | N/A | $34 | N/A |
| Tectco ELA Basis (TE) | $25 | N/A | $28 | N/A | $34 | N/A |
| Tectco STX Basis (TX) | $25 | N/A | $28 | N/A | $34 | N/A |
| Transco Zone 3 Basis (CZ) | $25 | N/A | $28 | N/A | $34 | N/A |