02/11/2003
| Effective Date: | Tuesday, February 11, 2003 (close of business) |
| Products: | Natural Gas Calendar Spread Options |
Currently the spot month for the above referenced contract is March 2003. Accordingly, the futures scan ranges that establish maximum short option margin for Natural Gas Calendar Spread options are:
| Regular Option Symbol | Synthetic Futures Symbol | Intra-Commodity Spread Tier | Scan Range |
| IAH03 | DGH03 | 1 | 1,000 |
| IAJ03 | DGJ03 | 2 | 1,000 |
| IAK03 | DGK03 | 3 | 250 |
| IAM03 | DGM03 | 3 | 250 |
| IAN03 | DGN03 | 3 | 250 |
| IAQ03 | DGQ03 | 3 | 250 |
| IAU03 | DGU03 | 4 | 250 |
| IAV03 | DGV03 | 4 | 250 |
| IAX03 | DGX03 | 4 | 250 |
| IAZ03 | DGZ03 | 4 | 250 |
| IAF04 | DGF04 | 4 | 250 |
| IAG04 | DGG04 | 4 | 250 |
| IBH03 | DJH03 | 1 | 1,000 |
| IBJ03 | DJJ03 | 2 | 1,000 |
| ICH03 | DSH03 | 1 | 1,000 |
| IMM03 | DMM03 | 3 | 250 |
| IMZ03 | DMZ03 | 4 | 250 |
| IZZ03 | DZZ03 | 4 | 250 |
This notice supercedes all previous notices regarding NYMEX Division SPAN parameters for Natural Gas Calendar Spread Option contracts.