04/01/2003
| Effective Date: | Wednesday, April 2, 2003 (close of business) |
| Futures Contracts: | CIG Rockies Swap (CI) and Waha Swap (NW) |
| Contract Months: | All Months |
| Rate Change: |
NYMEX Division Intra-Commodity Spread Margins For CIG Rockies and Waha Basis Swaps
| Clearing Member (Maintenance Margin): | New: $25 |
| Member Customer (Initial Margin): | New: $28 |
| Non-Member Customer (Initial Margin): | New: $34 |
NYMEX Division Inter-Commodity Spread Credits For CIG Rockies and Waha Basis Swaps
| Spread | Priority | Ratio | Percent Credit |
| NW:NG:QJ | 170 | 8:02:01 | 60 |
| NW:NG:KV | 171 | 8:02:01 | 60 |
| NW:NG:KM | 172 | 8:02:01 | 60 |
| NW:NG:KA | 173 | 8:02:01 | 60 |
| NW:NG:KG | 174 | 8:02:01 | 60 |
| NW:NG:KJ | 175 | 8:02:01 | 60 |
| CI:NG:QJ | 176 | 8:02:01 | 60 |
| CI:NG:KV | 177 | 8:02:01 | 60 |
| CI:NG:KM | 178 | 8:02:01 | 60 |
| CI:NG:KA | 179 | 8:02:01 | 60 |
| CI:NG:KG | 180 | 8:02:01 | 60 |
| CI:NG:KJ | 181 | 8:02:01 | 60 |