02/03/2003
| Effective Date: | Tuesday, February 4, 2003 (close of business) |
| Contracts: | Basis Swaps: Alberta Gas Swap (NA), Chicago Swap (NB), Houston Ship Channel Swap (NH), San Juan Swap (NJ), Socal Swap (NS), Transco Zone 6 Swap (NZ), Northwest Pipeline Rockies Swap (NR), Panhandle Swap (PH), Permian Basin Swap (PM), Texas Eastern Zone M-3 Swap (NX), TCO Swap (TC), PGE&E Malin Swap (PB), PGE&E Citygate Swap (PC), NGPL Tex/OK Swap (PD), ANR Oklahoma (NE), SUMAS Swap (NK), NGPL Mid-Continent (NL), Northern Natural Gas Demarcation Swap (PE), Northern Natural Gas Ventrua, Iowa Swap (PF), Dominion Transmission Inc. – Appalachia Swap (PG) |
| Contract Months: | All Months |
NYMEX Division Margin Rates For
March 2003 Natural Gas Basis Contracts Only |
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Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
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| NATURAL GAS BASIS FINANCIAL | New | Old | New | Old | New | Old |
| Alberta Gas Basis (NA) | $510 | $510 | $561 | $561 | $689 | $689 |
| Chicago Basis (NB) | $175 | $120 | $193 | $132 | $236 | $162 |
| Houston Ship Channel Basis (NH) | $150 | $90 | $165 | $99 | $203 | $122 |
| San Juan Basis (NJ) | $350 | $350 | $385 | $385 | $473 | $473 |
| Socal Basis (NS) | $450 | $350 | $495 | $385 | $608 | $473 |
| Transco Zone 6 Basis (NZ) | $650 | $650 | $715 | $715 | $878 | $878 |
| Northwest Pipeline, Rockies Basis (NR) | $950 | $900 | $1,045 | $990 | $1,283 | $1,215 |
| Panhandle Basis (PH) | $150 | $100 | $165 | $110 | $203 | $135 |
| Permian Basis (PM) | $300 | $300 | $330 | $330 | $405 | $405 |
| Texas Eastern Zone M-3 Basis (NX) | $350 | $250 | $385 | $275 | $473 | $338 |
| TCO Basis (TC) | $100 | $100 | $110 | $110 | $135 | $135 |
| PGE&E Malin Basis (PB) | $600 | $600 | $660 | $660 | $810 | $810 |
| PGE&E CityGate Basis (PC) | $450 | $1,000 | $495 | $1,100 | $608 | $1,350 |
| NGPL Tex / OK Basis (PD) | $150 | $150 | $165 | $165 | $203 | $203 |
| ANR Oklahoma Basis (NE) | $100 | $100 | $110 | $110 | $135 | $135 |
| SUMAS Basis (NK) | $650 | $650 | $715 | $715 | $878 | $878 |
| NGPL Mid-Continent Basis (NL) | $300 | $800 | $330 | $880 | $405 | 1080 |
| Northern Natural Gas Demarcation Basis (PE) | $125 | $125 | $138 | $138 | $169 | $169 |
| Northern Natural Gas Ventura, Iowa Basis (PF) | $175 | $175 | $193 | $193 | $236 | $236 |
| Dominion Transmission Inc. – Appalachia Basis (PG) | $150 | $100 | $165 | $110 | $203 | $135 |
NYMEX Division Margin Rates For
Natural Gas Basis Contracts All Other Months |
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Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
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| NATURAL GAS BASIS FINANCIAL | New | Old | New | Old | New | Old |
| Alberta Gas Swap (NA) | $200 | $150 | $220 | $165 | $270 | $203 |
| Chicago Basis (NB) | $175 | $120 | $193 | $132 | $236 | $162 |
| Houston Ship Channel Basis Swap (NH) | $50 | $50 | $55 | $55 | $68 | $68 |
| San Juan Basis Swap (NJ) | $350 | $250 | $385 | $275 | $473 | $338 |
| Socal Basis Swap (NS) | $300 | $175 | $330 | $193 | $405 | $237 |
| Transco Zone 6 Basis Swap (NZ) | $250 | $125 | $275 | $138 | $338 | $169 |
| Northwest Pipeline, Rockies Basis Swap (NR) | $750 | $400 | $825 | $440 | $1,013 | $540 |
| Panhandle Basis Swap (PH) | $75 | $75 | $83 | $83 | $101 | $101 |
| Permian Basis (PM) | $175 | $125 | $193 | $138 | $236 | $169 |
| Texas Eastern Zone M-3 Basis (NX) | $75 | $75 | $83 | $83 | $101 | $101 |
| TCO Basis (TC) | $50 | $50 | $55 | $55 | $68 | $68 |
| PGE&E Malin Basis (PB) | $275 | $250 | $303 | $275 | $371 | $338 |
| PGE&E CityGate Basis (PC) | $450 | $1,000 | $495 | $1,100 | $608 | $1,350 |
| NGPL Tex / OK Basis (PD) | $50 | $50 | $55 | $55 | $68 | $68 |
| ANR Oklahoma Basis (NE) | $50 | $50 | $55 | $55 | $68 | $68 |
| SUMAS Basis (NK) | $275 | $200 | $303 | $220 | $371 | $270 |
| NGPL Mid-Continent Basis (NL) | $100 | $100 | $110 | $110 | $135 | $135 |
| Northern Natural Gas Demarcation Basis (PE) | $50 | $50 | $55 | $55 | $68 | $68 |
| Northern Natural Gas Ventura, Iowa Basis (PF) | $100 | $100 | $110 | $110 | $135 | $135 |
| Dominion Transmission Inc. – Appalachia Basis (PG) | $100 | $100 | $110 | $110 | $135 | $135 |
This notice supersedes all previous notices regarding margins rates the Natural Gas Basis Contracts listed above.