10/29/2004
| EFFECTIVE DATE: | Friday, October 29, 2004 (close of business) |
| FUTURES CONTRACTS: | NYMEX ISO New England Internal Hub Peak LMP Electricity Swap (NI) Contracts |
| CONTRACT MONTHS: | All Months |
NYMEX Division Outright (Scan) Margins for ISO New England Internal Hub Peak LMP Swap (NI)
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Initial Margin |
|
New |
New |
New |
|
All Months |
$2,000 |
$2,200 |
$2,700 |
NYMEX Division Intra-Commodity Spread Margins for ISO New England Internal Hub Peak LMP Swap (NI)
Clearing Member / Maintenance Margin |
Member Customer Initial Margin |
Non-Member Initial Margin |
|
New |
New |
New |
|
All Months |
$1,000 |
$1,100 |
$1,350 |
NYMEX Division Inter-Commodity Spread Credits For ISO New England Internal Hub Peak LMP Swap (NI)
Spread |
Priority |
Ratio |
% Credit |
JM:NI |
114 |
1:02 |
88 |
NI:KA |
226 |
1:01 |
65 |
NI:NG |
243 |
2:01 |
60 |
NI:KG |
250 |
1:01 |
60 |
NI:KJ |
251 |
1:01 |
60 |
NZ:NG:NI |
331 |
8:02:05 |
60 |
NX:NG:NI |
332 |
8:02:05 |
60 |