Notice to Members
Notice No. 294
07/21/2005
Outright (Scan) Margin Rates and Intra-Commodity Spread Margin Rates for the New NYMEX Freight Swap Contracts
EFFECTIVE DATE: Monday, July 25, 2005(close of business)

FUTURES CONTRACTS: Freight Route TD9 Swap (TN), Freight Route TD10d Swap (TO)

CONTRACT MONTHS: All Months

NYMEX Division Outright (Scan) Margin Rates For The New Freight Swap Contracts
 
All Contracts
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
Old
New
Old
New
Old
Freight Route TD9 Swap (TN)
$750
N/A
$825
N/A
$1,013
N/A
Freight Route TD10d Swap (TO)
$750
N/A
$825
N/A
$1,013
N/A


NYMEX Division Intra-Commodity Spread Margin Rates For The New Freight Swap Contracts
 
All Contracts
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
Old
New
Old
New
Old
Freight Route TC1 Swap (TN)
$200
N/A
$220
N/A
$270
N/A
Freight Route TC4 Swap (TO)
$150
N/A
$165
N/A
$203
N/A
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com