Notice to Members
Notice No. 381
09/02/2005
Margin Tiers Change for Natural Gas Index Swap Contracts

Effective Date:                          Friday, September 2, 2005 (close of business)

 

Contracts:                    

  Henry Hub Index Swap (IN), Chicago City Gate Index Swap (IS), El Paso/Permian Index Swap (IL), Houston Ship Channel Index Swap (IP), Panhandle Index Swap (IV), Waha Index Swap (IY), Dominion Index Swap (IH), PG&E City Gate Index Swap (IK),  Northwest Rockies Index Swap (IR), SoCal Index Swap (IF), San Juan Index Swap (IJ), Sumas Index Swap (IU), TETCO M-3 Index Swap (IX), Transco Zone 6 Index Swap (IT)

                                            

Contract Months:      All Months

Note: The revised margin tiers are in bold.

 

NYMEX Division Outright (Scan) Margin Tiers For Existing Natural Gas Index Swap Contracts

Tiers

New

Old

1

1st - 2nd Nearby

1st  Nearby

2

Greater than 2nd Nearby

Greater than 1st Nearby

 

Should you have any questions or require any further information, please contact exchangeinfo@nymex.com