Notice to Members
Notice No. 390
09/09/2005
Margin Rates for New NYMEX Division Natural Gas Basis Swap Contracts
EFFECTIVE DATE: Monday, September 12, 2005 (close of business)

FUTURES CONTRACTS: Sonat Basis Swap (SZ), Transco Zone 4 Swap (TR), Florida Gas Zone 3 Swap (FP)

CONTRACT MONTHS: All Months

NYMEX Division Outright (Scan) Margin for NYMEX Sonat (SZ), Transco Zone4 (TR), and Florida Gas Zone3 (FP) Natural Gas Basis Swap Futures Contracts
 
Tiers
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
All Months
$75
$83
$101


NYMEX Division Intra-Commodity Spread Margins for NYMEX Sonat (SZ), Transco Zone4 (TR), and Florida Gas Zone3 (FP) Natural Gas Basis Swap Futures Contracts
 
Tiers
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
New
New
All Months
$25
$28
$34
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com