Notice to Members
Notice No. 10
01/06/2006
Margin Rates Change for Existing NYMEX Division Natural Gas Basis Swap Contracts
Effective Date: Monday, January 9, 2006 (close of business)

Contracts: Texas Gas SL Basis Swap (TB), Sonat Basis Swap (SZ), and Transco Zone 4 Basis Swap (TR)

Contract Months: All Months

Note: The revised margin rates are in bold


NYMEX Division Margin Rates For Existing Natural Gas Basis Swaps
 
 
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
Spot Assessment
Natural Gas Basis Financial
New
Old
New
Old
New
Old
New
Old
  Texas Gas, SL (TB)
 
 
 
 
 
 
 
 
      1: 1st Nearby
$500
$75
$550
$83
$675
$101
$100
$100
      2: 2nd Nearby and Greater
$200
$50
$220
$55
$270
$68
 
 
  Sonat (SZ)
 
 
 
 
 
 
 
 
      1: All Months
$125
$75
$138
$83
$169
$101
$100
$100
  Transco Zone 4 (TR)
 
 
 
 
 
 
 
 
      1: All Months
$125
$75
$138
$83
$169
$101
$100
$100


This notice supersedes all previous notices regarding margins rates for the Natural Gas Basis swap contracts listed above.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com