12/04/2006
Futures Contract:
El Paso Permian Swing Swap (SL), San Juan Swing Swap (SJ), SoCal Swing Swap (SF), Demarcation Index Swap (DI), PG&E City Gate Index Swap (IK), El Paso/Permian Index Swap (IL), Henry Hub Index Swap (IN), Houston Ship Channel Index Swap (IP), Rockies Index Swap (IR) and Sumas Index Swap (IU)Contract Months: All Months
NYMEX Division Outright (Scan) Margin Rates For The Existing Natural Gas
Swing Swaps
| All Nearby Contracts |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| El Paso Permian Swing Swap (SL) | $4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
| San Juan Swing Swap (SJ) | $4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
| SoCal Swing Swap (SF) | $4,000 |
$2,000 |
$4,400 |
$2,200 |
$5,400 |
$2,700 |
NYMEX Division Outright (Scan) Margin Rates For Existing Natural Gas Index
Swaps
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
| NATURAL GAS INDEX FINANCIAL | New |
Old |
New |
Old |
New |
Old |
| Demarcation Index Swap (DI) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
| Tier 2: Greater than 2nd Nearby | $700 |
$100 |
$770 |
$110 |
$945 |
$135 |
| PG&E City Gate Index Swap (IK) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
| Tier 2: Greater than 2nd Nearby | $700 |
$125 |
$770 |
$138 |
$945 |
$169 |
| El Paso/Permian Index Swap (IL) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
| Tier 2: Greater than 2nd Nearby | $700 |
$150 |
$770 |
$165 |
$945 |
$203 |
| Henry Hub Index Swap (IN) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
| Tier 2: Greater than 2nd Nearby | $200 |
$50 |
$220 |
$55 |
$270 |
$68 |
| Houston Ship Channel Index Swap (IP) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
| Tier 2: Greater than 2nd Nearby | $500 |
$125 |
$550 |
$138 |
$675 |
$169 |
| Rockies Index Swap (IR) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $4,000 |
$2,500 |
$4,400 |
$2,750 |
$5,400 |
$3,375 |
| Tier 2: Greater than 2nd Nearby | $175 |
$175 |
$193 |
$193 |
$236 |
$236 |
| Sumas Index Swap (IU) | ||||||
| Tier 1: 1st - 2nd Nearby Month | $2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
| Tier 2: Greater than 2nd Nearby | $125 |
$125 |
$138 |
$138 |
$169 |
$169 |