09/01/2006
FUTURES CONTRACTS: Northwest Pipeline, Rockies Basis Swap (NR)
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 |
||||
Natural Gas Basis Financial |
New |
Old |
New |
Old |
New |
Old |
| Northwest Pipeline, Rockies Swap (NR) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$800 |
$1,100 |
$880 |
$1,350 |
$1,080 |
| Tier 2: 2nd Nearby | $1,000 |
$800 |
$1,100 |
$880 |
$1,350 |
$1,080 |
| Tier 3: 3rd – 6th Nearby | $900 |
$900 |
$990 |
$990 |
$1,215 |
$1,215 |
| Tier 4: 7th – 12th Nearby | $600 |
$600 |
$660 |
$660 |
$810 |
$810 |
| Tier 5: Greater than 12th Nearby | $500 |
$500 |
$550 |
$550 |
$675 |
$675 |