Notice to Members
Notice No. 374
07/14/2006
Outright (Scan) Margin Rates Change for Financially Settled Electricity Contracts
Effective Date: Monday, July 17, 2006 (close of business)

Futures Contract: NYISO Zone J LBMP – Peak (KJ)

Contract Months: All Months


Outright (Scan) Margin Rates for NYISO Zone J LBMP – Peak (KJ)
 
Tiers
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
Old
New
Old
New
Old
Tier 1: 1st Nearby
$3,500
$3,000
$3,850
$3,300
$4,725
$4,050
Tier 2: 2nd - 6th Nearby
$5,500
$5,000
$6,050
$5,500
$7,425
$6,750
Tier 3: 7th - 11th Nearby
$5,500
$5,000
$6,050
$5,500
$7,425
$6,750
Tier 4: Greater than 11th Nearby
$5,500
$5,000
$6,050
$5,500
$7,425
$6,750


This notice supersedes all previous notices regarding margin rates for the Electricity Futures contracts listed above.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com