05/15/2007
Futures Contracts: CIG Rockies Swap (CI) and Northwest Pipeline, Rockies Swap (NR)
Contract Months: All Months
NYMEX Division Scan and Intra-Commodity Spread Tiers For CIG Rockies
Swap (CI) and Northwest Pipeline, Rockies Swap (NR) Natural Gas Basis Swaps
Tiers |
New |
Old |
1 |
1st Nearby |
1st Nearby |
2 |
2nd -4th Nearby |
2nd Nearby |
3 |
5th - 9th Nearby |
3rd - 6th Nearby |
4 |
10th-16th Nearby |
7th - 12th Nearby |
5 |
17th And Greater |
13th And Greater |
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 |
| CIG Rockies Swap (CI) | ||||||
1 |
$1,200 |
$1,200 |
$1,320 |
$1,320 |
$1,620 |
$1,620 |
2 |
$1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
3 |
$1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
4 |
$500 |
$500 |
$550 |
$550 |
$675 |
$675 |
5 |
$500 |
$500 |
$550 |
$550 |
$675 |
$675 |
| Northwest Pipeline, Rockies Swap (NR) | ||||||
1 |
$1,500 |
$1,500 |
$1,650 |
$1,650 |
$2,025 |
$2,025 |
2 |
$1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
3 |
$1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
4 |
$300 |
$300 |
$330 |
$330 |
$405 |
$405 |
5 |
$400 |
$400 |
$440 |
$440 |
$540 |
$540 |
NYMEX Division Intra-Commodity Spread Margin Rates
for CIG Rockies Swap (CI) and Northwest Pipeline, Rockies Swap (NR) 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 |
| Tiers | ||||||
1 |
$25 |
$25 |
$28 |
$28 |
$34 |
$34 |
2 |
$25 |
$25 |
$28 |
$28 |
$34 |
$34 |
3 |
$25 |
$25 |
$28 |
$28 |
$34 |
$34 |
4 |
$25 |
$25 |
$28 |
$28 |
$34 |
$34 |
5 |
$25 |
$25 |
$28 |
$28 |
$34 |
$34 |