EFFECTIVE DATE: Friday, July 6, 2007 (close of business)
FUTURES CONTRACTS: CIG Rockies Swap (CI), Florida Gas Zone 3 Swap (FP),
Rockies Swap (NR), Tetco Eastern South/STX Swap (TX), Transco Zone 6 Index Swap
(IT)
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 |
| CIG Rockies Swap (CI) |
|
|
|
|
|
|
| Tier 1 |
$2,000 |
$1,200 |
$2,200 |
$1,320 |
$2,700 |
$1,620 |
| Tier 2 |
$2,500 |
$1,200 |
$2,750 |
$1,320 |
$3,375 |
$1,620 |
| Tier 3 |
$750 |
$750 |
$825 |
$825 |
$1,013 |
$1,013 |
| Tier 4 |
$500 |
$500 |
$550 |
$550 |
$675 |
$675 |
| Tier 5 |
$400 |
$400 |
$440 |
$440 |
$540 |
$540 |
| Florida Gas Zone 3 Swap (FP) |
|
|
|
|
|
|
| Tier 1 |
$300 |
$200 |
$330 |
$220 |
$405 |
$270 |
| Tier 2 |
$200 |
$200 |
$220 |
$220 |
$270 |
$270 |
| Tier 3 |
$200 |
$200 |
$220 |
$220 |
$270 |
$270 |
| Tier 4 |
$200 |
$200 |
$220 |
$220 |
$270 |
$270 |
| Tier 5 |
$200 |
$200 |
$220 |
$220 |
$270 |
$270 |
| Northwest Pipeline, Rockies Swap (NR) |
|
|
|
|
|
|
| Tier 1 |
$1,500 |
$1,200 |
$1,650 |
$1,320 |
$2,025 |
$1,620 |
| Tier 2 |
$1,500 |
$1,250 |
$1,650 |
$1,375 |
$2,025 |
$1,688 |
| Tier 3 |
$800 |
$800 |
$880 |
$880 |
$1,080 |
$1,080 |
| Tier 4 |
$300 |
$400 |
$330 |
$440 |
$405 |
$540 |
| Tier 5 |
$200 |
$400 |
$220 |
$440 |
$270 |
$540 |
| Tetco Eastern South/STX Swap (TX) |
|
|
|
|
|
|
| Tier 1 |
$400 |
$500 |
$440 |
$550 |
$540 |
$675 |
| Tier 2 |
$300 |
$400 |
$330 |
$440 |
$405 |
$540 |
| Tier 3 |
$200 |
$300 |
$220 |
$330 |
$270 |
$405 |
| Tier 4 |
$200 |
$200 |
$220 |
$220 |
$270 |
$270 |
| Tier 5 |
$100 |
$100 |
$110 |
$110 |
$135 |
$135 |
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 |
| Transco Zone 6 Index Swap (IT) |
|
|
|
|
|
|
| Tier 1 |
$3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| Tier 2 |
$1,000 |
$250 |
$1,100 |
$275 |
$1,350 |
$338 |
| Tier 3 |
$100 |
$100 |
$110 |
$110 |
$135 |
$135 |
This notice supersedes all previous notices regarding these margin rates.
|