Notice to Members
Notice No. 504
11/12/2007
Outright (SCAN) Margin Rate Changes for the Existing Natural Gas Basis Contract
EFFECTIVE DATE:    Alberta Basis Swap (NA), 2007 (close of business)

FUTURES CONTRACTS: Alberta Basis Swap (NA)

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
Alberta Basis Swap (NA)
 
 
 
 
 
 
Tier 1
$1,100
$1,000
$1,210
$1,100
$1,485
$1,350
Tier 2
$900
$800
$990
$880
$1,215
$1,080
Tier 3
$400
$300
$440
$330
$540
$405
Tier 4
$300
$200
$330
$220
$405
$270
Tier 5
$200
$100
$220
$110
$270
$135
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com