01/30/2007
FUTURES CONTRACTS: Transco Zone 6 Basis Swap (NZ) and 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 |
| Transco Zone 6 Swap (NZ) | ||||||
| Tier 1 - 1st Nearby | $2,000 |
$1,000 |
$2,200 |
$1,100 |
$2,700 |
$1,350 |
| Tier 2: 2nd Nearby | $1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
| Tier 3: 3rd - 6th Nearby | $1,000 |
$400 |
$1,100 |
$440 |
$1,350 |
$540 |
| Tier 4: 7th - 12th Nearby | $300 |
$300 |
$330 |
$330 |
$405 |
$405 |
| Tier 5: 13th and Greater | $400 |
$400 |
$440 |
$440 |
$540 |
$540 |
| Transco Zone 6 Index Swap (IT) | ||||||
| Tier 1 - 1st - 2nd Nearby Month | $3,000 |
$2,000 |
$3,300 |
$2,200 |
$4,050 |
$2,700 |
| Tier 2: Greater than 2nd Nearby | $500 |
$125 |
$550 |
$138 |
$675 |
$169 |