02/05/2007
FUTURES CONTRACTS: Sonat Basis Swap (SZ)
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 |
| Sonat (SZ) | ||||||
| Tier 1: 1st Nearby | $125 |
$125 |
$138 |
$138 |
$169 |
$169 |
| Tier 2: 2nd Nearby | $75 |
$75 |
$83 |
$83 |
$101 |
$101 |
| Tier 3: 3rd - 6th Nearby | $75 |
$75 |
$83 |
$83 |
$101 |
$101 |
| Tier 4: 7th - 12th Nearby | $200 |
$75 |
$220 |
$83 |
$270 |
$101 |
| Tier 5: 13th And Greater | $200 |
$75 |
$220 |
$83 |
$270 |
$101 |