01/03/2007
FUTURES CONTRACTS:
CIG Rockies Swap (CI), Transco Zone 3 Basis (CZ), Columbia Gulf Onshore Basis (GL), Alberta Gas Swap (NA), ANR Oklahoma Swap (NE), San Juan Swap (NJ), Northwest Pipeline, Rockies Swap (NR), Socal Swap (NS), Waha Swap (NW), Texas Eastern Zone M–3 Swap (NX), Transco Zone 6 Swap (NZ) and CenterPoint Basis Swap (PW)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: 1st Nearby | $1,500 |
$1,500 |
$1,650 |
$1,650 |
$2,025 |
$2,025 |
| Tier 2: 2nd Nearby | $900 |
$750 |
$990 |
$825 |
$1,215 |
$1,013 |
| Tier 3: 3rd – 6th Nearby | $900 |
$900 |
$990 |
$990 |
$1,215 |
$1,215 |
| Tier 4: 7th – 12th Nearby | $650 |
$650 |
$715 |
$715 |
$878 |
$878 |
| Tier 5: 13th And Greater | $500 |
$500 |
$550 |
$550 |
$675 |
$675 |
| Transco Zone 3 Basis (CZ) | ||||||
| Tier 1: 1st Nearby | $150 |
$250 |
$165 |
$275 |
$203 |
$338 |
| Tier 2: 2nd Nearby | $100 |
$100 |
$110 |
$110 |
$135 |
$135 |
| Tier 3: 3rd – 6th Nearby | $100 |
$100 |
$110 |
$110 |
$135 |
$135 |
| Tier 4: 7th – 12th Nearby | $100 |
$100 |
$110 |
$110 |
$135 |
$135 |
| Tier 5: 13th And Greater | $75 |
$75 |
$83 |
$83 |
$101 |
$101 |
| Columbia Gulf Onshore Basis (GL) | ||||||
| Tier 1: 1st Nearby | $75 |
$75 |
$83 |
$83 |
$101 |
$101 |
| Tier 2: 2nd Nearby | $80 |
$80 |
$88 |
$88 |
$108 |
$108 |
| Tier 3: 3rd – 6th Nearby | $85 |
$85 |
$94 |
$94 |
$115 |
$115 |
| Tier 4: 7th – 12th Nearby | $100 |
$150 |
$110 |
$165 |
$135 |
$203 |
| Tier 5: 13th And Greater | $100 |
$150 |
$110 |
$165 |
$135 |
$203 |
| Alberta Gas Swap (NA) | ||||||
| Tier 1: 1st Nearby | $1,200 |
$1,500 |
$1,320 |
$1,650 |
$1,620 |
$2,025 |
| Tier 2: 2nd Nearby | $500 |
$700 |
$550 |
$770 |
$675 |
$945 |
| Tier 3: 3rd – 6th Nearby | $500 |
$950 |
$550 |
$1,045 |
$675 |
$1,283 |
| Tier 4: 7th – 12th Nearby | $500 |
$650 |
$550 |
$715 |
$675 |
$878 |
| Tier 5: 13th And Greater | $300 |
$350 |
$330 |
$385 |
$405 |
$473 |
| ANR Oklahoma Swap (NE) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
| Tier 2: 2nd Nearby and Greater | $500 |
$600 |
$550 |
$660 |
$675 |
$810 |
| San Juan Swap (NJ) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
| Tier 2: 2nd Nearby | $600 |
$700 |
$660 |
$770 |
$810 |
$945 |
| Tier 3: 3rd – 6th Nearby | $500 |
$800 |
$550 |
$880 |
$675 |
$1,080 |
| Tier 4: 7th – 12th Nearby | $500 |
$600 |
$550 |
$660 |
$675 |
$810 |
| Tier 5: 13th And Greater | $300 |
$400 |
$330 |
$440 |
$405 |
$540 |
| Northwest Pipeline, Rockies Swap (NR) | ||||||
| Tier 1: 1st Nearby | $1,500 |
$1,200 |
$1,650 |
$1,320 |
$2,025 |
$1,620 |
| Tier 2: 2nd Nearby | $1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
| Tier 3: 3rd – 6th Nearby | $900 |
$900 |
$990 |
$990 |
$1,215 |
$1,215 |
| Tier 4: 7th – 12th Nearby | $600 |
$600 |
$660 |
$660 |
$810 |
$810 |
| Tier 5: 13th And Greater | $500 |
$500 |
$550 |
$550 |
$675 |
$675 |
| Socal Swap (NS) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$1,200 |
$1,100 |
$1,320 |
$1,350 |
$1,620 |
| Tier 2: 2nd Nearby | $700 |
$700 |
$770 |
$770 |
$945 |
$945 |
| Tier 3: 3rd – 6th Nearby | $700 |
$700 |
$770 |
$770 |
$945 |
$945 |
| Tier 4: 7th – 12th Nearby | $500 |
$500 |
$550 |
$550 |
$675 |
$675 |
| Tier 5: 13th And Greater | $400 |
$400 |
$440 |
$440 |
$540 |
$540 |
| Waha Swap (NW) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$1,000 |
$1,100 |
$1,100 |
$1,350 |
$1,350 |
| Tier 2: 2nd Nearby | $500 |
$600 |
$550 |
$660 |
$675 |
$810 |
| Tier 3: 3rd – 6th Nearby | $500 |
$600 |
$550 |
$660 |
$675 |
$810 |
| Tier 4: 7th – 12th Nearby | $500 |
$400 |
$550 |
$440 |
$675 |
$540 |
| Tier 5: 13th And Greater | $300 |
$300 |
$330 |
$330 |
$405 |
$405 |
| Texas Eastern Zone M-3 Swap (NX) | ||||||
| Tier 1: 1st Nearby | $800 |
$400 |
$880 |
$440 |
$1,080 |
$540 |
| Tier 2: 2nd Nearby and Greater | $600 |
$350 |
$660 |
$385 |
$810 |
$473 |
| Transco Zone 6 Swap (NZ) | ||||||
| Tier 1: 1st Nearby | $1,000 |
$700 |
$1,100 |
$770 |
$1,350 |
$945 |
| Tier 2: 2nd Nearby | $1,000 |
$500 |
$1,100 |
$550 |
$1,350 |
$675 |
| Tier 3: 3rd – 6th Nearby | $400 |
$500 |
$440 |
$550 |
$540 |
$675 |
| Tier 4: 7th – 12th Nearby | $300 |
$700 |
$330 |
$770 |
$405 |
$945 |
| Tier 5: 13th And Greater | $400 |
$700 |
$440 |
$770 |
$540 |
$945 |
| CenterPoint Basis Swap (PW) | ||||||
| Tier 1: 1st Nearby | $500 |
$800 |
$550 |
$880 |
$675 |
$1,080 |
| Tier 2: 2nd Nearby and Greater | $300 |
$250 |
$330 |
$275 |
$405 |
$338 |