| Notice to Members | |||||||||||||
| Notice No. 224 04/25/2007 |
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| Outright (SCAN) Tiers Structures Change for the Existing Natural Gas Index Swap Contracts | |||||||||||||
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| Effective Date: Thursday, April 26, 2007 (close of business) Futures Contracts: Demarcation Index Swap (DI), SoCal Index Swap (IF), Dominion Index Swap (IH), CenterPoint Index Swap (II), San Juan Index Swap (IJ), PG&E City Gate Index Swap (IK), El Paso/Permian Index Swap (IL), Henry Hub Index Swap (IN), Dawn Index Swap (IO), Houston Ship Channel Index Swap (IP), ANR OK Index Swap (IQ), Rockies Index Swap (IR), Chicago Index Swap (IS), Transco Zone 6 Index Swap (IT), Sumas Index Swap (IU), Panhandle Index Swap (IV), NGPL Mid-Continent Index Swap (IW), TETCO M-3 Index Swap (IX), Waha Index Swap (IY), NGPL Tex/OK Index Swap (OI) and Ventura Index Swap (VI)Contract Months: All Months Note: The revised margin Tiers are in bold. Effective Date: from Thursday, April 26, 2007 (close of business) to Monday, May 7, 2007 (close of business) NYMEX Division Outright (Scan) Margin and Intra-Commodity Spread Tiers
for Existing Natural Gas Index Swaps
* After May 7, 2007, Original Tiers apply. |
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| Should you have any questions or require any further information, please contact exchangeinfo@nymex.com |