Notice to Members
Notice No. 226
04/27/2007
Tier Changes for Natural Gas Futures, Henry Hub Swap Futures, Globex Natural Gas Penultimate, Globex Natural Gas Last Day, and Henry Hub Penultimate Swap Contracts
Effective Date: Monday, April 30, 2007 (close of business)

Futures Contracts: Natural Gas Futures (NG), Henry Hub Swap Futures (NN), Globex Natural Gas Penultimate (HP), Globex Natural Gas Last Day (HH), and Henry Hub Penultimate Swap (NP) Contracts

Contract Months: All Months

Note: The revised margin Tiers are in bold.


NG/NN/NP/HH/HP Intra-Commodity Spread and Scan Tiers

 
Tiers
New
Old
1
1st Nearby
1st Nearby
2
2nd Nearby
2nd Nearby
3
3rd Nearby
3rd Nearby
4
4th – 5th Nearby
4th – 6th Nearby
5
6th – 10th Nearby
7th – 11th Nearby
6
11th – 22nd Nearby
12th – 23rd Nearby
7
23rd – 34th Nearby
24th – 35th Nearby
8
35th – 46th Nearby
36th – 47th Nearby
9
47th and Greater Nearby
48th and Greater Nearby


This notice supersedes all previous notices regarding margin rate and for Natural Gas Futures, Henry Hub Swaps, Globex Natural Gas Penultimate, Globex Natural Gas Last Day, and Henry Hub Penultimate Swap Contracts.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com