Notice to Members
Notice No. 282
05/29/2007
Tier Changes for Natural Gas Futures, Henry Hub Swap Futures, Globex Natural Gas Penultimate, Globex Natural Gas Last Day, Natural Gas miNY Futures, Henry Hub Swing Swap Futures, and Henry Hub Penultimate Swap Contracts
Effective Date: Wednesday, May 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 – 5th Nearby
5
6th – 9th Nearby
6th – 10th Nearby
6
10th – 21st Nearby
11th – 22nd Nearby
7
22nd– 33rd Nearby
23rd – 34th Nearby
8
34th – 45th Nearby
35th – 46th Nearby
9
46th and Greater Nearby
47th 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