Notice to Members
Notice No. 283
05/29/2007
Outright (SCAN) Tiers Structures Change for the Existing Natural Gas Index Swap Contracts
Effective Date: Wednesday, May 30, 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 Wednesday, May 30, 2007 (close of business) to Thursday, June 7, 2007 (close of business)*



NYMEX Division Outright (Scan) Margin and Intra-Commodity Spread Tiers For Existing Natural Gas Index Swaps

 
Tiers
New
Old
1
1st – 2nd Nearby
1st Nearby
2
3rd Nearby
2nd Nearby
3
4th and Greater
3rd and Greater

After June 7, 2007, Original Tiers apply.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com