Notice to Members
Notice No. 333
07/05/2007
Outright (SCAN) Margin Rate Changes for the Existing Natural Gas Basis and Index Swap Contracts
EFFECTIVE DATE:    Friday, July 6, 2007 (close of business)

FUTURES CONTRACTS: CIG Rockies Swap (CI), Florida Gas Zone 3 Swap (FP), Rockies Swap (NR), Tetco Eastern South/STX Swap (TX), Transco Zone 6 Index Swap (IT)

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
$2,000
$1,200
$2,200
$1,320
$2,700
$1,620
Tier 2
$2,500
$1,200
$2,750
$1,320
$3,375
$1,620
Tier 3
$750
$750
$825
$825
$1,013
$1,013
Tier 4
$500
$500
$550
$550
$675
$675
Tier 5
$400
$400
$440
$440
$540
$540
Florida Gas Zone 3 Swap (FP)
 
 
 
 
 
 
Tier 1
$300
$200
$330
$220
$405
$270
Tier 2
$200
$200
$220
$220
$270
$270
Tier 3
$200
$200
$220
$220
$270
$270
Tier 4
$200
$200
$220
$220
$270
$270
Tier 5
$200
$200
$220
$220
$270
$270
Northwest Pipeline, Rockies Swap (NR)
 
 
 
 
 
 
Tier 1
$1,500
$1,200
$1,650
$1,320
$2,025
$1,620
Tier 2
$1,500
$1,250
$1,650
$1,375
$2,025
$1,688
Tier 3
$800
$800
$880
$880
$1,080
$1,080
Tier 4
$300
$400
$330
$440
$405
$540
Tier 5
$200
$400
$220
$440
$270
$540
Tetco Eastern South/STX Swap (TX)
 
 
 
 
 
 
Tier 1
$400
$500
$440
$550
$540
$675
Tier 2
$300
$400
$330
$440
$405
$540
Tier 3
$200
$300
$220
$330
$270
$405
Tier 4
$200
$200
$220
$220
$270
$270
Tier 5
$100
$100
$110
$110
$135
$135


NYMEX Division Outright (Scan) Margin Rates For Existing Natural Gas Index Swaps
 
 
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
Natural Gas Index Financial
New
Old
New
Old
New
Old
Transco Zone 6 Index Swap (IT)
 
 
 
 
 
 
Tier 1
$3,000
$4,000
$3,300
$4,400
$4,050
$5,400
Tier 2
$1,000
$250
$1,100
$275
$1,350
$338
Tier 3
$100
$100
$110
$110
$135
$135

This notice supersedes all previous notices regarding these margin rates.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com