Notice to Members
Notice No. 409
08/06/2008
Outright (SCAN) Margin Rate Changes for the Existing Natural Gas Index Swap Contracts
Effective Date: Friday, August 8, 2008 (close of business)

Futures Contracts:
SoCal Index Swap Futures
IF
Dominion Tran Inc. - App. Index Swap Futures
IH
PG&E Citygate Index Swap Futures
IK
Henry Hub Natural Gas Index Swap Futures
IN
Dawn Natural Gas Index Swap Futures
IO
Houston Ship Channel Natural Gas Index Swap Futures
IP
ANR OK Natural Gas Index Swap Futures
IQ
Contract Months: All Months

Note: The revised margins are in bold

NYMEX Division Margin Rates For Existing Natural Gas Index Swaps
 
 
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
 
New
Old
New
Old
New
Old
SoCal Index Swap (IF)
 
 
 
 
 
 
Tier 1
$2,000
$1,800
$2,200
$1,980
$2,700
$2,430
Tier 2
$400
$200
$440
$220
$540
$270
Tier 3
$100
$100
$110
$110
$135
$135
Dominion Tran Inc. - App. Index Swap (IH)
 
 
 
 
 
 
Tier 1
$1,800
$1,500
$1,980
$1,650
$2,430
$2,025
Tier 2
$400
$200
$440
$220
$540
$270
Tier 3
$100
$100
$110
$110
$135
$135
PG&E Citygate Index Swap (IK)
 
 
 
 
 
 
Tier 1
$2,500
$2,000
$2,750
$2,200
$3,375
$2,700
Tier 2
$400
$200
$440
$220
$540
$270
Tier 3
$100
$100
$110
$110
$135
$135
Henry Hub Natural Gas Index Swap (IN)
 
 
 
 
 
 
Tier 1
$2,000
$1,500
$2,200
$1,650
$2,700
$2,025
Tier 2
$300
$200
$330
$220
$405
$270
Tier 3
$100
$100
$110
$110
$135
$135
Dawn Natural Gas Index Swap (IO)
 
 
 
 
 
 
Tier 1
$2,000
$1,500
$2,200
$1,650
$2,700
$2,025
Tier 2
$300
$100
$330
$110
$405
$135
Tier 3
$100
$100
$110
$110
$135
$135
Houston Ship Channel Natural Gas Index Swap (IP)
 
 
 
 
 
 
Tier 1
$1,800
$1,200
$1,980
$1,320
$2,430
$1,620
Tier 2
$300
$200
$330
$220
$405
$270
Tier 3
$100
$100
$110
$110
$135
$135
ANR OK Natural Gas Index Swap (IQ)
 
 
 
 
 
 
Tier 1
$1,800
$1,500
$1,980
$1,650
$2,430
$2,025
Tier 2
$300
$200
$330
$220
$405
$270
Tier 3
$100
$100
$110
$110
$135
$135

Should you have any questions or require any further information, please contact exchangeinfo@nymex.com