08/19/2008
Futures Contract:
Dominion Tran Inc. - App. Index Swap (IH), PG&E Citygate Index Swap (IK), Rockies Kern Opal - NW Index Swap (IR), Transco Zone 6 Index Swap (IT), TETCO M-3 Index Swap (IX)Contract Months: All Months
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 |
|||
| |
New |
Old |
New |
Old |
New |
Old |
| Dominion Tran Inc. - App. Index Swap (IH) | ||||||
| Tier 1 | $1,500 | $1,800 | $1,650 | $1,980 | $2,025 | $2,430 |
| Tier 2 | $400 | $400 | $440 | $440 | $540 | $540 |
| Tier 3 | $100 | $100 | $110 | $110 | $135 | $135 |
| PG&E Citygate Index Swap (IK) | ||||||
| Tier 1 | $2,000 | $2,500 | $2,200 | $2,750 | $2,700 | $3,375 |
| Tier 2 | $400 | $400 | $440 | $440 | $540 | $540 |
| Tier 3 | $100 | $100 | $110 | $110 | $135 | $135 |
| Rockies Kern Opal - NW Index Swap (IR) | ||||||
| Tier 1 | $3,000 | $4,000 | $3,300 | $4,400 | $4,050 | $5,400 |
| Tier 2 | $200 | $200 | $220 | $220 | $270 | $270 |
| Tier 3 | $100 | $100 | $110 | $110 | $135 | $135 |
| Transco Zone 6 Index Swap (IT) | ||||||
| Tier 1 | $3,000 | $4,000 | $3,300 | $4,400 | $4,050 | $5,400 |
| Tier 2 | $2,000 | $2,000 | $2,200 | $2,200 | $2,700 | $2,700 |
| Tier 3 | $100 | $100 | $110 | $110 | $135 | $135 |
| TETCO M-3 Index Swap (IX) | ||||||
| Tier 1 | $3,000 | $4,000 | $3,300 | $4,400 | $4,050 | $5,400 |
| Tier 2 | $1,000 | $1,000 | $1,100 | $1,100 | $1,350 | $1,350 |
| Tier 3 | $100 | $100 | $110 | $110 | $135 | $135 |