Notice to Members
Notice No. 360
07/09/2008
Outright (SCAN) Margin Rate Changes for the Existing Natural Gas Basis Swap Contracts
Effective Date: Friday, July 11, 2008 (close of business)

Futures Contract: Texas Eastern Zone M-3 Basis Swap (NX)

Contract Months: All Months


NYMEX Division Margin Rates For Existing Natural Gas Basis Swaps
 
Contract
Clearing Member / Maintenance Margin
Member Customer Initial Margin
Non-Member Customer Initial Margin
Texas Eastern Zone M-3 Basis Swap (NX)            
Tier 1 $900 $3,000 $990 $3,300 $1,215 $4,050
Tier 2 $900 $2,000 $990 $2,200 $1,215 $2,700
Tier 3 $900 $1,000 $990 $1,100 $1,215 $1,350
Tier 4 $300 $300 $330 $330 $405 $405
Tier 5 $200 $200 $220 $220 $270 $270

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