08/08/2008
Futures Contracts:
SoCal Natural Gas Swing Swap(SF), San Juan Natural Gas Swing Swap(SJ), El Paso/Permian Swing Swap(SL), Kern Opal Natural Gas Swing Swap(SR), Panhandle Swing Swap(SV), TETCO M-3 Natural Gas Swing Swap(SX), Waha Swing Swap(SY), Ventura Natural Gas Swing Swap(VS), Transco Zone 6 Daily Swing Swap(ST), Transco Zone 6 Index Swap(IT)Contract Months: All Months
Note: The revised margins are in bold
NYMEX Division Outright (Scan) Margins for the Existing Natural Gas Swing Swaps
| All Nearby Contracts |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
| |
New |
Old |
New |
Old |
New |
Old |
| SoCal Natural Gas Swing Swap(SF) | $3,000 |
$3,500 |
$3,300 |
$3,850 |
$4,050 |
$4,725 |
| San Juan Natural Gas Swing Swap(SJ) | $3,000 |
$4,000 |
$3,300 |
$4,400 |
$4,050 |
$5,400 |
| El Paso/Permian Swing Swap(SL) | $3,000 |
$4,500 |
$3,300 |
$4,950 |
$4,050 |
$6,075 |
| Kern Opal Natural Gas Swing Swap(SR) | $3,000 |
$6,000 |
$3,300 |
$6,600 |
$4,050 |
$8,100 |
| Panhandle Swing Swap(SV) | $2,000 |
$3,000 |
$2,200 |
$3,300 |
$2,700 |
$4,050 |
| TETCO M-3 Natural Gas Swing Swap(SX) | $2,000 |
$4,000 |
$2,200 |
$4,400 |
$2,700 |
$5,400 |
| Waha Swing Swap(SY) | $2,000 |
$2,500 |
$2,200 |
$2,750 |
$2,700 |
$3,375 |
| Ventura Natural Gas Swing Swap(VS) | $2,000 |
$3,500 |
$2,200 |
$3,850 |
$2,700 |
$4,725 |
| Transco Zone 6 Daily Swing Swap(ST) | $4,000 |
$9,000 |
$4,400 |
$9,900 |
$5,400 |
$12,150 |
NYMEX Division Margin Rates For Existing Natural Gas Index Swaps
| |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
| Transco Zone 6 Index Swap(IT) | New |
Old |
New |
Old |
New |
Old |
| Tier 1 | $4,000 |
$8,000 |
$4,400 |
$8,800 |
$5,400 |
$10,800 |
| Tier 2 | $2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
| Tier 3 | $100 |
$100 |
$110 |
$110 |
$135 |
$135 |