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Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Tana Jones X-To: Mary Lynne Ruffer X-cc: X-bcc: X-Folder: \Tanya_Jones_Dec2000\Notes Folders\All documents X-Origin: JONES-T X-FileName: tjones.nsf ----- Forwarded by Tana Jones/HOU/ECT on 09/12/2000 08:58 AM ----- exchangeinfo@nymex.com 09/11/2000 11:27 AM To: tana.jones@enron.com cc: Subject: (00-316) Initial Margins for the Mid-Columbia River Futures Contract Notice No. 00-316 September 8, 2000 TO: ALL NYMEX MEMBERS AND MEMBER FIRMS ALL NYMEX CLEARING FIRMS ALL NYMEX OPERATIONS MANAGERS FROM: Neal Wolkoff, Executive Vice President SUBJECT: INTIAL MARGINS FOR MID-COLUMBIA FUTURES Effective Date: Friday, September 15, 2000 (close of business) Futures Contract: Mid-Columbia Futures Contract Months: All Contracts NYMEX Division Margins on Mid-Columbia Futures Contracts Clearing Member (Maintenance Margin): $9,000 Member Customer (Initial Margin): $9,900 Non-Member Customer (Initial Margin): $12,150 Spot Month Assessment: B/$3,000 B/ Effective as of the close of business one day prior to the last regular trading day. Intra-Commodity Straddle Margin Clearing Member and Member Customer Maintenance Group 1: $200 Group 2: $200 Group 3: $100 Group 4: $50 Spot Month Assessment: B/$3000 Group (Tier) 1 ~ 1st Nearby Group (Tier) 2 ~ 2nd Through 6th Nearby Group (Tier) 3 ~ 7th Through 12th Nearby Group (Tier) 4 ~ Greater than 12th Nearby B/ Effective as of the close of business one day prior to the last regular trading day. Inter-Commodity Spread Credit Mid-Columbia/Natural Gas -- Ratio is 2:1 -- Percentage of Initial Margin is 40% Mid-Columbia/Palo Verde -- Ratio is 2:1 -- Percentage of Initial Margin is 40% Mid-Columbia/COB -- Ratio is 1:1 -- Percentage of Initial Margin is 40% Mid-Columbia/Alberta Natural Gas -- Ratio is 2:1 -- Percentage of Initial Margin is 40% Should you have any questions regarding these figures, please contact Artie McCoy at (212) 299-2928 or Joe Sanguedolce at (212) 299-2855. __________________________________________________ Please click on the link below to indicate you have received this email. " http://208.206.41.61/email/email_log.cfm?useremail=tana.jones@enron.com&refdoc =(00-316)" Note: If you click on the above line and nothing happens, please copy the text between the quotes, open your internet browser, paste it into the web site address and press Return.
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