NEW YORK, NY, August 16, 2007 -- The New York Mercantile Exchange, Inc. today announced margin changes for its natural gas; Henry Hub swap, swing swap, and penultimate swap; natural gas penultimate and last day financial; and NYMEX miNY^TM natural gas futures contracts, effective at the close of business tomorrow.

Margins for the first month of the natural gas, natural gas penultimate financial and natural gas lastday financial futures contracts will increase to $7,500 from $6,500 for clearing members, to $8,250 from $7,150 for members, and to $10,125 from $8,775 for customers. The margins for the second month will increase to $8,500 from $7,500 for clearing members, to $9,350 from $8,250 for members, and to $11,475 from $10,125 for customers. Margins for the third to seventh months will increase to $7,500 from $7,000 for clearing members, to $8,250 from $7,700 for members, and to $10,125 from $9,450 for customers. The margins for all other months will remain the same.

Margins for the first month of the NYMEX miNY natural gas and Henry Hub swap and penultimate swap futures contracts will increase to $1,875 from $1,625 for clearing members, to $2,063 from $1,788 for members, and to $2,531 from $2,194 for customers. The margins for the second month will increase to $2,125 from $1,875 for clearing members, to $2,338 from $2,063 for members, and to $2,869 from $2,531 for customers. Margins for the third to seventh months will increase to $1,875 from $1,750 for clearing members, to $2,063 from $1,925 for members, and to $2,531 from $2,363 for customers. The margins for all other months will remain the same.

Margins for the Henry Hub swing swap futures contract will increase to $1,875 from $1,625 for clearing members, to $2,063 from $1,788 for members, and to $2,531 from $2,194 for customers.

Forward Looking and Cautionary Statements
This press release may contain forward–looking statements within the meaning of the Private Securities Litigation Reform Act, with respect to our future performance, operating results, strategy, and other future events. Such statements generally include words such as could, can, anticipate, believe, expect, seek, pursue, and similar words and terms, in connection with any discussion of future results. Forward–looking statements involve a number of assumptions, risks, and uncertainties, any of which may cause actual results to differ materially from the anticipated, estimated, or projected results referenced in forward–looking statements. In particular, the forward–looking statements of NYMEX Holdings, Inc., and its subsidiaries are subject to the following risks and uncertainties: the success and timing of new futures contracts and products; changes in political, economic, or industry conditions; the unfavorable resolution of material legal proceedings; the impact and timing of technological changes and the adequacy of intellectual property protection; the impact of legislative and regulatory actions, including without limitation, actions by the Commodity Futures Trading Commission; and terrorist activities and international hostilities, which may affect the general economy as well as oil and other commodity markets. We assume no obligation to update or supplement our forward–looking statements.