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Why is labelling required for Nitrogen (by 15N) for studying structure of a protein using NMR?

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It is not strictly required. Isotope labelling is required when the usual isotope does not have a magnetic spin (for example 12C). 14N has a spin of 1 and exhibits 3 spin states: -1, 0 and 1. The isotope, 15N has a 1/2 spin. As noted in this book, analytical methods exist for both nitrogen isotopes.

However, 15N is preferred for NMR studies because the chemical shifts produced by 14N can be too broad to be detected by high resolution NMR spectrometer.

From wikipedia:

Nitrogen-15 is frequently used in nuclear magnetic resonance spectroscopy (NMR), because unlike the more abundant nitrogen-14, that has an integer nuclear spin and thus a quadrupole moment, 15N has a fractional nuclear spin of one-half, which offers advantages for NMR like narrower line width.

From http://chem.ch.huji.ac.il/nmr/techniques/1d/row2/n.html:

The 1D 14Nitrogen NMR experiment is much less sensitive than Proton (1H) but has a much larger chemical shift range. Its signals are broadened by quadrupolar interactions. The larger the molecule and the more asymmetric the nitrogen's environment, the broader the signal. Hence, the small and highly symmetric aqueous ammonium ion gives a very sharp line (fig. 3), less than one Hertz wide. Liquid ammonia, being less symmetric, is 16 Hz wide (on a 400 MHz spectrometer at room temperature). Urea is larger and asymmetric so the line-width is approximately 1 KHz. Molecules that are significantly larger than urea yield signals too broad to be observed with a high-resolution NMR spectrometer. However, the nitrogen chemical shift range is wide and so may be readily used for distinguishing nitrogen species for very small molecules.

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