If you check the post above this one, JM gives good advice about using CO2 as an asphyxiant. Because so many people have used CO2 successfully, I can't recommend against it. However, there are a few other gas options that might be worth considering, particularly on a temporary basis. The most important point about any of these options is that you take proper precautions to keep from asphyxiating yourself. I've had to sit through enough safety lectures at the plant to realize that people can and do asphyxiate themselves sometimes. Usually, these deaths are in an industrial setting where people were unaware of the low-oxygen atmosphere.
One option is nitrogen which is a simple asphyxiant. Nitrogen makes up 78% of the atmosphere that we breathe throughout our lives. However, if we get into an atmosphere that has more than about 85% nitrogen, the lack of oxygen will kill us. In industry, men have walked into enclosed spaces with a high nitrogen atmosphere and dropped dead immediately. If they are removed quickly and given CPR, they may survive, but nitrogen can kill quickly. The advantage to nitrogen over CO2 is that all animals see huge amounts of nitrogen all of the time in the air that they breathe while CO2 makes up less than a percent of the atmosphere. The nitrogen-killed rat will have been exposed to a more natural gaseous chemical environment than the CO2-killed rat. The disadvantages are that CO2 is cheaper and the CO2 technique is more fully developed.
Another option is helium which is also a simple asphyxiant. Helium is rarer in the atmosphere than CO2 is, but helium is inert. Helium will not react with anything in the rat's body whereas CO2 reacts with water to form small amounts of carbonic acid. Hundreds of thousands of successful snake feedings with CO2-killed rats have shown that the carbonic acid isn't a problem. I feed my snakes with CO2-killed mice, but I sometimes wonder about it. If you can't get CO2 easily, helium is another option. Obviously, helium is lighter than air, so if you were going to use it, you'd have to reverse the CO2 technique.
Are you going to make a practice of killing them yourself or are you just going to do the current batch and go back to frozen rats? If you're just doing it once, you can probably do the job painlessly enough with a paper bag and a hose.
Bill
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It's not how many snakes you have. It's how happy and healthy you can keep them.