• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Accountability Level for Penultimate and Metal Contacts, and Aggregation Allocation for the New European Gasoil (ICE) Futures Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4943
      • Notice Date
      • 20 August 2009
      • Effective Date
      • 20 August 2009
    • In connection with the launch of the new European Gasoil (ICE) Futures contract on trade date August 24, 2009, please note below the corresponding all month/any one month accountability levels (Rule 9A.26), expiration accountability level for penultimate and metal contracts (Rule 9A.27A), reportable level (Rule 9A.34) and aggregation allocation for the new contract.  The commodity code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 9A.33 in a machine-readable format.   


      Contract related questions can be directed to Anthony V. Densieski, Director, Market Surveillance at 212.299.2881, or Chris Reinhardt, Supervisor, Market Surveillance at 212.299.2884.  Please contact Martin Jacobs, Senior Director, Applications Development at 212.299.2829 if you have any information services questions. 



      (Bold/underline indicates additions.)


      Contract Name

      Rule Chapter

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expiration Account-ability Level – Penulti-mate and Metal Contracts

      Report-ing Level

      Aggre-gate Into (1)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27A

      Rule 9A.34










      Northwest Europe

      European Gasoil (ICE)  Futures