• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for a New Petroleum Average Price Option Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5055
      • Notice Date
      • 18 November 2009
      • Effective Date
      • 18 November 2009
    • In connection with the launch of the European Jet Kerosene (Platts) Cargoes CIF NWE Average Price Option on trade date November 23, 2009, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limit (NYMEX Rule 559), reportable level (NYMEX Rule 561) and aggregation allocation for the new contract.  The commodity code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A 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 Chap-ter

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Report-ing Level

      Aggre-gate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 561










      Northwest Europe

      European Jet Kerosene (Platts) Cargoes CIF NWE Average Price Option