CME Group

Large Trader Requirement, All Month/Any One Month Accountability Levels, Expiration Month Position Limit, Diminishing Balances and Aggregation Allocations for the LNG East Asia Index (ICIS Heren) Swap Futures Contract

- To
- Members, Member Firms and Market Users
- From
- Market Regulation Department
- #
- SER-6317
- Notice Date
- 12 July 2012
- Effective Date
- 12 July 2012

In connection with the launch of the new LNG East Asia Index (ICIS Heren) Swap Futures contract on trade date July 16, 2012 (see SER-6305 dated June 28, 2012), 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), diminishing balances and aggregation allocations for the new contract. This contract will be added to the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook. 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 Chris Reinhardt, Director, Market Surveillance, at 212.299.2882, and Ryne Toscano, Supervisor, Market Surveillance, at 212.299.2879.

NYMEX Rulebook Chapter 5 Position Limit Table

(Bold/underlining indicates additions)

Contract Name	Rule Chap-ter	Com-modity Code	Diminish- ing Balances Contracts	All Month Account-ability Level	Any One Month Account-ability Level	Expira-tion Month Limit	Report-ing Level	Aggre-gate Into (1)	Aggre-gate Into (2)
				Rule 560	Rule 560	Rule 559	Rule 561
*Light Hydrocarbons*
*Asia*
LNG East Asia Index (ICIS Heren) Swap Futures	1249	LAI	*	10,000	10,000	5,000	25	LAI

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