SER-6915 - CME Group

Large Trader Requirements, Initial Spot-Month Limits, All Month/Single Month Accountability Levels, Reporting Levels, Diminishing Balance Designations, and Spot Month Aggregation Allocations for Three (3) New European Mini Futures Contracts

- To
- Members, Member Firms and Market Users
- From
- Market Regulation Department
- #
- SER-6915
- Notice Date
- 14 November 2013
- Effective Date
- 18 November 2013

In connection with the launch of three (3) new European Mini futures contracts on trade date November 18, 2013 (see SER-6880 dated October 28, 2013), please note below the corresponding all month/single month accountability levels (NYMEX Rule 560), initial spot month position limits (NYMEX Rule 559), reportable levels (NYMEXRule 561), diminishing balance designation, and spot month aggregation allocations for the new contracts. Effective trade date November 18, 2013, and pending all relevant CFTC regulatory review periods, the terms and conditions for these contracts will be inserted into the NYMEX Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook, as noted below.

The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A in a machine-readable format.

Contract Name	Rule Chap-ter	Com-modity Code	Diminish-ing Balance Contract	Spot-Month Aggregate Into Futures Equivalent Leg (1)	All Month Aggregate Into Futures Equivalent Leg (2)	Initial Spot-Month Limit (In Net Futures Equiva-lents)	Single Month Account-ability Level Leg (1) / Leg (2)	All Month Account-ability Level Leg (1) / Leg (2)	Report-ing Level
Mini Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures	1239	MEB	Y	7H		500	2,500	3,500	25
Mini RBOB Gasoline vs. Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures	1242	MXR	Y	27	7H	1,000/ 500	5,000/ 2,500	7,000/ 3,500	25
Mini RBOB Gasoline vs. Gasoline Euro-bob Oxy NWE Barges (Argus) Futures	1243	MXB	Y	27	7H	1,000/ 500	5,000/ 2,500	7,000/ 3,500	25

Please refer questions on this subject to:

Market Surveillance

Chris Reinhardt Chris.Reinhardt@cmegroup.com (212) 299-2882

Ryne Toscano Ryne.Toscano@cmegroup.com (212) 299-2879

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