Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Four (4) European Electricity Futures Contracts

In connection with the listing of New York Mercantile Exchange, Inc.’s (“NYMEX” or “Exchange”) four (4) European electricity futures contracts on trade date Monday, July 10, 2017 (see SER-7917 published May 17, 2017), please note below and in Appendix B of NYMEX Submission No. 17-212, the corresponding spot month position limits (Rule 559), aggregation allocations (Rule 559.D.), single month and all month accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts.

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