Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Three (3) New LNG Freight (LNG Fuel) (Baltic) Futures Contracts and Amendments for Three (3) Existing LNG Freight Route (LNG Fuel) Futures Contracts

In connection with the listing of New York Mercantile Exchange, Inc.’s (“NYMEX” or “Exchange”) three (3) LNG Freight (LNG Fuel) (Baltic) Futures Contracts on trade date Monday, March 22, 2021 (see SER-8704 published February 25, 2021), please note below and in Exhibit B of NYMEX Submission No 21-006, 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. The first listed contract month shall be April 2021. The new, financially settled, contracts shall have diminishing balances.

Concurrently, the Exchange will amend the position limits of three (3) existing LNG freight route (LNG Fuel) futures contracts on trade date Monday, March 22, 2021, commencing with the April 2021 contract month and beyond. Please note below and in Exhibit A & B of NYMEX Submission No 21-017, the existing futures contracts below will aggregate for position limit purposes into the three newly-listed (3) LNG Freight (LNG fuel) (Baltic) Futures contracts. Please note that the aggregation, spot month limits, accountability levels and reportable levels in the March 2021 contact month will remain unchanged.

For the full text of this notice, please see the link attached below.