Notice to Members
Notice No. 144 05/23/2002
Large Trader Reporting Requirements, Accountability Levels And Expiration Month Limits For The Calendar Spread Options Contracts
As per Notice No. 02-111, the New York Mercantile Exchange has announced that it will begin trading Calendar Spread Options on June 7, 2002. The Daily Large Trader Report submitted on June 10, 2002 for the close of business on June 3, 2002 must include reportable positions for these Calendar Spread Options Contracts. The quantity fixed for filing reports pursuant to NYMEX Rule 9.33 (Position Reporting) is 25 contracts for each Calendar Spread Options Contract. If a person controls or holds a position equal to, or greater than 25 long or short in any one option quadrant, then all such futures underlying such options, whether above the reportable level or not, shall be deemed reportable positions. Calendar Spread Options, options symbols, and their six digit codes can be found here.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com