Notice to Members
Notice No. 294 11/14/2002
Large Trader Reporting Requirements, Accountability Levels and Expiration Month Limits for Additional Products
This is a reminder that 32 additional products will begin trading on November 15th, 2002. The Daily Large Trader Report for contracts submitted on November 18th, 2002, for the close of business on November 15th, 2002 must include reportable positions for these contracts. For all of these products, the quantity fixed for filing reports pursuant to NYMEX Rule 9.33 (Position Reporting) is 25 contracts. If a person controls or holds a position equal to, or greater than 25 long or short in any one month, than all such futures, whether above the reportable level or not, shall be deemed reportable positions. For the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format, the six-digit CFTC commodity codes for the additional products are as follows: Cash-Settled Contracts Six Digit Codes NYISO A 400651 NYISO G 400652 NYISO J 400653 Michigan Basis 410651 Permian Basis Swap 410652 Texas Eastern Zone M-3 Basis Swap 410653 TCO Basis Swap 410654 P G & E Malin 410655 P G & E Citygate 410656 NGPL TEX OK 410657 NGPL LA 410658 ANR Oklahoma 410659 Sumas Basis Swap 411651 NGPL Mid Continent 411652 Northern Natural Gas Demarcation 411653 Northern Natural Gas Ventura Iowa 411654 Dominion Transmission Inc Appalachia 411655 WTI Bow River Swap 420651 Gulf Coast Gasoline Heating Oil Spread Swap 420652 Gulf Coast Jet Nymex No.2 Heating Oil Spread Swap 420653 Gulf Coast No.6 Fuel 3% S Swap 420654 Gulf Coast No.6 Fuel Oil Crack Swap 420655 Los Angeles CARB Gasoline Swap  420656 Los Angeles CARB Nymex Gasoline Swap 420657 NY Harbor CONV Gasoline Nymex Gasoline Spread Swap 420658 NY Harbor LS Diesel Nymex No.2 Heating Oil Spread Swap 420659 NY Harbor Residual Fuel Crack Swap 421651 NY Harbor Residual Fuel 1% Swap 421652 Nymex Gasoline Nymex Heating Oil Swap 421653 Nymex Gasoline Calendar Swap 421654 Nymex Harbor Heating Oil Calendar Swap 421655 LA Jet Fuel Nymex No.2 Heating Oil Spread Swap 421656 Additionally, the accountability levels for the products, pursuant to NYMEX Rule 9.26 (All Month/Any One Month Position Accountability) are as follows: Cash-Settled Contracts Net Futures or Futures Equivalent Position-Accountability Levels NYISO A 10,000 Contracts NYISO G 10,000 Contracts NYISO J 10,000 Contracts Michigan Basis 10,000 Contracts Permian Basis Swap 10,000 Contracts Texas Eastern Zone M-3 Basis Swap 10,000 Contracts TCO Basis Swap 10,000 Contracts P G & E Malin 10,000 contracts P G & E Citygate 10,000 contracts NGPL TEX OK 10,000 contracts NGPL LA 10,000 contracts ANR Oklahoma 10,000 contracts Sumas Basis Swap 10,000 contracts NGPL Mid Continent 10,000 contracts Dominion Transmission Inc Appalachia 10,000 contracts WTI Bow River Swap 10,000 contracts Gulf Coast Gasoline Heating Oil Spread Swap 10,000 contracts Gulf Coast Jet Nymex No.2 Heating Oil Spread Swap 10,000 contracts Gulf Coast No.6 Fuel 3% S Swap 10,000 contracts Gulf Coast No.6 Fuel Oil Crack Swap 10,000 contracts Los Angeles CARB Gasoline Swap 10,000 contracts Los Angeles CARB Nymex Gasoline Swap 10,000 contracts NY Harbor CONV Gasoline Nymex Gasoline Spread Swap 10,000 contracts NY Harbor LS Diesel Nymex No.2 Heating Oil Spread Swap 10,000 contracts NY Harbor Residual Fuel Crack Swap 10,000 contracts NY Harbor Residual Fuel 1% Swap 10,000 contracts Nymex Gasoline Nymex Heating Oil Swap 10,000 contracts Nymex Gasoline Calendar Swap 10,000 contracts Nymex Harbor Heating Oil Calendar Swap 10,000 contracts LA Jet Fuel Nymex No.2 Heating Oil Spread Swap 10,000 contracts The expiration position limits and accountability levels for the products, pursuant to NYMEX Rule 9.27 (Expiration and Current Delivery Month Position Limits or Position Accountability) are as follows: Cash-Settled Contracts Net Futures or Futures Equivalent Position-Accountability Levels NYISO A 2,000 Contracts NYISO G 2,000 Contracts NYISO J 2,000 Contracts Michigan Basis 2,000 Contracts Permian Basis Swap 2,000 Contracts Texas Eastern Zone M-3 Basis Swap 2,000 Contracts TCO Basis Swap 2,000 Contracts P G & E Malin 2,000 contracts P G & E Citygate 2,000 contracts NGPL TEX OK 2,000 contracts NGPL LA 2,000 contracts ANR Oklahoma 2,000 contracts Sumas Basis Swap 2,000 contracts NGPL Mid Continent 2,000 contracts Northern Natural Gas Demarcation 2,000 contracts Northern Natural Gas Ventura Iowa 2,000 contracts Dominion Transmission Inc Appalachia 2,000 contracts WTI Bow River Swap 2,000 contracts Gulf Coast Gasoline Heating Oil Spread Swap 2,000 contracts Gulf Coast Jet Nymex No.2 Heating Oil Spread Swap 2,000 contracts Gulf Coast No.6 Fuel 3% S Swap 2,000 contracts Gulf Coast No.6 Fuel Oil Crack Swap 2,000 contracts Los Angeles CARB Gasoline Swap 2,000 contracts Los Angeles CARB Nymex Gasoline Swap 2,000 contracts NY Harbor CONV Gasoline Nymex Gasoline Spread Swap 2,000 contracts NY Harbor LS Diesel Nymex No.2 Heating Oil Spread Swap 2,000 contracts NY Harbor Residual Fuel Crack Swap 2,000 contracts NY Harbor Residual Fuel 1% Swap 2,000 contracts Nymex Gasoline Nymex Heating Oil Swap 2,000 contracts Nymex Gasoline Calendar Swap 2,000 contracts Nymex Harbor Heating Oil Calendar Swap 2,000 contracts LA Jet Fuel Nymex No.2 Heating Oil Spread Swap 2,000 contracts
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com