08/18/2004
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 in any of these natural gas contracts, then all of the contracts, 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 Exchange commodity codes for these additional products are as follows:
Contract Name Commodity Code
Chicago Index Swap IS
Permian Index Swap IL
Henry Hub Index Swap IN
Houston Ship Channel Index Swap IP
Panhandle Index Swap IV
Waha Index Swap IY
Chicago Swing Swap SS
Permian Swing Swap SL
Henry Hub Swing Swap SN
Houston Ship Channel Swing Swap SM
Panhandle Swing Swap SV
Waha Swing Swap SY
Additionally, the accountability levels, pursuant to NYMEX Rule 9.26 (All Month/Any One Month Position Accountability), and expiration position limits, pursuant to NYMEX Rule 9.27 (Expiration and Current Delivery Month Position Limits or Position Accountability), for the above contracts are as follows:
Any One Month/All Months Net Futures or Futures-Equivalent Position Accountability Levels = 10,000 contracts
*Expiration Month Position Limits = 2,000 contracts
*The Expiration Month Position Limits for the Houston Ship Channel Index Swap and Houston Ship Channel Swing Swap Contracts only are 1,000 contracts each.