| Notice to Members | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Notice No. 358 10/01/2004 |
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| Large Trader Reporting Requirements, Accountability Levels and Expiration Month Position Limits for the New Gulf Coast and European Calendar Swap Contracts | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Commencing with the October 4, 2004, trade date, for the trading session which
starts at 7:00 p.m. on October 3, 2004, the Exchange will begin offering trading
on its NYMEX ClearPort(sm) system trading in three Gulf Coast and 13 European
calendar swap contracts. The Daily Large Trader Report for contracts submitted
on October 5, 2004, for close of business October 4, 2004, 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.
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:
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:
Please contact Martin Jacobs at (212) 299-2829 if you have any technical questions. Any general questions can be forwarded to Nicholas Galati, Director of Market Surveillance at (212) 299-2920, Anthony Densieski, Director of Market Surveillance-Investigations at (212) 299-2881, or Bonnie Yurga, Manager of Market Surveillance at (212) 299-2879. |
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| Should you have any questions or require any further information, please contact exchangeinfo@nymex.com |