10/18/2004
For this contract, the quantity fixed for filing reports pursuant to NYMEX Rule 9.33 (Position Reporting) is 100 contracts. If a person controls or holds a position equal to, or greater than 100 long or short in any one month in the Henry Hub Natural Gas Penultimate Swap Futures contract, then all 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 code for this contract is NP.
Additionally, the accountability level, pursuant to NYMEX Rule 9.26 (All Month/Any One Month Position Accountability), and expiration position limit, pursuant to NYMEX Rule 9.27 (Expiration and Current Delivery Month Position Limits or Position Accountability), for the Henry Hub Natural Gas Penultimate Swap Futures contract are as follows:
Any One Month/All Months Net Futures or Futures–Equivalent Position Accountability Levels = 12,000 contracts
Expiration and Current Delivery Month Position Limits = 1,000 contracts
Note: For position limit purposes, the Henry Hub Natural Gas Penultimate Swap Futures contract will be aggregated into the accountability level and position limit, on a futures equivalent basis, with the Henry Hub Natural Gas Futures ("NG") contract. Such aggregation does not however allow any person or account controller to maintain a gross position in the current delivery month upon termination in the NG futures contract, in excess of 1,000 contracts. Further, all position limits are calculated on an intra-day basis.