Notice to Members
Notice No. 415
10/29/2004
Large Trader Reporting Requirements, Accountability Levels and Expiration and Current Delivery Month Limits for the Eastern Rail CSX Coal Swap (QX), Western Rail PRB Coal Swap (QP) and the ISO New England Internal Hub Peak LMP Swap (NI)
Commencing with the November 1, 2004, trade date, for the trading session which starts at 7:00 P.M. on October 31, 2004, the Exchange will begin offering trading on its NYMEX ClearPort(sm) system trading in two new Coal Swap contracts and one Electricity Swap contract. The Daily Large Trader Report for contracts submitted on November 2, 2004, for close of business November 1, 2004, must include reportable positions for these contracts.

For 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 contracts, 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 codes for these additional products are as follows:

Contract Name Commodity Code
Eastern Rail Delivery CSX Coal Swap QX
Western Rail Delivery PRB Coal Swap QP
ISO New England Internal Hub Peak LMP Swap NI

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:

Contract Name Expiration Month Position Limit Any/All Months Accountability Level
Eastern Rail Delivery CSX Coal Swap 200 5,000
Western Rail Delivery PRB Coal Swap 200 5,000
ISO New England Internal Hub Peak LMP Swap 500 5,000
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com