Notice to Members
Notice No. 57
02/10/2005
Large Trader Reporting Requirements, Accountability Levels and Expiration and Current Delivery Month Limits for Eleven New Electricity Swap Futures Contracts
Commencing with the February 11, 2005 trade date, for the trading session which starts at 3:30 P.M. EST on February 10, 2005, the Exchange will begin offering trading on its NYMEX ClearPortsm system in eleven new Electricity Swap contracts. The Daily Large Trader Report for contracts submitted on February 14, 2005, for close of business February 11, 2005, 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
Northern Illinois Hub Monthly UM
Northern Illinois Hub Daily UD
AEP-Dayton Hub Monthly VM
AEP-Dayton Hub Daily VD
PJM Off-Peak LMP Swap JP
NYISO A Off-Peak KB
NYISO G Off-Peak KH
NYISO J Off-Peak KK
ISO New England Off-Peak LMP Swap KI
Northern Illinois Off-Peak Monthly UO
AEP-Dayton Hub Off-Peak Monthly VP

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 = 5,000 contracts*

Expiration and Current Delivery Month Position Limits = 500 contracts*

* The Northern Illinois Hub Monthly and the Northern Illinois Hub Daily are aggregated for expiration and current delivery month position limit and accountability level purposes.

The AEP-Dayton Hub Monthly and AEP-Dayton Hub Daily contracts are aggregated for expiration and current delivery month position limit and accountability level purposes.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com