Effective Friday, April 8, 2005, the amendments to NYMEX Rule 11.63 establish, for the Brent Crude Oil and Northwest Europe Gasoil Futures Contracts, a range of prices within which trades executed in error on NYMEX ACCESS® will be not subject to cancellation, as follows:
Contract Outrights |
# Ticks from Market |
Minimum Tick Size |
$ per Tick |
CL |
10 |
0.01 |
10.00 |
SC |
10 |
0.01 |
10.00 |
HO |
25 |
0.0001 |
4.20 |
HU |
25 |
0.0001 |
4.20 |
GR |
4 |
0.25 |
25.00 |
NG |
20 |
0.001 |
10.00 |
PN |
25 |
0.0001 |
4.20 |
PL |
20 |
0.10 |
5.00 |
PA |
10 |
0.05 |
5.00 |
QL |
10 |
0.01 |
15.50 |
GC |
10 |
0.10 |
10.00 |
SI |
4 |
0.005 |
25.00 |
HG |
10 |
0.0005 |
12.50 |
AL |
5 |
0.0005 |
22.00 |
JM |
12 |
0.05 |
42.00 |
|