01/06/2006
Contract Name |
Commodity Code |
| NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap | CE |
| NYMEX NYISO Zone A Calendar Day Peak LBMP Swap | AN |
| NYMEX NYISO Zone G Calendar Day Peak LBMP Swap | GN |
| NYMEX NYISO Zone J Calendar Day Peak LBMP Swap | JN |
| NYMEX Cinergy Hub Calendar Day Peak LMP Swap | CC |
The accountability levels, pursuant to NYMEX Rule 9.26 (All Month/Any One Month Position Accountability) for the contracts are as follows:
Contract Name |
All Month/Any One Month Net Futures or Futures — Equivalent Position Accountability Levels |
| NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap | 5,000 |
| NYMEX NYISO Zone A Calendar Day Peak LBMP Swap | 10,000 |
| NYMEX NYISO Zone G Calendar Day Peak LBMP Swap | 10,000 |
| NYMEX NYISO Zone J Calendar Day Peak LBMP Swap | 10,000 |
| NYMEX Cinergy Hub Calendar Day Peak LMP Swap | 5,000 |
*The following contracts are aggregated for purposes of Position Accountability levels:
| NYMEX ISO New England Internal Hub Peak LMP Swap Contract
and NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap Contract |
5,000 |
| NYISO Zone A LBMP Swap Contract and NYMEX NYISO Zone A Calendar Day Peak LBMP Swap Contract |
10,000 |
| NYISO Zone G LBMP Swap Contract and NYMEX NYISO Zone G Calendar Day Peak LBMP Swap Contract |
10,000 |
| NYISO Zone J LBMP Swap Contract and NYMEX NYISO Zone J Calendar Day Peak LBMP Swap Contract Swap |
10,000 |
| NYMEX Cinergy Hub Calendar-Month LMP Swap Contract and NYMEX Cinergy Hub Calendar Day Peak LMP Swap Contract |
5,000 |
**Expiration Position Limits
| NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap | 500 |
| NYMEX NYISO Zone A Calendar Day Peak LBMP Swap | 1,000 |
| NYMEX NYISO Zone G Calendar Day Peak LBMP Swap | 1,000 |
| NYMEX NYISO Zone J Calendar Day Peak LBMP Swap | 1,000 |
| NYMEX Cinergy Hub Calendar Day Peak LMP Swap | 500 |
** The following contracts are aggregated for purposes of Expiration Position limits:
| NYMEX ISO New England Internal Hub Peak LMP Swap Contract
and NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap Contract |
500 |
| NYISO Zone A LBMP Swap Contract and NYMEX NYISO Zone A Calendar Day Peak LBMP Swap Contract |
1,000 |
| NYISO Zone G LBMP Swap Contract and NYMEX NYISO Zone G Calendar Day Peak LBMP Swap Contract |
1,000 |
| NYISO Zone J LBMP Swap Contract and NYMEX NYISO Zone J Calendar Day Peak LBMP Swap Contract Swap |
1,000 |
| NYMEX Cinergy Hub Calendar-Month LMP Swap Contract and NYMEX Cinergy Hub Calendar Day Peak LMP Swap Contract |
500 |
For these products, the quantity fixed for filing reports pursuant to NYMEX Rule 9.33 (Position Reporting) is 25 contracts. If a customer 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 listed above.