Notice to Members
Notice No. 414
08/03/2006
New Natural Gas Calendar Spread Options Contract – Large Trader Reporting Requirements, Expiration Position Limits, and All Month/Any One Month Position Accountability Levels
The New York Mercantile Exchange, Inc. will launch a Natural Gas Calendar Spread Options Contract (IE) commencing on trade date Thursday, August 3, 2006. Listed below is the accountability level, pursuant to NYMEX Rule 9.26 - All Month/Any One Month Position Accountability, the expiration position limit, pursuant to Rule 9.27 - Expiration and Current Delivery Month Position Limits or Position Accountability, and the Reporting Level - Rule 9.34, for the new contract.

Appendix (A), Chapter 9
Contract Name
Rule Chapter
Commodity
Code
All/ Any One Month
Accountability Level
Expiration Month Limit
Reporting Level
Aggregate
Into (1)
Aggregate
Into (2)
 
 
 
Rule 9.26
Rule 9.27
Rule 9.34
 
 
USA              
Natural Gas              
Natural Gas Calendar Spread Options Contract
391
IE
12,000
1,000
175
NG
 
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com