Notice to Members
Notice No. 528
10/05/2006
New Crude Oil and Natural Gas Daily Options – 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 Crude Oil Daily Option and a Natural Gas Daily Option Contract, both commencing on trade date October 9, 2006. Please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable levels (9.34) for the new contracts.

For the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format, the Exchange commodity code for these additional products are "CD" and "KD."

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
 
 
               
Petroleum              
USA              
Cushing, Oklahoma              
Crude Oil Daily Option
833
CD
NA
2,000
NA
CL
  
               
Natural Gas              
Natural Gas Daily Option
832
KD
NA
1,000
NA
HH
  
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com