Notice to Members
Notice No. 603
11/22/2006
Five Energy Futures Contracts - Large Trader Reporting Requirements, Expiration Position Limits, and All Month/Any One Month Position Accountability Levels
Untitled Document

The New York Mercantile Exchange, Inc. is launching Five Energy Futures Contracts on trade date Monday, November 27, 2006. Please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27), penultimate expiration accountability levels (Rule 9.27A) 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 codes for these additional products are as follows:

Contract Name

Rule Chapter

Commodity Code

All/Any One Month Account-ability Level Rule 9.26

Expiration Month Limit Rule 9.27

 

Expiration Account-ability Level

Penultimate Contracts Rule 9.27A

Expiration Account-ability Level

Last Day Contracts Rule 9.27A

Reporting Level Rule 9.34

 

Aggregate Into (1)

 

Aggregate Into (2)

Petroleum

 

 

 

 

 

 

 

USA

 

 

 

 

 

 

 

 

 

New York Harbor

 

 

 

 

 

 

 

 

 

New York Harbor Gasoline Blendstock (RBOB) Calendar Spread Option

 

ZA, ZB, ZC, ZM

7,000

1,000

 

 

150

RB

 

New York Harbor Gasoline Blendstock "Look-Alike" Option

 

RF

7,000

 

1,000

 

150

RT

 

New York Harbor Gasoline Blendstock (RBOB) Average Price Option

 

RA

7,000

 

1,000

 

150

RT

 

 

 

 

 

 

 

 

 

 

 

New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Swap Contract

 

RZ

7,000/7,000

 

1,000/1,000

 

150

RT

RZ

New York Harbor Gasoline Blendstock (RBOB)-Crude Oil Spread Option

 

RX

20,000/7,000

3,000/1,000

 

 

25

CL

RB

 

Should you have any questions or require any further information, please contact exchangeinfo@nymex.com