Notice to Members
Notice No. 646
12/08/2006
Four Electricity Option Contracts - Large Trader Reporting Requirements, Expiration Position Limits, and All Month/Any One Month Position Accountability Levels

The New York Mercantile Exchange, Inc. is launching four Electricity Option Contracts on trade date Monday, December 18, 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 codes are also provided below.

Contract Name
Rule Chapter
Commodity
Code
All/ Any One Month
Accountability Level
Expiration Month Limit

Expiration
Account-
ability Level
Penultimate
Contracts

Expiration
Account-
ability Level
Last Day
Contracts

Reporting Level
Aggregate
Into (1)
Aggregate
Into (2)
 
 
 
Rule 9.26
Rule 9.27
Rule 9.27A
Rule 9.27A
Rule 9.34
 
 
Electricity                  
NORTHERN ILLINOIS Calendar-Month LMP Swap Option
384
OU
5,000
500
 
 
25
UM
 
AEP-DAYTON Calendar-Month LMP Swap Option
382
OT
5,000
500
 
 
25
VM
 
CINERGY Calendar-Month LMP Swap Option
383
OY
5,000
500
 
 
25
EM
 
ISO New England Calendar-Month LMP Swap Option
381
OE
5,000
500
 
 
25
NI
 
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com