Notice to Members
Notice No. 259
05/15/2006
Sixteen Natural Gas Basis, Index and Swing Futures Contracts - Large Trader Reporting Requirements, Expiration Position Limits, and All Month/Any One Month Position Accountability Levels
The New York Mercantile Exchange, Inc. launched sixteen Natural Gas Basis, Index and Swing Futures Contracts on Monday, May 8, 2006. The table below has been amended based upon receipt of updated contract information (indicated by bold/underlined editions in the Contract Name and Rule Chapter).

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 Accountability
Level Rule 9.26
Expiration Month Limit
Rule 9.27
Reporting Level
Rule 9.34
     
Aggregate Into (1)
Aggregate
Into (2)
Canadian
Dawn Natural Gas Basis Contract (Platts IFERC)
808
DW
10,000
2,000
25
DW
Dawn Natural Gas Swing Contract (Platts Gas Daily)
818
OW
10,000
2,000
25
OW
Dawn Natural Gas Index (Platt Gas Daily/Platts IFERC)
811
IO
10,000
2,000
25
IO
 
East Texas - North Louisiana
NGPL TexOk Natural Gas Swing Contract (Platts Gas Daily)
821
OX
10,000
1,000
25
OX
NGPL TexOk Natural Gas Index (Platt Gas Daily/Platts IFERC)
814
OI
10,000
1,000
25
OI
 
Oklahoma
ANR Oklahoma Natural Gas Swing Contract (Platts Gas Daily)
816
SQ
10,000
500
25
SQ
ANR Oklahoma Natural Gas Index (Platt Gas Daily/Platts IFERC)
809
IQ
10,000
500
25
IQ
 
CenterPoint Natural Gas Basis Contract (Platts IFERC)
807
PW
10,000
2,000
25
PW
CenterPoint Natural Gas Swing Contract (Platts Gas Daily)
817
VX
10,000
2,000
25
VX
CenterPoint Natural Gas Index (Platt Gas Daily/Platts IFERC)
810
II
10,000
2,000
25
II
 
NGPL Mid-Con Natural Gas Swing Contract (Platts Gas Daily)
820
PX
10,000
500
25
PX
NGPL Mid-Con Natural Gas Index (Platt Gas Daily/Platts IFERC)
813
IW
10,000
500
25
IW
 
Others
Demarc Natural Gas Swing Contract (Platts Gas Daily)
819
DT
10,000
1,000
25
DT
Demarc Natural Gas Index (Platt Gas Daily/Platts IFERC)
812
DI
10,000
1,000
25
DI
 
Ventura Natural Gas Swing Contract (Platts Gas Daily)
822
VS
10,000
2,000
25
VS
Ventura Natural Gas Index (Platt Gas Daily/Platts IFERC) Contract
815
VI
10,000
2,000
25
VI
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com