Notice to Members
Notice No. 595
11/15/2006
Large Trader Reporting Requirements – Thanksgiving 2006 Holiday Details
The Exchange announced its Holiday Trading and Processing Schedule for November 22 through 27, 2006 in Notice No. 06-585 dated November 8, 2006 (attached). Based upon this schedule, the Exchange is requiring that all Clearing Members, Futures Commission Merchants, and Omnibus firms that submit large trader data to the Exchange to make such submissions for all business conducted as follows:

– Data for trade date Wednesday, November 22, 2006 must be submitted no later than 8:00 a.m. (EST) on Friday, November 24, 2006

– Trading that occurs on Thursday, November 23, 2006 and Friday, November 24, 2006 will be combined, and open positions as of the close of trade date November 24, 2006 must be submitted no later than 8:00 a.m. (EST) on Monday, November 27, 2006


Any questions can be forwarded to Anthony V. Densieski, Senior Director of Market Surveillance, at (212) 299-2881, Bonnie H. Yurga, Director, Market Surveillance, at (212) 299-2879, or Vancy Trumpet, Supervisor, Large Trader Reporting, (212) 299-2914.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com