Notice to Members
Notice No. 130
02/28/2007
Six Catastrophe Risk Index Futures/Options Contracts - Large Trader Reporting Requirements, Expiration Position Limits, All Month/Any One Month Position Accountability Levels
The New York Mercantile Exchange, Inc. is launching six Catastrophe Risk Index Contracts on trade date Monday, March 5, 2007. Please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable levels (Rule 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 provided below.

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Chapter 9 – Appendix A

Contract Name
Rule Chapter
Commodity
Code
All/ Any One Month
Accountability Level
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 9.26A
Rule 9.27
Rule 9.27A
Rule 9.27A
Rule 9.34
 
 
Catastrophe Contracts                    
                     
National Property Catastrophe Futures Contract   WU 1,000   250     1 WU  
National Property Catastrophe Options Contract   XW 1,000   250     1 WU  
                     
Texas-Maine Property Catastrophe Futures Contract   WY 1,000   250     1 WY  
Texas-Maine Property Catastrophe Options Contract   XY 1,000   250     1 WY  
                     
                     
Florida Property Catastrophe Futures Contracts   WF 1,000   250     1 WF  
Florida Property Catastrophe Options Contracts   XF 1,000   250     1 WF  
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com