Notice to Members
Notice No. 450
09/26/2007
Large Trader Reporting Requirements, Expiration Month Position Limits, and All Month/Any One Month Position Accountability Levels for the 24 New Crude Oil Swaps
Effective for trade date Monday, October 1, 2007, please note below the corresponding accountability level (Rule 9.26), position limit (Rule 9.27) and reportable level (Rule 9.34) for the 24 new Crude Oil Swaps.

For the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format, the Exchange commodity code is provided below.


Contract Name
Rule Chapter
Commodity
Code
All/ Any One Month
Accountability Level
All/ Any One Month
Accountability Level
Expiration Month Limit
Aggregate
Into (1)
Aggregate
Into (2)
 
 
 
Rule 9.26
Rule 9.27
Rule 9.34
 
 
Petroleum
 
 
 
 
 
 
 
USA
 
 
 
 
 
 
 
Gulf Coast
 
 
 
 
 
 
 
LLS (Platts) Calendar Swap
834
XL
20,000
3,000
350
XL
 
LLS (Platts) Trade Month Swap
835
XT
20,000
3,000
350
XT
 
LLS (Platts) vs. WTI Spread Calendar Swap
836
WH
20,000/20,000
3,000/3,000
350
XL
CL
LLS (Platts) vs. WTI Spread Trade Month Swap
837
WI
20,000/20,000
3,000/3,000
350
XT
CL
LLS (Argus) Calendar Swap
838
XA
20,000
3,000
350
XA
 
LLS (Argus) Trade Month Swap
839
LI
20,000
3,000
350
LI
 
LLS (Argus) vs. WTI Spread Calendar Swap
840
WJ
20,000/20,000
3,000/3,000
350
XA
CL
LLS (Argus) vs. WTI Spread Trade Month Swap
841
WK
20,000/20,000
3,000/3,000
350
LI
CL
 
 
 
 
 
 
 
 
Mars (Platts) Calendar Swap
842
MV
20,000
3,000
350
MV
 
Mars (Platts) Trade Month Swap
843
 
20,000
3,000
350
MZ
 
 
 
MZ
 
 
 
 
 
Mars (Platts) vs. WTI Spread Calendar Swap
844
WL
20,000/20,000
3,000/3,000
350
MV
CL
Mars (Platts) vs. WTI Spread Trade Month Swap
845
WP
20,000/20,000
3,000/3,000
350
MZ
CL
Mars (Argus) Calendar Swap
846
MX
20,000
3,000
350
MX
 
Mars (Argus) Trade Month Swap
847
MO
20,000
3,000
350
MO
 
Mars (Argus) vs. WTI Spread Calendar Swap
848
YX
20,000/20,000
3,000/3,000
350
MX
CL
Mars (Argus) vs. WTI Spread Trade Month Swap
849
YV
20,000/20,000
3,000/3,000
350
MO
CL
 
 
 
 
 
 
 
 
WTS (Platts) Outright Calendar Swap
850
PR
20,000
3,000
350
PR
 
WTS (Platts) Trade Month Swap
851
PV
20,000
3,000
350
PV
 
WTS (Platts) vs. WTI Spread Calendar Swap
852
PZ
20,000/20,000
3,000/3,000
350
PR
CL
WTS (Platts) vs. WTI Spread Trade Month Swap
853
XE
20,000/20,000
3,000/3,000
350
PV
CL
WTS (Argus) Calendar Swap
854
XB
20,000
3,000
350
XB
 
WTS (Argus) Trade Month Swap
855
AY
20,000
3,000
350
AY
 
WTS (Argus) vs. WTI Spread Calendar Swap
856
FF
20,000/20,000
3,000/3,000
350
XB
CL
WTS (Argus) vs. WTI Spread Trade Month Swap
857
FH
20,000/20,000
3,000/3,000
350
AY
CL
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com