Effective for trade date December 3, 2007, please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable levels (Rule 9.34) for the eleven new BALMO Swap 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.
Contract Name |
Rule Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Reporting Level |
Aggregate Into (1) |
|
|
|
Rule 9.26 |
Rule 9.26 |
Rule 9.27 |
Rule 9.34 |
|
Petroleum |
|
|
|
|
|
|
|
USA |
|
|
|
|
|
|
|
Gulf Coast |
|
|
|
|
|
|
|
Gulf Coast 3.0% Fuel Oil BALMO Swap Contract |
503 |
VZ |
10,000 |
10,000 |
1,000 |
25 |
MF |
New York Harbor |
|
|
|
|
|
|
|
New York Harbor 1.0% Fuel Oil 1.0% BALMO Swap Contract |
502 |
VK |
10,000 |
10,000 |
1,000 |
25 |
MM |
Europe |
|
|
|
|
|
|
|
Northwest Europe |
|
|
|
|
|
|
|
European Naphtha BALMO Swap Contract |
501 |
KZ |
1,500 |
1,500 |
150 |
25 |
UN |
European 1% Fuel Oil (NWE) BALMO Swap Contract |
500 |
KX |
1,500 |
1,500 |
150 |
25 |
UF |
European 3.5% Fuel Oil Rotterdam BALMO Swap Contract |
499 |
KR |
1,500 |
1,500 |
150 |
25 |
UV |
Middle East |
|
|
|
|
|
|
|
Dubai Crude Oil BALMO Swap Contract |
498 |
BI |
10,000 |
10,000 |
1,000 |
25 |
DC |
Asia/Pacific |
|
|
|
|
|
|
|
Singapore |
|
|
|
|
|
|
|
Singapore Gasoil BALMO Swap Contract |
496 |
VU |
1,500 |
1,500 |
500 |
25 |
SG |
Singapore Naphtha BALMO Swap Contract |
497 |
KU |
1,500 |
1,500 |
500 |
25 |
SP |
Singapore 380cst Fuel Oil BALMO Swap Contract |
494 |
BT |
1,500 |
1,500 |
150 |
25 |
SE |
Singapore 180cst Fuel Oil BALMO Swap Contract |
493 |
BS |
1,500 |
1,500 |
150 |
25 |
UA |
Singapore Jet Kero BALMO Swap Contract |
495 |
BX |
1,500 |
1,500 |
500 |
25 |
KS |
|