Notice to Members
Notice No. 104
02/22/2007
Ten Diesel-Based Swap Contracts - Large Trader Reporting Requirements, Expiration Position Limits, All Month/Any One Month Position Accountability Levels
Effective February 26, 2007, the New York Mercantile Exchange, Inc. is launching ten Diesel-Based Swap Contracts. 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.

*****

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
 
 
Petroleum                    
USA                    
Gulf Coast                    
Gulf Coast Low Sulfur Diesel (LSD) Swap 737 LW 10,000   1,000     25 LW  
Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap 738 LY 10,000   1,000     25 LY  
                     
New York Harbor                    
New York Low Sulfur Diesel (LSD) Swap 739 YW 10,000   1,000     25 YW  
New York Ultra Low Sulfur Diesel (ULSD) Swap 740 YS 10,000   1,000     25 YS  
Up-Down Gulf Coast Low Sulfur Diesel (LSD) vs. NYMEX HO Spread Swap 745 YL 10,000/
10,000		   1,000/
1,000		     25 LW HO
Up-Down Gulf Coast ULSD vs. NYMEX HO Spread Swap 746 LT 10,000
/10,000 		  1,000/
1,000 		    25 LY HO
                     
Cushing, Oklahoma                    
Gulf Coast Low Sulfur Diesel (LSD) Crack Spread Swap 741 YK 10,000/
20,000 		  1,000/
3,000 		    25 LW CL
Gulf Coast Ultra Low Sulfur Diesel (ULSD) Crack Spread Swap 742 GY 10,000/
20,000 		  1,000/
3,000 		    25 LY CL
New York Low Sulfur Diesel (LSD) Crack Spread Swap 743 UW 10,000
/20,000 		  1,000/
3,000 		    25 YW CL
New York Ultra Low Sulfur Diesel (ULSD) Crack Spread Swap 744 YU 10,000/
20,000 		  1,000/
3,000 		    25 YS CL
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com