Notice to Members
Notice No. 301
06/07/2007
New Brent Calendar Spread Options Contracts - Large Trader Reporting Requirements, Expiration Position Limits, All Month/Any One Month Position Accountability Levels and Reporting Levels
The New York Mercantile Exchange, Inc. is launching the following Brent Calendar Spread Options contracts for trade date Monday, June 11, 2007:
AA: 12 consecutive months beginning with July 2007-August 2007 spread through June 2008-July 2008

AB: 2 two month spreads beginning the July 2007-September 2007 spread through August 2007-October 2007 spread

AC: 1 three-month spread beginning July 2007-October 2007 spread

AM: 2 six-month spreads between December 2007-June 2008 spread through June 2008-December 2008 spread

AZ: 1 twelve-month spread December 2007-December 2008
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/ 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
 
 
EUROPE              
Northwest Europe              
Brent Calendar Spread Options Contracts 394 AA, AB, AC, AM, AZ 20,000 2,000 25 BB  
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com