Effective for trade date Monday, July 9, 2007, please note below the corresponding
accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable
levels (Rule 9.34) for 21 new Petroleum Swap Contracts and 2 new Ethanol Swap
Contracts.
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 |
Expiration Month Limit |
Expiration Accountability Level
Penultimate and Metals Contracts
|
Reporting Level |
Aggregate
Into (1) |
Aggregate
Into (2) |
| |
|
|
Rule 9.26 |
Rule 9.27 |
Rule 9.27A |
Rule 9.34 |
|
|
| Petroleum |
|
|
|
|
|
|
|
|
| USA |
|
|
|
|
|
|
|
|
| Chicago |
|
|
|
|
|
|
|
|
| Chicago Ethanol (Platts) Swap |
582 |
CU |
7,000 |
1,000 |
|
25 |
CU |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| Gulf Coast |
|
|
|
|
|
|
|
|
| Gulf Coast ULSD (Argus) Calendar Swap |
566 |
AJ |
10,000 |
1,000 |
|
25 |
AJ |
|
| ULSD Up-Down (Argus) Swap |
569 |
US |
7,000/10,000 |
1,000/1,000 |
|
25 |
HO |
AJ |
| Gulf Coast ULSD Crack Spread (Argus) Swap |
571 |
CF |
20,000/10,000 |
3,000/1,000 |
|
25 |
CL |
AJ |
| Gulf Coast Gasoline (Argus) Calendar Swap |
565 |
AW |
7,000 |
1,000 |
|
25 |
AW |
|
| Gasoline Up-Down (Argus) Swap |
568 |
UZ |
7,000/7,000 |
1,000/1,000 |
|
25 |
RB |
AW |
| Gulf Coast Gasoline Crack Spread (Argus) Swap |
572 |
CK |
20,000/7,000 |
3,000/1,000 |
|
25 |
CL |
AW |
| Gulf Coast Jet (Argus) Calendar Swap |
567 |
AF |
7,000 |
1,000 |
|
25 |
AF |
|
| Jet Up-Down (Argus) Swap |
570 |
JU |
7,000/7,000 |
1,000/1,000 |
|
25 |
HO |
AF |
| |
|
|
|
|
|
|
|
|
| New York Harbor |
|
|
|
|
|
|
|
|
| NY ULSD vs. NYMEX HO Spread Swap |
564 |
UY |
7,000/10,000 |
1,000/1,000 |
|
25 |
HO |
YS |
| RBOB (Platts) Calendar Swap |
562 |
RY |
7,000 |
1,000 |
|
150 |
RY |
|
| RBOB (Platts) vs. NYMEX RBOB Spread Swap |
563 |
RI |
7,000/7,000 |
1,000/1,000 |
|
150 |
RY |
RB |
| New York Ethanol (Platts) Swap |
583 |
EZ |
7,000 |
1,000 |
|
25 |
EZ |
|
| |
|
|
|
|
|
|
|
|
| West Coast |
|
|
|
|
|
|
|
|
| Los Angeles CARBOB (OPIS) Spread Swap |
573 |
JL |
7,000/5,000 |
1,000/1,000 |
|
25 |
RB |
JL |
| Los Angeles CARB Diesel (OPIS) Outright Swap |
574 |
LX |
5,000 |
1,000 |
|
25 |
LX |
|
| Los Angeles CARB Diesel (OPIS) Spread Swap |
575 |
KL |
7,000/5,000 |
1,000/1,000 |
|
25 |
HO |
LX |
| Los Angeles Jet (OPIS) Outright Swap |
576 |
LL |
5,000 |
1,000 |
|
25 |
LL |
|
| Los Angeles Jet (OPIS) Spread Swap |
577 |
JS |
7,000/5,000 |
1,000/1,000 |
|
25 |
HO |
LL |
| |
|
|
|
|
|
|
|
|
| EUROPE |
|
|
|
|
|
|
|
|
| Northwest Europe |
|
|
|
|
|
|
|
|
| European Gasoil Bullet Swap Contract |
561 |
BG |
5,000 |
|
1,000 |
25 |
BG |
|
| European Propane CIF ARA (Argus) Swap |
578 |
PS |
300 |
50 |
|
25 |
PS |
|
| |
|
|
|
|
|
|
|
|
| ASIA/PACIFIC |
|
|
|
|
|
|
|
|
| Japan |
|
|
|
|
|
|
|
|
| Japan C&F Naphtha Swap |
579 |
JA |
1,000 |
100 |
|
25 |
JA |
|
| Japan C&F Naphtha Crack Spread Swap |
580 |
JB |
20,000/1,000 |
2,000/100 |
|
25 |
BB |
JA |
| |
|
|
|
|
|
|
|
|
| Propane |
|
|
|
|
|
|
|
|
| Mt. Belvieu Propane (OPIS) Swap |
581 |
PT |
1,500 |
250 |
|
25 |
PT |
|
|