Notice to Members
Notice No. 332
07/05/2007
Large Trader Reporting Requirements Expiration Month Position Limits, Expiration Accountability Levels and All Month/Any One Month Position Accountability Levels for New Contracts
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
 
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com