Notice to Members
Notice No. 44
01/22/2007
Amendments to Chapter 9, Appendix A for Certain Power Options
Effective on Wednesday, January 24, 2007, Chapter 9, Appendix A is being amended for certain power options that were recently listed to delete the expiration position limit on all of the relevant options since the options are currently aggregated on a futures equivalent basis into the underlying futures contracts which expire prior to the applicability of the expiration position limits, as indicated below.

*****


Chapter 9, Appendix A has been amended accordingly, as follows:

(Bold/strikethrough indicates deletions; bold/italics indicate additions.)

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
 
 
Electricity                    
PJM Calendar-Month Swap Option
380
JO
5,000
 
3,000 NA
 
 
1 25
JM
 
 
 
 
 
 
 
 
 
 
 
 
NORTHERN ILLINOIS Calendar-Month LMP Swap Option
384
OU
5,000
 
500 NA
 
 
25
UM
 
 
 
 
 
 
 
 
 
 
 
 
AEP-DAYTON Calendar-Month LMP Swap Option
382
OT
5,000
 
500 NA
 
 
25
VM
 
 
 
 
 
 
 
 
 
 
 
 
CINERGY Calendar-Month LMP Swap Option
383
OY
5,000
 
500 NA
 
 
25
EM
 
 
 
 
 
 
 
 
 
 
 
 
ISO New England Calendar-Month LMP Swap Option
381
OE
5,000
 
500 NA
 
 
25
NI
 
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com