Notice to Members
Notice No. 520
11/20/2007
Large Trader Reporting Requirements, Expiration Month Position Limits, and All Month/Any One Month Position Accountability Levels for the Eleven BALMO Swap

Effective for trade date December 3, 2007, please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable levels (Rule 9.34) for the eleven new BALMO Swap 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.

 

Contract Name

Rule Chapter

Commodity Code

All Month Accountability Level

Any One Month Accountability Level

Expiration Month Limit

Reporting Level

Aggregate Into (1)

 

 

 

Rule 9.26

Rule 9.26

Rule 9.27

Rule 9.34

 

Petroleum

 

 

 

 

 

 

 

USA

 

 

 

 

 

 

 

Gulf Coast

 

 

 

 

 

 

 

Gulf Coast 3.0% Fuel Oil BALMO Swap Contract

503

VZ

10,000

10,000

1,000

25

MF

New York Harbor

 

 

 

 

 

 

 

New York Harbor 1.0% Fuel Oil 1.0% BALMO Swap Contract

502

VK

10,000

10,000

1,000

25

MM

Europe

 

 

 

 

 

 

 

Northwest Europe

 

 

 

 

 

 

 

European Naphtha BALMO Swap Contract

501

KZ

1,500

1,500

150

25

UN

European 1% Fuel Oil (NWE) BALMO Swap Contract

500

KX

1,500

1,500

150

25

UF

European 3.5% Fuel Oil Rotterdam BALMO Swap Contract

499

KR

1,500

1,500

150

25

UV

Middle East

 

 

 

 

 

 

 

Dubai Crude Oil BALMO Swap Contract

498

BI

10,000

10,000

1,000

25

DC

Asia/Pacific

 

 

 

 

 

 

 

Singapore

 

 

 

 

 

 

 

Singapore Gasoil BALMO Swap Contract

496

VU

1,500

1,500

500

25

SG

Singapore Naphtha BALMO Swap Contract

497

KU

1,500

1,500

500

25

SP

Singapore 380cst Fuel Oil BALMO Swap Contract

494

BT

1,500

1,500

150

25

SE

Singapore 180cst Fuel Oil BALMO Swap Contract

493

BS

1,500

1,500

150

25

UA

Singapore Jet Kero BALMO Swap Contract

495

BX

1,500

1,500

500

25

KS

 

Should you have any questions or require any further information, please contact exchangeinfo@nymex.com