Notice to Members
Notice No. 80
02/14/2007
Natural Gas Daily Option Contract - Large Trader Reporting Requirements – Amendments to Chapter 9, Appendix A
Chapter 9, Appendix (A) has been amended to correctly reflect the expiration accountability last day level (NYMEX Rule 9.27A) for the Natural Gas Daily Option Contract as 1,000 contracts, and that the contract no longer aggregates into the Henry Hub Financial Last Day Futures Contract (HH), but aggregates into itself (KD).

(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
 
 
Natural Gas                    
Natural Gas Daily Option 832 KD NA   1,000   1,000 NA HH KD  
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com