03/06/2008
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.
Additionally, please note the housekeeping amendments which correctly reflect that the NYMEX Light Sweet Crude Oil miNY Futures (QM) and WTI Crude Oil Look-Alike Option (LC) contracts exercise into the CL contract and not into the financially- settled WS contract
(Bold/strikethrough indicates deletions; bold/italics indicates additions)
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| Contract Name | Rule Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level
|
Exemption Month Limit |
Expiration Accountability Level-
Penultimate and Metals Contracts |
Reporting Level |
Aggregate Into (1) |
Aggregate Into (2) |
Rule 9.26 |
Rule 9.26 |
Rule 9.27 |
Rule 9.27A |
Rule 9.34 |
|||||
| Petroleum | |||||||||
| USA | |||||||||
| EIA On-Highway Retail Diesel Swap Contract | 530 |
HI |
7,000 |
5,000 |
1,000 |
25 |
HI |
||
| Gulf Coast | |||||||||
| Gulf Coast ULSD (Platts) v. Gulf Coast Jet Spread Swap | 544 |
VV |
10,000/10,000 |
10,000/10,000 |
1,000/1,000 |
25 |
LY |
GE |
|
| New York Harbor | |||||||||
| New York Heating Oil (Platts) Swap Contract | 540 |
YF |
5,000 |
3,500 |
1,000 |
25 |
YF |
||
| New York Heating Oil (Platts) vs. NYMEX Heating Oil Swap Contract | 541 |
YH |
7,000/5,000 |
5,000/3,500 |
1,000/1,000 |
25 |
BH |
YF |
|
| New York 0.3% Fuel Oil Swap Contract | 542 |
VQ |
5,000 |
3,500 |
500 |
25 |
VQ |
||
| New York Harbor 1% v. Gulf Coast 3% Fuel Oil Spread Swap | 543 |
VR |
5,000/5,000 |
3,500/3,500 |
500/500 |
25 |
MF |
VR |
|
| EUROPE | |||||||||
| Northwest Europe | |||||||||
| Gasoil (ICE) Mini Calendar Swap Contract | 531 |
QA |
7,000 |
5,000 |
1,000 |
25 |
GX |
||
| Gasoil 0.1 Cargoes FOB NWE Swap Contract | 534 |
WR |
1,000 |
500 |
150 |
25 |
WR |
||
| Gasoil 0.1 Cargoes FOB NWE v. ICE Gasoil Swap Contract | 535 |
WT |
7,000/1,000 |
5,000/500 |
1,000/150 |
25 |
GX |
WR |
|
| Gasoil 0.1 Cargoes CIF NWE Swap Contract | 536 |
TW |
1,000 |
500 |
150 |
25 |
TW |
||
| Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil Swap Contract | 537 |
TU |
7,000/1,000 |
5,000/500 |
1,000/150 |
25 |
GX |
TW |
|
| Gasoil 0.1 FOB Barges Rotterdam Swap Contract | 532 |
VL |
1,000 |
500 |
150 |
25 |
VL |
||
| Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil Swap Contract | 533 |
WQ |
7,000/1,000 |
5,000/500 |
1,000/150 |
25 |
GX |
VL |
|
| Gasoil 10ppm Cargoes CIF NWE Swap Contract | 538 |
TY |
1,000 |
500 |
150 |
25 |
TY |
||
| Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap Contract | 539 |
TP |
7,000/1,000 |
5,000/500 |
1,000/150 |
25 |
GX |
TY |
|
| Cushing, Oklahoma | |||||||||
| NYMEX Light Sweet Crude Oil miNY Futures Contract | 401 |
QM |
20,000 |
20,000 |
2,000 |
350 |
|||
| WTI Crude Oil Look-Alike Option | 550 |
LC |
20,000 |
20,000 |
2,000 |
100 |
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