Notice to Members
Notice No. 122
03/06/2008
Revised Large Trader Reporting Requirements, Accountability Levels and Expiration Month Position Limits for Four New Monthly and Four New Daily Electricity Futures Contracts
Previously released Notice No. 08-86 dated, February 28, 2008, listed accountability levels (Rule 9.26), expiration month limits (Rule 9.27) and reportable levels (Rule 9.34) for four new Monthly and four new Daily Electricity Futures Contracts. Please note, however, that the accountability levels, expiration month limits and reportable levels have been revised as indicated below. These limits and levels will be effective for trade date March 10, 2008.

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

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
 
Electricity              
NYMEX ERCOT Broker Houston Index Peak (SNL Energy) Contract
835
ZH
3,500 1,500
2,0001,000
350 190
25 1
ZH
NYMEX ERCOT Broker Houston Index Calendar Day Peak (SNL Energy) Contract
835a
VH
3,500 100
2,000 50
350 10
25 1
ZH
NYMEX ERCOT Broker North Index Peak (SNL Energy) Contract
836
ZF
3,500 1,500
2,0001,000
350 260
25 1
ZF
NYMEX ERCOT Broker North Index Calendar Day Peak (SNL Energy) Contract
836a
VF
3,500 100
2,000 50
350 10
25 1
ZF
NYMEX ERCOT Broker Seller's Choice Index Peak (SNL Energy) Contract
834
ZE
3,500 2,500
2,000 1,500
350
25 1
ZE
NYMEX ERCOT Broker Seller's Choice Index Calendar Day Peak (SNL Energy) Contract
834a
VB
3,500 100
2,000 50
350 10
25 1
ZE
NYMEX ERCOT Broker South Index Peak (SNL Energy) Contract
837
ZT
3,500 350
2,000 250
350 50
25 1
ZT
NYMEX ERCOT Broker South Index Calendar Day Peak (SNL Energy) Contract
837a
VJ
3,500 50
2,000 25
350 5
25 1
ZT
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com