Notice to Members
Notice No. 517
10/10/2008
Large Trader Reporting Requirements, Accountability Levels and Expiration Month Position Limits for the U.S. Midwest Domestic Hot Rolled Coil Steel Index Futures Contract

In connection with the launch of the new U.S. Midwest Domestic Hot Rolled Coil Steel Index Futures contract on trade date October 20, 2008, please note below the corresponding accountability levels (Rule 9.26), position limits (Rule 9.27) and reportable levels (Rule 9.34) for the new contract.  The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format. 

Appendix (A), Chapter 9


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

 

Metals

 

 

 

 

 

 

 

USA

 

 

 

 

 

 

 

U.S. Midwest Domestic Hot Rolled Coil Steel Index Futures

920

HR

20,000

10,000

3,000

250

HR

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