Notice to Members
Notice No. 529
10/17/2008
Administrative Rule Changes to Chapter 9, Appendix A of the NYMEX Rulebook
The Exchange is applying administrative rule changes to Chapter 9, Appendix A, as affected by contract aggregation clarifications. The changes apply to NYMEX Rules 9.26, All Month/Any One Month Accountability Levels, 9.27, Expiration Month Limit, 9.27A, Expiration Position Accountability Levels, and 9.34 Reporting Levels. These administrative rule changes clarify the proper aggregation and accountability levels of the individual components of each of the contracts listed below. These changes will be effective for trade date October 21, 2008.


Appendix (A), Chapter 9
Contract Name
Rule Chapter
Commodity Code
All Month
Account-ability Level
Rule 9.26
Any One Month
Account-ability Level
Rule 9.26
Expiration Month Limit
Rule 9.27
Expiration Accountability
Level
Last Day Contracts*
Rule 9.27A
Reporting Level
Rule 9.34
Aggregate Into (1)
Aggregate Into (2)
      Rule 9.26 Rule 9.26     Rule 9.34    
          Rule 9.27 Rule 9.27A      
Natural Gas                  
Inside FERC                  
ANR Pipeline Co.                  
ANR Louisiana Basis (Platts IFERC) Futures Contract 767 ND 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 ND HH
ANR OK Basis Swap (Platts IFERC) Contract 627 NE 10,000/12,000 10,000/12,000 500/- -/1,000 175 NE HH
ANR Oklahoma Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 809 IQ 10,000/10,000 10,000/10,000 500/500   25 SQ NE
CenterPoint Energy Gas Transmission Co.                  
CenterPoint Natural Gas Basis Contract (Platts IFERC) 807 PW 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 PW HH
CenterPoint Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 810 II 10,000/10,000 10,000/10,000 2,000/2,000   25 II PW
Colorado Interstate Gas Co.                  
NYMEX CIG Rockies Basis Swap (Platts IFERC) Futures Contract 633 CI 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 CI HH
Columbia Gas Transmission Corp.                  
TCO Basis Swap (Platts IFERC) Contract 622 TC 10,000/12,000 10,000/12,000 2,500/- -/1,000 175 TC HH
Columbia Gas Transmission Co.                  
Columbia Gulf Louisiana Basis Swap (Platts IFERC) Contract 638 GL 10,000/12,000 10,000/12,000 500/- -/1,000 175 GL HH
Dominion Transmission Inc.                  
Dominion Basis Swap (Platts IFERC) Contract 632 PG 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 PG HH
Dominion Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 794 IH 10,000/10,000 10,000/10,000 2,000/2,000   25 SH PG
East Texas                  
NYMEX Houston Ship Channel Basis Swap (Platts IFERC) Contract 518 NH 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NH HH
Houston Ship Channel Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 703 IP 10,000/10,000 10,000/10,000 2,000/2,000   25 SM NH
El Paso Natural Gas Co.                  
NYMEX San Juan Basis Swap (Platts IFERC) Contract 519 NJ 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NJ HH
San Juan Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 796 IJ 10,000/10,000 10,000/10,000 2,000/2,000   25 SJ NJ
Permian Basis Swap (Platts IFERC) Contract 620 PM 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 PM HH
Permian Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 701 IL 10,000/10,000 10,000/10,000 2,000/2,000   25 SL PM
Florida Gas Transmission Co.                  
FGT Zone 3 Basis (Platts IFERC) Futures Contract 806 FP 10,000/12,000 10,000/12,000 500/- -/1,000 175 FP HH
Kern River Gas Transmission Co.                  
Kern River Basis (Platts IFERC) Futures Contract 768 NV 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 NV HH
Natural Gas Pipeline Co. of America                  
NGPL Mid-Con Basis Swap (Platts IFERC) Contract 629 NL 10,000/12,000 10,000/12,000 500/- -/1,000 175 NL HH
NGPL MidCon Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 813 IW 10,000/10,000 10,000/10,000 500/500   25 IW NL
NGPL LA Basis Swap (Platts IFERC) Contract 626 NY 10,000/12,000 10,000/12,000 500/- -/1,000 175 NY HH
NGPL TexOk Basis Swap (Platts IFERC) Contract 625 PD 10,000/12,000 10,000/12,000 1,000/- -/1,000 175 PD HH
NGPL TexOk Natural Gas Index (Platt Gas Daily/Platts IFERC) Contract 814 OI 10,000/10,000 10,000/10,000 1,000/1,000   25 OX PD
Northern Natural Gas Co.                  
Demarc Basis Swap (Platts IFERC) Contract 630 PE 10,000/12,000 10,000/12,000 1,000/- -/1,000 175 PE HH
Demarc Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 812 DI 10,000/10,000 10,000/10,000 1,000/1,000   25 DT PE
Ventura Basis Swap (Platts IFERC) Contract 631 PF 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 PF HH
Ventura Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 815 VI 10,000/10,000 10,000/10,000 2,000/2,000   25 VS PF
Northwest Pipeline Corp.                  
NYMEX Sumas Basis Swap (Platts IFERC) Contract 628 NK 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 NK HH
Sumas Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 797 IU 10,000/10,000 10,000/10,000 1,000/1,000   25 SU NK
Northeast                  
NYMEX Transco Zone 6 Basis Swap (Platts IFERC) Contract 521 NZ 10,000/12,000 10,000/12,000 1,500/- -/1,000 25   HH
                NZ  
Transco, Zone 6 Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 799 IT 10,000/10,000 10,000/10,000 1,500/1,500   25 ST NZ
M-3 Basis Swap (Platts IFERC) Contract 621 NX 10,000/12,000 10,000/12,000 1,500/- -/1,000 25 NX HH
TETCO M-3 Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 798 IX 10,000/10,000 10,000/10,000 1,500/1,500   25 SX NX
Northwest Pipeline Corp.                  
NYMEX Rockies Basis Swap (Platts IFERC) Contract 524 NR 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NR HH
Rockies Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 795 IR 10,000/10,000 10,000/10,000 2,000/2,000   25 SR NR
Panhandle Eastern Pipe Line Co.                  
NYMEX Panhandle Basis Swap (Platts IFERC) Contract 525 PH 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 PH HH
Panhandle Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 704 IV 10,000/10,000 10,000/10,000 2,000/2,000   25 SV PH
Questar Pipeline Co.                  
Questar Basis (Platts IFERC) Futures Contract 769 TA 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 TA HH
South Louisiana                  
NYMEX Henry Hub Basis Swap (Platts IFERC) Contract 509 HB 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 HB HH
Henry Hub Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 702 IN 10,000/10,000 10,000/10,000 2,000/2,000   25 SN HB
Southern Natural Gas Co.                  
Sonat Basis (Platts IFERC) Futures Contract 804 SZ 10,000/12,000 10,000/12,000 500/- -/1,000 25 SZ HH
Tennessee Gas Pipeline Co.                  
Tennessee 500 Leg Basis (Platts IFERC) Futures Contract 770 NM 10,000/12,000 10,000/12,000 1,500/- -/1,000 25 NM HH
Tennessee Zone 0 Basis (Platts IFERC) Futures Contract 771 NQ 10,000/12,000 10,000/12,000 1,500/- -/1,000 25 NQ HH
Texas Eastern Transmission Corp.                  
TETCO STX Basis Swap (Platts IFERC) Contract 641 TX 10,000/12,000 10,000/12,000 1,000/- -/1,000 175 TX HH
TETCO ELA Basis Swap (Platts IFERC) Contract 640 TE 10,000/12,000 10,000/12,000 500/- -/1,000 175 TE HH
Texas Gas Transmission Corp.                  
Texas Gas, Zone SL Basis (Platts IFERC) Futures Contract 772 TB 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 TB HH
Transcontinental Gas Pipe Line Co.                  
Transco Zone 3 Basis Swap (Platts IFERC) Contract 639 CZ 10,000/12,000 10,000/12,000 1,000/- -/1,000 175 CZ HH
Transco Zone 4 Basis (Platts IFERC) Futures Contract 805 TR 10,000/12,000 10,000/12,000 500/- -/1,000 25 TR HH
Trunkline Gas Co.                  
Trunkline, LA Basis (Platts IFERC) Futures Contract 773 NU 10,000/12,000 10,000/12,000 1,000/- -/1,000 25 NU HH
Upper Midwest                  
Dawn Natural Gas Basis Contract (Platts IFERC) 808 DW 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 DW HH
Dawn Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 811 IO 10,000/10,000 10,000/10,000 2,000/2,000   25 OW DW
MichCon Basis Swap (Platts IFERC) Contract 619 NF 10,000/12,000 10,000/12,000 500/- -/1,000 175 NF HH
West Texas                  
NYMEX Waha Basis Swap (Platts IFERC) Futures Contract 634 NW 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 NW HH
Waha Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 705 IY 10,000/10,000 10,000/10,000 2,000/2,000   25 SY NW
NGX-NGI-Platts                  
Canadian                  
NYMEX AECO/NIT Basis Swap (NGX/CGPR) Contract 516 NA 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NA HH
Alberta"Pipe" Option 516a PI 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NA HH
Citygates                  
NYMEX Chicago Basis Swap (NGI) Contract 517 NB 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 NB HH
Chicago"Pipe" Option 517a PY 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NB HH
Chicago Natural Gas Index Contract (Platts Gas Daily / NGI) 700 IS 10,000/10,000 10,000/10,000 2,000/2,000   25 SS NB
PG&E Citygate Basis Swap (NGI) Contract 624 PC 10,000/12,000 10,000/12,000 2,000/- -/1,000 175 PC HH
PG&E CITYGATE "Pipe" Option 624a CW 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 PC HH
PG&E Citygate Natural Gas Index Contract (Platt Gas Daily/NGI) 792 IK 10,000/10,000 10,000/10,000 2,000/2,000   25 SK PC
East Houston- Katy                  
Houston Ship Channel"Pipe" Option 518a PK 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 SM HH
Oklahoma                  
PANHANDLE "Pipe" Option 525a PU 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 SV HH
New Mexico- San Juan Basis                  
San Juan "Pipe" Option 519a PJ 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 SJ HH
Rockies                  
ROCKIES"Pipe" Option 524a ZR 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NR HH
Others                  
Malin Basis Swap (NGI) Contract 623 PB 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 PB HH
NYMEX SoCal Basis Swap (NGI) Contract 520 NS 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NS HH
SoCal Natural Gas Index Contract (Platt Gas Daily/NGI) 793 IF 10,000/10,000 10,000/10,000 2,000/2,000   25 SF NS
SOCAL"Pipe" Option 520a ZN 10,000/12,000 10,000/12,000 2,000/- -/1,000 25 NS HH
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com