Notice 597
November 21, 2008

Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Level, Exemption Month Limit, and Reporting Level for the New Russian Export Blend Crude Oil (REBCO) Financial Futures Contract


In connection with the launch of the new Russian Export Blend Crude Oil (REBCO) Financial futures contract on trade date November 24, 2008, please note below the corresponding accountability level (Rule 9.26), expiration month position limit (Rule 9.27), and reportable level (Rule 9.34) for the new contract. The commodity code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format.

Chapter 9, Appendix A

Contract Name
Rule Chapter
Commodity
Code
All/ Any One Month
Accountability Level
Expiration Month Limit
Reporting Level
Aggregate
Into (1)
Aggregate
Into (2)
 
 
 
Rule 9.26
Rule 9.27
Rule 9.34
 
 
Petroleum              
Europe              
Baltic              
REBCO Financial Contract 205 R2 10,000 7,000 730 25 R2


Should you have any questions or require any further information, please contact ExchangeInformation@cmegroup.com