Notice No. 609
December 4, 2008

Large Trader Reporting Requirements, All Month/Any One Month Position Accountability, Expiration and Current Delivery Month Position Limits, and Reporting Levels for Twenty-Six (26) New Electricity Swap Futures Contracts

In connection with the launch of twenty-six (26) new Electricity Swap Futures Contracts on trade date December 7, 2008, please note below the corresponding accountability levels (Rule 9.26), expiration month position limits (Rule 9.27), and reporting levels (Rule 9.34) for the new contracts. Additionally, administrative amendments were made to select existing electricity contracts to conform the size of the limits and levels with those of the new contracts. The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format


Contract Name	Rule Chapter	Commodity Code	All Month Accountability Level	Any One Month Accountability Level	Expiration Month Limit	Reporting Level	Aggregate Into (1)	Aggregate Into (2)
			Rule 9.26	Rule 9.26	Rule 9.27	Rule 9.34
Electricity
PJM Interconnection, LLC
PJM AECO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	154	Y1	8,000	5,000	1,300	25	Y1
PJM AECO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	155	X1	80,000	60,000	20,000	25	X1
NYMEX AEP-Dayton Hub Calendar-Month LMP Swap (PJM Interconnection, LLC) Contract	765	VM	5,000	5,000 3,000	500	25	VM
AEP-DAYTON Calendar-Month LMP Swap Option	382	OT	5,000	5,000 3,000	n/a 500	25	VM
PJM AEP Dayton Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	156	D7	9,000	7,000	2,000	25	D7
NYMEX AEP-Dayton Hub Calendar-Day LMP Swap (PJM Interconnection, LLC) Contract	766	VD	5,000	5,000 3,000	500	25	VM
NYMEX AEP-Dayton Hub Off-Peak LMP Swap (PJM Interconnection, LLC) Contract	765a	VP	5,000 4,000	5,000 2,000	500 250	25	VP
PJM AEP Dayton Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	157	R7	100,000	80,000	40,000	25	R7
PJM APS Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	158	S4	9,000	7,000	2,000	25	S4
PJM APS Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	159	W4	100,000	80,000	40,000	25	W4
PJM BGE Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	160	E3	9,000	7,000	2,000	25	E3
PJM BGE Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	161	R3	100,000	80,000	40,000	25	R3
PJM DPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	162	L8	9,000	7,000	2,000	25	L8
PJM DPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	163	E8	100,000	80,000	40,000	25	E8
PJM Eastern Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	164	E9	9,000	7,000	2,000	25	E9
PJM Eastern Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	165	F4	100,000	80,000	40,000	25	F4
PJM JCPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	166	J2	9,000	7,000	2,000	25	J2
PJM JCPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	167	F2	100,000	80,000	40,000	25	F2
Northern Illinois Hub Calendar-Month LMP Swap (PJM Interconnection, LLC) Contract	762	UM	5,000 10,000	5,000 8,000	500 3,000	25	UM
Northern Illinois Calendar-Month LMP Swap Option	384	OU	5,000 10,000	5,000 8,000	n/a 3,000	25	UM
PJM Northern Illinois Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	152		9,000	7,000	2,000	25	N3
		N3
NYMEX Northern Illinois Hub Calendar-Day LMP Swap (PJM Interconnection, LLC) Contract	763	UD	5,000 10,000	5,000 8,000	500 3,000	25	UM
NYMEX Northern Illinois Hub Off-Peak LMP Swap (PJM Interconnection, LLC) Contract	762a	UO	5,000 9,000	5,000 7,000	500 1,500	25	UO
PJM Northern Illinois Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	153	L3	100,000	80,000	40,000	25	L3
PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	168	R8	9,000	7,000	2,000	25	R8
PJM PEPCO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	169	Q8	100,000	80,000	40,000	25	Q8
PJM PPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	170	L5	9,000	7,000	2,000	25	L5
PJM PPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	171	F5	100,000	80,000	40,000	25	F5
PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	172	L6	9,000	7,000	2,000	25	L6
PJM PSEG Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	173	W6	100,000	80,000	40,000	25	W6
NYMEX PJM Calendar-Month LMP Swap (PJM Interconnection, LLC) Futures Contract	635	JM	5,000 10,000	5,000 8,000	3,000	1 25	JM
PJM Calendar-Month LMP Swap Option	380	JO	5,000 10,000	5,000 8,000	n/a	25	JM
NYMEX PJM Calendar-Day LMP Swap (PJM Interconnection, LLC) Futures Contract	637	JD	5,000 10,000	5,000 8,000	3,000	1 25	JM
PJM Western Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	174	J4	9,000	7,000	2,000	25	J4
PJM Western Hub Peak Calendar-Month Real-Time LMP Swap Futures Contract	176	L1	10,000	8,000	3,000	25	JM
NYMEX PJM (PJM Interconnection, LLC) Calendar-Month Off-Peak LMP Swap Contract	635a	JP	5,000	5,000 3,000	500	25	JP
PJM Western Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract	175	E4	100,000	80,000	40,000	25	E4
PJM Western Hub Off-Peak Calendar-Month Real-Time LMP Swap Futures Contract	177	N9	5,000	3,000	500	25	JP

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