Notice to Members
Notice No. 65
02/15/2008
Large Trader Reporting Requirements, Expiration Month Position Limit, and All Month/Any One Month Position Accountability Level for Four New Brent Options Contracts; Housekeeping to Adjust the Aggregation for Three Other Brent Swap Contracts
Effective for trade date March 3, 2008, please note below the corresponding accountability level (Rule 9.26), position limit (Rule 9.27) and reportable level (Rule 9.34) for four new Brent Contracts.

For the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine-readable format, the Exchange commodity code is provided below:

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
 
 
Petroleum                
EUROPE                
Northwest Europe                
Brent American Style Option
311
OS
20,000
20,000
2,000
      
Brent Look-Alike Option
313
BE
20,000
20,000
2,000
25
BZ
  
Brent Average Price Option
314
BA
20,000
20,000
2,000
25
BZ
  
WTI-Brent Crude Oil Spread Option
312
BV
20,000
20,000
2,000
25
BZ
  
Brent (ICE) Calendar Swap Contract
696
CY
20,000
20,000
2,000
25
BB BZ
  
WTI-Brent (ICE) Bullet Swap Contract
693
BY
20,000/20,000
10,000/20,000
3,000/2,000
25
CL
BB BZ
WTI-Brent (ICE) Calendar Swap
694
BK
20,000/20,000
10,000/20,000
3,000/2000
25
CL
BB BZ
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com