Notice 547
October 30, 2008

Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Reporting Levels for Five `New Natural Gas Liquids (NGL) Swap Contracts

In connection with the launch of five new Natural Gas Liquids (NGL) Swap Contracts on trade date November 3, 2008, please note below the corresponding accountability levels (Rule 9.26), expiration month position limits (Rule 9.27), and reportable levels (Rule 9.34) for the five 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
 
 
Light Hydrocarbons                
Mt. Belvieu                
Mont Belvieu Normal Butane (OPIS) Swap Contract
588
Z2
2,000
1,500
250
25
Z2
  
Mont Belvieu Ethane (OPIS) Swap
586
W8
2,000
1,500
250
25
W8
  
Mont Belvieu Natural Gasoline (OPIS) Swap Contract
585
W3
2,000
1,500
250
25
W3
  
Mont Belvieu Isobutane (OPIS) Swap Contract
587
Y2
2,000
1,500
250
25
Y2
  
Conway                
Conway Propane (OPIS) Swap Contract
584
W1
2,000
1,500
250
25
W1
  

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