The administrative amendments to NYMEX Chapter 5, Position Limit, Position Accountability and Reportable Level Table revise the titles of seven (7) natural gas contracts such that the titles cited in NYMEX Chapter 5 conform with the actual titles of those chapters. These changes will be made effective on trade date October 1, 2009.
Contract related questions can be directed to Anthony V. Densieski, Director, Market Surveillance at 212.299.2881, or Chris Reinhardt, Supervisor, Market Surveillance at 212.299.2884. Please contact Martin Jacobs, Senior Director, Applications Development at 212.299.2829 if you have any information services questions.
(Bold/underline indicates additions; strikethrough indicates deletions.)
Contract Name |
Rule Chap-ter |
Com-modity Code |
All Month Account-ability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Reporting Level |
Aggregate Into (1) |
Aggregate Into (2) |
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|
|
Rule 560 |
Rule 560 |
Rule 559 |
Rule 561 |
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|
Natural Gas |
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|
|
|
|
|
Inside FERC |
|
|
|
|
|
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|
California |
|
|
|
|
|
|
|
|
Malin Basis Swap |
623 |
PB |
10,000 |
10,000 |
2,000 |
25 |
PB |
|
PG&E Citygate Basis Swap |
624 |
PC |
10,000 |
10,000 |
2,000 |
175 |
PC |
|
PG&E Citygate Natural Gas Index Contract (Platts Gas Daily IFERC |
792 |
IK |
10,000/10,000 |
10,000/10,000 |
2,000/2,000 |
25 |
SK |
PC |
NYMEX SoCal Basis Swap |
520 |
NS |
10,000 |
10,000 |
2,000 |
25 |
NS |
|
SoCal Natural Gas Index Contract (Platts Gas Daily /IFERC |
793 |
IF |
10,000/10,000 |
10,000/10,000 |
2,000/2,000 |
25 |
SF |
NS |
Upper Midwest |
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|
|
|
|
|
|
|
NYMEX Chicago Basis Swap |
517 |
NB |
10,000 |
10,000 |
2,000 |
175 |
NB |
|
Chicago Natural Gas Index Contract (Platts Gas Daily /IFERC |
700 |
IS |
10,000/10,000 |
10,000/10,000 |
2,000/2,000 |
25 |
SS |
NB |