• Delisting of Forty (40) Inactive Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4856
      • Notice Date
      • 30 April 2009
      • Effective Date
      • 07 April 2009

    • Effective as of April 7, 2009, the New York Mercantile Exchange, Inc. is delisting forty (40) contracts, including petroleum swaps, electricity, equity index and catastrophe contracts that are inactive and have no open interest.  The following contracts will be delisted and NYMEX Chapter 9A will be amended by removing these contracts from Appendix A:

       

       

      1.                  LLS (Platts) Calendar Swap

      2.                  LLS (Platts) Trade Month Swap

      3.                  LLS (Platts) vs. WTI Spread Calendar Swap

      4.                  LLS (Platts) vs. WTI Spread Trade Month Swap

      5.                  WTS (Platts) Outright Calendar Swap

      6.                  WTS (Platts) Trade Month Swap

      7.                  WTS (Platts) vs. WTI Spread Calendar Swap

      8.                  WTS (Platts) vs. WTI Spread Trade Month Swap

      9.                  New York Harbor LS Diesel vs. New York Harbor No. 2 Heating Oil Spread Swap Contract

      10.              New York Low Sulfur Diesel (LSD) Swap

      11.              WTI-Bow River Swap Contract

      12.              New York Low Sulfur Diesel (LSD) Crack Spread Swap

      13.              European Platts Gasoline MED Crack Spread Swap

      14.              European Gasoil 0.2 CIF NWE v. Gasoil Futures Swap

      15.              European Gasoil 0.2 Rdam Barges v. Gasoil Futures Swap

      16.              European ULSD 50PPM CIF NWE v. Gasoil Futures Swap

      17.              European Gasoil 0.2 CIF MED v. Gasoil Futures Swap Contract

      18.              European Gasoil 0.2 FOB MED v. Gasoil Futures Swap Contract

      19.              European ULSD 50 PPM CIF MED v. Gasoil Futures Swap Contract

      20.              European ULSD 50 PPM FOB MED v. Gasoil Futures Swap Contract

      21.              European Gasoil 0.2 NWE (Northwest Europe) Calendar Swap Contract

      22.              European Gasoil 0.2 Rotterdam Calendar Swap Contract

      23.              European ULSD 50PPM CIF NWE Swap Contract

      24.              European ULSD Disel NWE (Northwest Europe) Calendar Swap Contract

      25.              European ULSD Diesel Rotterdam Calendar Swap Contract

      26.              European Gasoil 0.2 MED (Mediterranean) Calendar Swap Contract

      27.              European Gasoil 0.2 CIF MED Swap Contract

      28.              European ULSD 50 PPM CIF MED Swap Contract

      29.              European ULSD 50 PPM FOB MED Swap Contract

      30.              European MED Gasoline (Platts) Swap Contract

      31.              NYMEX ERCOT Broker Seller’s Choice Index Calendar Day Peak (SNL Energy) Contract

      32.              ERCOT Seller’s Choice Peak Swap (Platts Megawatt Daily) Contract

      33.              ERCOT Seller’s Choice Calendar Day Peak Swap (Platts Megawatt Daily) Contract

      34.              NYMEX Ardour Extra Liquid Global Index Contract

      35.              National Property Catastrophe Futures Contract

      36.              National Property Catastrophe Option Contract

      37.              Texas-Maine Property Catastrophe Futures Contract

      38.              Texas-Maine Property Catastrophe Options Contract

      39.              Florida Property Catastrophe Options Contract

      40.              Florida Property Catastrophe Futures Contract

       

       

       

      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. 

       

       

       

      Attachment

       

       


      NOTIFICATION OF AMENDMENTS TO NYMEX RULES 9A.26, 9A.27 and 9A.34

      (Strikethrough indicates deletions.)

       

      Contract Name

      Rule Chapter

      Commodity Code

      All Month Accountability Level

      Any One Month Accountability Level

      Expiration Month Limit

      Expiration Accountability Level Last Day Contract

      Reporting Level

      Aggregate Into (1)

      Aggregate Into (2)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.27A

      Rule 9A.34

      Petroleum

       

       

       

       

       

       

       

       

       

      USA

       

       

       

       

       

       

       

       

       

      LLS (Platts) Calendar Swap

      834

      XL

      20,000

      20,000

      3,000

      350

      XL

      LLS (Platts) Trade Month Swap

      835

      XT

      20,000

      20,000

      3,000

      350

      XT

      LLS (Platts) vs. WTI Spread Calendar Swap

      836

      WH

      20,000/20,000

      20,000/10,000

      3,000/3,000

      350

      XL

      CL

      LLS (Platts) vs. WTI Spread Trade Month Swap

      837

      WI

      20,000/20,000

      20,000/10,000

      3,000/3,000

      350

      XT

      CL

      WTS (Platts) Outright Calendar Swap

      850

      PR

      20,000

      20,000

      3,000

      350

      PR

      WTS (Platts) Trade Month Swap

      851

      PV

      20,000

      20,000

      3,000

      350

      PV

      WTS (Platts) vs. WTI Spread Calendar Swap

      852

      PZ

      20,000/20,000

      20,000/10,000

      3,000/3,000

      350

      PR

      CL

      WTS (Platts) vs. WTI Spread Trade Month Swap

      853

      XE

      20,000/20,000

      20,000/10,000

      3,000/3,000

      350

      PV

      CL

      New York Harbor

      New York Harbor LS Diesel vs. New York Harbor No. 2 Heating Oil Spread Swap Contract

      606

      MK

      10,000/7,000

      10,000/5,000

      1,000/1,000

      25

      MK

      HO

      New York Low Sulfur Diesel (LSD) Swap

      739

      YW

      10,000

      10,000

      1,000

      25

      YW

      Cushing, Oklahoma

      WTI-Bow River Swap Contract

      601

      MA

      10,000/20,000

      10,000/10,000

      1,000/3,000

      25

      MA

      CL

      New York Low Sulfur Diesel (LSD) Crack Spread Swap

      743

      UW

      10,000/20,000

      10,000/10,000

      1,000/3,000

      25

      YW

      CL

      Europe

      Northwest Europe

      European Platts Gasoline MED Crack Spread Swap

      712

      EP

      20,000/1,500

      20,000/1,500

      2,000/500

      25

      BB

      EU

      European Gasoil 0.2 CIF NWE v. Gasoil Futures Swap

      715

      EC

      7,000/1,500

      7,000/1,500

      1,000/150

      25

      GX

      UE

      European Gasoil 0.2 Rdam Barges v. Gasoil Futures Swap

      714

      EI

      7,000/1,500

      7,000/1,500

      1,000/150

      25

      GX

      UG

      European ULSD 50PPM CIF NWE v. Gasoil Futures Swap

      719

      EY

      7,000/5,000

      7,000/5,000

      1,000/500

      25

      GX

      ES

      European Gasoil 0.2 CIF MED v. Gasoil Futures Swap Contract

      716

      EX

      7,000/5,000

      7,000/5,000

      1,000/500

      25

      GX

      GG

      European Gasoil 0.2 FOB MED v. Gasoil Futures Swap Contract

      717

      EF

      7,000/1,500

      7,000/1,500

      1,00/150

      25

      GX

      UQ

      European ULSD 50 PPM CIF MED v. Gasoil Futures Swap Contract

      720

      EE

      7,000/5,000

      7,000/5,000

      1,000/500

      25

      GX

      EH

      European ULSD 50 PPM FOB MED v. Gasoil Futures Swap Contract

      721

      EO

      7,000/5,000

      7,000/5,000

      1,000/500

      25

      GX

      EL

      European Gasoil 0.2 NWE (Northwest Europe) Calendar Swap Contract

      654

      UE

      1,500

      1,500

      150

      25

      UE

      European Gasoil 0.2 Rotterdam Calendar Swap Contract

      653

      UG

      1,500

      1,500

      150

      25

      UG

      European ULSD 50PPM CIF NWE Swap Contract

      731

      ES

      5,000

      5,000

      500

      25

      ES

      European ULSD Disel NWE (Northwest Europe) Calendar Swap Contract

      657

      UL

      1,500

      1,500

      150

      25

      UL

      European ULSD Diesel Rotterdam Calendar Swap Contract

      656

      UP

      1,500

      1,500

      150

      25

      UP

      Mediterranean

      Genoa/Lavera

      European Gasoil 0.2 MED (Mediterranean) Calendar Swap Contract

      655

      UQ

      1,500

      1,500

      150

      25

      UQ

      European Gasoil 0.2 CIF MED Swap Contract

      729

      GG

      5,000

      5,000

      500

      25

      GG

      European ULSD 50 PPM CIF MED Swap Contract

      732

      EH

      5,000

      5,000

      500

      25

      EH

      European ULSD 50 PPM FOB MED Swap Contract

      733

      EL

      5,000

      5,000

      500

      25

      EL

      European MED Gasoline (Platts) Swap Contract

      663

      EU

      1,500

      1,500

      500

      25

      EU

      Electricity

      ERCOT

      ERCOT Broker Houston Index (ERCOT-Hou.) SNL Energy Power Daily

      NYMEX ERCOT Broker Seller’s Choice Index Calendar Day Peak (SNL Energy) Contract

      421

      VB

      100

      50

      10

      1

      ZE

      ERCOT Reliability Council of Texas (ERCOT) Platts Megawatt Daily

      ERCOT Seller’s Choice Peak Swap (Platts Megawatt Daily) Contract

      828

      VT

      5,000

      5,000

      500

      25

      VT

       

      ERCOT Seller’s Choice Calendar Day Peak Swap (Platts Megawatt Daily) Contract

      828A

      VC

      5,000

      5,000

      500

      25

      VT

       

      Equity Index Contract

      NYMEX Ardour Extra Liquid Global Index Contract

      AX

      20,000

      20,000

      2,000

      25

      AX

      Catastrophe Contracts

       

       

       

       

       

       

       

      National Property Catastrophe Futures Contract

      WU

      1,000

      1,000

      250

      1

      WU

      National Property Catastrophe Option Contract

      XW

      1,000

      1,000

      250

      1

      WU

      Texas-Maine Property Catastrophe Futures Contract

      WY

      1,000

      1,000

      250

      1

      WY

      Texas-Maine Property Catastrophe Options Contract

      XY

      1,000

      1,000

      250

      1

      WY

      Florida Property Catastrophe Futures Contract

      WF

      1,000

      1,000

      250

      1

      WF

      Florida Property Catastrophe Options Contract

      XF

      1,000

      1,000

      250

      1

      WF

       

       

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