• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits and Reporting Levels for Eight (8) New CAISO Real-Time Electricity Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4860
      • Notice Date
      • 29 April 2009
      • Effective Date
      • 29 April 2009

    • In connection with the launch of eight (8) new California Independent System Operator (CAISO) Real-Time electricity futures contracts on trade date on April 27, 2009, please note below the corresponding accountability levels (Rule 9A.26), expiration month position limits (Rule 9A.27), reportable levels (Rule 9A.34) and aggregation allocations for the new contracts.  The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 9A.33 in a machine-readable format.   

       

      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

       

       


       

      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)

      Aggre-gate Into (2)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.27A

      Rule 9A.34

      Electricity

       

       

       

       

       

       

       

       

       

      California Independent System Operator (CAISO)

       

       

       

       

       

       

       

       

       

      NP15

       

       

       

       

       

       

       

       

       

      CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures

      264

      1Y

      35,000

      25,000

      5,000

      25

      1Y

      CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Swap Futures

      268

      2F

      35,000

      25,000

      5,000

      25

      1Y

      CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures

      266

      2D

      300,000

      200,000

      60,000

      25

      2D

      CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Swap Futures

      270

      2J

      300,000

      200,000

      60,000

      25

      2D

      SP15

      CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures

      265

      1Z

      40,000

      30,000

      6,000

      25

      1Z

      CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Swap Futures

      269

      2H

      40,000

      30,000

      6,000

      25

      1Z

      CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures

      267

      2E

      400,000

      250,000

      75,000

      25

      2E

      CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Swap Futures

      271

      2K

      400,000

      250,000

      75,000

      25

      2E

       

       

       

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