Effective today, NYMEX is amending Chapter 9A, Appendix A, to accurately reflect the 1,000 contract expiration accountability level – penultimate and metals contracts (NYMEX Rule 9A.27A) for the Natural Gas Calendar Spread Financially-Settled Option Contract that was inadvertently listed under the expiration month limit column (NYMEX Rule 9A.27).
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 Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Expiration Accountability Level – Penultimate and Metals Contracts |
Report-ing Level |
Aggregate Into (1) |
Aggregate Into (2) |
|
|
|
Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.27A |
Rule 9A.34 |
|
|
Natural Gas |
|
|
|
|
|
|
|
|
|
USA |
|
|
|
|
|
|
|
|
|
Natural Gas Calendar Spread Financially Settled Option Contract |
399 |
G4, G2, G3, G5, G6, G7 |
12,000 |
12,000 |
|
1,000 |
100 |
HH |
HH |