Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, Expiration Accountability Level Last Day Contract, and Aggregation Allocations for the New National Balancing Point (NBP) Henry Hub Basis Swap Futures and National Balancing Point (NBP) Henry Hub Basis Option Contracts

In connection with the launch of the new National Balancing Point (NBP) Henry Hub Basis Swap Futures and the National Balancing Point (NBP) Henry Hub Basis Option contracts on trade date May 11, 2009, please note below the corresponding accountability levels (Rule 9A.26), expiration month position limits (Rule 9A.27), expiration accountability level last day contract (9A.27A), 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.