• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Level, and Expiration Month Position Limit for the New PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures Contract

      • To
      • Members, Member firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4872
      • Notice Date
      • 11 May 2009
      • Effective Date
      • 11 May 2009
    • In connection with the launch of the new PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures contract on trade date May 18, 2009, please note below the corres-ponding accountability level (Rule 9A.26), expiration month position limit (Rule 9A.27), and reportable level (Rule 9A.34) for the new contract. The commodity code is 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. 

       
       
       
      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
      Aggre-gate Into (1)
      Aggre-gate Into (2)
       
       
       
      Rule 9A.26
      Rule 9A.26
      Rule 9A.27
      Rule 9A.27A
      Rule 9A.34
       
       
      Electricity
       
       
       
       
       
       
       
       
       
      PJM Interconnection, LLC
       
       
       
       
       
       
       
       
       
      Western Hub
       
       
       
       
       
       
       
       
       
      PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures
      178
      4S
      2,000
      1,500
      300
       
      25
      JM