• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, Reporting Levels and Aggregation Allocations for Five (5) New Biodiesel and Petroleum Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4873
      • Notice Date
      • 13 May 2009
      • Effective Date
      • 13 May 2009
    • In connection with the launch of five (5) new biodiesel and petroleum swap futures contracts on trade date May 18, 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. 

       

      (Bold/underline indicates additions.)

       

       

      Contract Name

      Rule Chapter

      Commodity Code

       

      All Month Accountability Level

      Any One Month Accountability Level

      Expiration Month Limit

      Reporting Level

      Aggregate Into (1)

      Aggre-gate Into (2)

       

       

       

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.34

       

       

      Petroleum

       

       

       

       

       

       

       

       

      Europe

       

       

       

       

       

       

       

       

      Northwest Europe

       

       

       

       

       

       

       

       

       

      FAME (Argus) Biodiesel FOB Rotterdam Swap Futures

      318

      2L

      750

      500

      100

      25

      2L

       

       

      Ethanol (Platts) T1 FOB Rotterdam Ex Duty Swap Futures

      193

      2M

      750

      500

      100

      5

      2M

       

       

      Ethanol (Platts) T2 FOB Rotterdam Including Duty Swap Futures

      194

      Z1

      750

      500

      100

      5

      2M

       

       

      Asia/Pacific

       

       

       

       

       

       

       

       

      Singapore

       

       

       

       

       

       

       

       

       

      Singapore Mogas 92 Unleaded (Platts) Swap Futures

      720

      1N

      7,000

      5,000

      1,000

      25

      1N

       

       

      Singapore Mogas 92 Unleaded (Platts) BALMO Swap Futures

      721

      1P

      7,000

      5,000

      1,000

      25

      1N