In connection with the launch of eight (8) petroleum swap futures contracts on trade date June 1, 2009, please note below the corresponding all month/any one month 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.
NOTIFICATION OF AMENDMENTS TO NYMEX RULES 9A.26, 9A.27 and 9A.34
(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 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 |
|
|
Petroleum |
|
|
|
|
|
|
|
|
|
USA |
|
|
|
|
|
|
|
|
|
New York Harbor |
|
|
|
|
|
|
|
|
|
New York Jet Fuel (Platts) Swap Futures |
412 |
1Q |
2,000 |
1,500 |
250 |
|
25 |
1Q |
|
New York Jet Fuel (Platts) vs. Heating Oil Swap Futures |
413 |
1U |
2,000/7,000 |
1,500/5,000 |
250/1,000 |
|
25 |
1Q |
HO |
Europe |
|
|
|
|
|
|
|
|
|
Northwest Europe |
|
|
|
|
|
|
|
|
|
1% Fuel Oil (Platts) Cargoes CIF NWE Swap Futures |
419 |
1X |
1,000 |
750 |
150 |
|
10 |
1X |
|
Mediterranean |
|
|
|
|
|
|
|
|
|
Italy |
|
|
|
|
|
|
|
|
|
Jet Aviation Fuel (Platts) Cargoes FOB MED Swap Futures |
416 |
1T |
350 |
250 |
50 |
|
5 |
1T |
|
Jet Aviation Fuel (Platts) Cargoes FOB MED v. ICE Gasoil Swap Futures |
417 |
1V |
350/7,000 |
250/7,000 |
50/1,000 |
|
5/25 |
1T |
GX |
Genoa/Lavera |
|
|
|
|
|
|
|
|
|
1% Fuel Oil (Platts) Cargoes CIF MED Swap Futures |
418 |
1W |
350 |
250 |
50 |
|
5 |
1W |
|
Light Hydrocarbons |
|
|
|
|
|
|
|
|
|
Mt. Belvieu |
|
|
|
|
|
|
|
|
|
Propane Non-LDH Mont Belvieu (OPIS) Swap Futures |
414 |
1R |
1,500 |
1,000 |
200 |
|
25 |
1R |
|
Propane Non-LDH Mont Belvieu (OPIS) BALMO Swap Futures |
415 |
1S |
1,500 |
1,000 |
200 |
|
25 |
1R |
|