• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits and Reporting Levels for Eight (8) New Petroleum Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4880
      • Notice Date
      • 26 May 2009
      • Effective Date
      • 01 June 2009
    • 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