• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, and Expiration Month Position Limits for Two (2) New PJM PECO Zone Swap Electricity Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4887
      • Notice Date
      • 02 June 2009
      • Effective Date
      • 02 June 2009
    • In connection with the launch of two (2) new PJM PECO Zone swap electricity futures contracts on trade date June 8, 2009, please note below the corresponding any one month/all 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/underscore indicates additions.)

       

       

       

      Contract Name

      Rule Chapter

      Commodity Code

      All Month Accountability Level

      Any One Month Accountability Level

      Expiration Month Limit

      Reporting Level

      Aggre-gate Into (1)

      Aggre-gate Into (2)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.34

       

      Electricity

       

       

       

       

       

       

       

       

       

      PJM Interconnection, LLC

      PECO Zone

      PJM PECO Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures

      182

      4N

      9,000

      7,000

      2,000

      25

      4N

      PJM PECO Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures

      183

      4P

      100,000

      80,000

      40,000

      25

      4P