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) |
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|
|
Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.34 |
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Electricity |
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PJM Interconnection, LLC |
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PECO Zone |
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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 |
|