In connection with the launch of eighteen (18) new electricity futures contracts on trade date June 15, 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.
(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 |
|
|
ERCOT Broker Houston Index (ERCOT-Hou.) SNL Energy Power Daily |
|
|
|
|
|
|
|
|
ERCOT Houston Zone MCPE 50 MW Peak Swap Futures |
186 |
2N |
2,000 |
1,500 |
250 |
25 |
2N |
|
ERCOT Houston Zone MCPE 50 MW Peak Calendar Day Swap Futures |
188 |
2S |
75 |
50 |
10 |
5 |
2N |
|
ERCOT Houston Zone MCPE 50 MW Off-Peak Swap Futures |
187 |
2W |
30,000 |
20,000 |
4,000 |
25 |
2W |
|
ERCOT Houston Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures |
189 |
3E |
1,500 |
1,000 |
200 |
25 |
2W |
|
ERCOT North Zone MCPE 50 MW Peak Swap Futures |
190 |
2P |
2,000 |
1,500 |
300 |
25 |
2P |
|
ERCOT North Zone MCPE 50 MW Peak Calendar-Day Swap Futures |
196 |
2T |
100 |
75 |
15 |
1 |
2P |
|
ERCOT North Zone MCPE 50 MW Off-Peak Swap Futures |
195 |
2X |
35,000 |
25,000 |
5,000 |
25 |
2X |
|
ERCOT North Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures |
197 |
3F |
2,000 |
1,500 |
250 |
5 |
2X |
|
ERCOT South Zone MCPE 50 MW Peak Swap Futures |
198 |
2Q |
750 |
500 |
100 |
5 |
2Q |
|
ERCOT South Zone MCPE 50 MW Peak Calendar-Day Swap Futures |
201 |
2U |
35 |
25 |
5 |
1 |
2Q |
|
ERCOT South Zone MCPE 50 MW Off-Peak Swap Futures |
199 |
2Y |
10,000 |
7,500 |
1,500 |
25 |
2Y |
|
ERCOT South Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures |
202 |
3H |
500 |
400 |
75 |
5 |
2Y |
|
ERCOT West Zone MCPE 50 MW Peak Swap Futures |
203 |
2R |
900 |
600 |
125 |
5 |
2R |
|
ERCOT West Zone MCPE 50 MW Peak Calendar-Day Swap Futures |
205 |
2V |
35 |
25 |
5 |
1 |
2R |
|
ERCOT West Zone MCPE 50 MW Off-Peak Swap Futures |
204 |
3D |
15,000 |
10,000 |
2,000 |
25 |
3D |
|
ERCOT West Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures |
208 |
3J |
750 |
500 |
100 |
5 |
3D |
|
Midwest Independent Transmission System Operator, Inc. (MISO) |
|
|
|
|
|
|
|
|
Midwest ISO Illinois Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures |
184 |
4Q |
5,000 |
4,000 |
750 |
25 |
4Q |
|
Midwest ISO Illinois Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures |
185 |
4R |
70,000 |
50,000 |
10,000 |
25 |
4R |
|