In connection with the launch of six (6) new petroleum swap 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 |
Report-ing 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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Petroleum |
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USA |
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Gulf Coast |
|
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|
Gulf Coast Heating Oil (Argus) Swap Futures |
243 |
4U |
10,000 |
10,000 |
1,000 |
25 |
4U |
|
Gulf Coast Heating Oil (Argus) vs. Heating Oil Spread Swap Futures |
244 |
7U |
10,000/5,000 |
10,000/5,000 |
1,000/1,000 |
25 |
4U |
HO |
New York Harbor |
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|
|
|
|
|
|
|
New York ULSD (Argus) Swap Futures |
245 |
5Y |
10,000 |
10,000 |
1,000 |
25 |
5Y |
|
New York ULSD (Argus) vs. Heating Oil Spread Swap Futures |
246 |
7Y |
10,000/7,000 |
10,000/5,000 |
1,000 |
25 |
5Y |
HO |
New York Jet Fuel (Argus) Swap Futures |
247 |
4Y |
5,000 |
5,000 |
250 |
25 |
4Y |
|
New York Jet Fuel (Argus) vs. Heating Oil Spread Swap Futures |
248 |
5U |
7,000/2,000 |
5,000/1,500 |
1,000/250 |
25 |
4Y |
HO |