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Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Eleven (11) New Natural Gas Basis Option Contracts
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- To
- Members, Member Firms and Market Users
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- From
- Market Regulation Department
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- #
- SER-4930
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- Notice Date
- 30 July 2009
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- Effective Date
- 30 July 2009
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In connection with the launch of eleven (11) new natural gas basis option contracts on trade date August 3, 2009, please note below the corresponding all month/any one month accountability levels (Rule 9A.26), expiration month position limits, (Rule 9A.27), reporting 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)
NOTIFICATION OF AMENDMENTS TO NYMEX RULES 9A.26, 9A.27 and 9A.34
(Bold/underline indicates additions.)
Contract Name
Rule Chapter
Com-modity Code
All Month Accountability Level
Any One Month Account-ability Level
Expiration Month Limit
Report-ing Level
Aggre-gate Into (1)
Aggre-gate Into (2)
Rule 9A.26
Rule 9A.26
Rule 9A.27
Rule 9A.34
Natural Gas
Inside FERC
Columbia Gas Transmission Corp.
Columbia Gas Transmission Corp. Appalachia (TCO) Basis (Platts IFERC) Option
622B
5D
10,000
10,000
2,500
175
TC
Dominion Transmission Inc.
Houston Ship Channel Basis (Platts IFERC) Option
518B
5F
10,000
10,000
2,000
25
NH
Natural Gas Pipeline Co. of America
Natural Gas Pipeline Co. of America (NGPL) Mid-Con Basis Option
629B
5G
10,000
10,000
500
175
NL
Natural Gas Pipeline Co. of America (NGPL) TexOk Basis Option
625B
5H
10,000
10,000
1,000
175
PD
Northeast
Texas Eastern Zone M-3 Basis Option
621B
5N
10,000
10,000
1,500
25
NX
Northwest Pipeline Corp.
Northwest Pipeline, Rockies Basis Option
524B
5I
10,000
10,000
2,000
25
NR
Panhandle Eastern Pipe Line Co.
Panhandle Basis Option
525B
5K
10,000
10,000
2,000
175
PH
South Louisiana
Henry Hub Basis Option
509B
5E
10,000
10,000
2,000
175
HB
Upper Midwest
Michigan Consolidated Gas Basis Option
619B
4W
10,000
10,000
500
175
NF
West Texas
Waha Basis Option
634B
5O
10,000
10,000
2,000
175
MW
Platts
NGI Bidweek Survey
SoCal Basis Option
520B
5M
10,000
10,000
2,000
25
NS
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