• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Three (3) New NYISO Electricity Option Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4976
      • Notice Date
      • 20 August 2009
      • Effective Date
      • 20 August 2009
    • In connection with the launch of three (3) new NYISO electricity option contracts on trade date August 24, 2009, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 9A.26), expiration month position limits (NYMEX Rule 9A.27), reportable levels (NYMEX 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 Chap-ter

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Reporting Level

      Aggre-gate Into (1)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.34

      Electricity

       

       

       

       

       

       

       

      New York Independent System Operator (NYISO)

      NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option

      902a

      9T

      3,000

      2,000

      400

      25

      KA

      NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option

      904a

      9U

      2,000

      1,500

      150

      25

      KG

      NYISO Zone J 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option

      906a

      9V

      3,000

      2,000

      400

      25

      KJ