• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Eleven (11) New Petroleum Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4995
      • Notice Date
      • 15 September 2009
      • Effective Date
      • 15 September 2009

    • In connection with the launch of eleven (11) new petroleum swap futures contracts on trade date September 21, 2009, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limits (NYMEX Rule 559), reportable levels (NYMEX Rule 561) and aggregation allocations for the new contracts.  The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A 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

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Report-ing Level

      Aggregate Into (1)

      Aggregate Into (2)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Petroleum

       

       

       

       

       

       

       

       

       

      Europe

      Northwest Europe

      Diesel 10ppm NWE Le Havre (Platts) CIF NWE Swap Futures

      361

      S1

      1,000

      750

      150

      10

      S1

      Diesel 10ppm NWE Le Havre (Platts) CIF NWE vs. ICE Gasoil Swap Futures

      362

      S3

      1,000/7,000

      750/7,000

      150/1,000

      10/25

      S1

      GX

      Diesel 10ppm NWE Le Havre (Platts) CIF NWE vs. ICE Gasoil BALMO Swap Futures

      363

      S5

      1,000/7,000

      750/7,000

      150/1,000

      10/25

      S1

      GX

      Diesel 10ppm UK (Platts) CIF NWE Swap Futures

      371

      S6

      1,000

      750

      150

      10

      S6

      Diesel 10ppm UK (Platts) CIF NWE vs. ICE Gasoil Swap Futures

      372

      S8

      1,000/7,000

      750/7,000

      150/1,000

      10/25

      S6

      GX

      Diesel 10ppm UK (Platts) CIF NWE vs. ICE Gasoil BALMO Swap Futures

      373

      T1

      1,000/7,000

      750/7,000

      150/1,000

      10/25

      S6

      GX

       

      Asia/Pacific

      Singapore

      Singapore Jet Kero vs. Gasoil Spread (Platts) BALMO Swap Futures

      657

      Z0

      1,500/1,500

      1,500/1,500

      500/500

      25/25

      KS

      SG

      Singapore Mogas 95 Unleaded (Platts) Swap Futures

      653

      V0

      7,000

      5,000

      1,000

      25

      V0

      Singapore Mogas 95 Unleaded (Platts) BALMO Swap Futures

      654

      W0

      7,000

      5,000

      1,000

      25

      V0

      Singapore Mogas 97 Unleaded (Platts) Swap Futures

      655

      X0

      7,000

      5,000

      1,000

      25

      X0

      Singapore Mogas 97 Unleaded (Platts) BALMO Swap Futures

      656

      Y0

      7,000

      5,000

      1,000

      25

      X0

       

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