• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) New In Delivery Month Option Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5000
      • Notice Date
      • 03 September 2009
      • Effective Date
      • 03 September 2009
    • In connection with the launch of two (2) new In Delivery Month Option 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

      Expir-ation Month Limit

      Report-ing Level

      Aggregate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

       

      Emissions

       

       

       

       

       

       

       

      In Delivery Month European Union Allowance (EUA) Serial Option

      909

      9G

      70,000

      50,000

      10,000

      25

      6T

      In Delivery Month Certified Emission Reduction (CER) Serial Option

      910

      9E

      30,000

      20,000

      4,000

      25

      6S