• Administrative Amendments to the Aggregation Allocations for a Natural Gas Option Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5114
      • Notice Date
      • 21 January 2010
      • Effective Date
      • 22 January 2010

    • The administrative amendments to NYMEX Chapter 5, Position Limit, Position Accountability and Reportable Level Table revise the aggregation allocations for the Henry Hub Natural Gas Financial Calendar Spread Option (Chapter 399).  These changes will be made effective on January 22, 2010.

       

       

       

       

      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.   

       

       

      (Bold/underline indicates additions; strikethrough indicates deletions)

       

       

      Contract Name

      Rule Chapter

      Commodity Code

      All Month Accountability Level

      Any One Month Accountability Level

      Expiration Month Limit

      Reporting Level

      Aggregate Into (1)

      Aggregate Into (2)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Natural Gas

       

       

       

       

       

       

       

       

      USA

       

       

       

       

       

       

       

       

       

      Henry Hub Natural Gas Financial Calendar Spread Option

      399

      G4, G2, G3, G5, G6, G7

      12,000

      12,000

      1,000

      100

      HH HP

      HH HP

       

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