• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits and Aggregation Allocations for Four (4) New Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures Contracts with Specific Vintage Years, and Administrative Amendments to Existing Related Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5117
      • Notice Date
      • 26 January 2010
      • Effective Date
      • 26 January 2010
    • In connection with the launch of four (4) new Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures contracts with specific vintage years on trade date January 25, 2010, 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.

       

      In addition, administrative amendments to existing related contracts align the all month/any one month accountability levels and expiration month limits with those of the new contracts.

         

      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.