• Large Trader Reporting Requirement, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limit, and Aggregation Allocation for a New Argus Sour Crude Index (“ASCI”) Financial Futures Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5118
      • Notice Date
      • 22 January 2010
      • Effective Date
      • 22 January 2010
    • In connection with the launch of a new Argus Sour Crude Index (“ASCI”) Financial Futures contract on trade date January 25, 2010, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limit (NYMEX Rule 559), reportable level (NYMEX Rule 561) and aggregation allocation for the new contract.  The commodity code is 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.   

       

       

      (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

      Report-ing Level

      Aggre-gate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Petroleum

       

       

       

       

       

       

       

      USA

       

       

       

       

       

       

       

      Gulf Coast

       

       

       

       

       

       

       

      Argus Sour Crude Index (“ASCI”) Financial Futures

      226

      A0

      30,000

      20,000

      5,000

      25

      29