• Administrative Amendments to the All Month/Any One Month Accountability Levels, Expiration Month Limits and Aggregation Allocations for Three (3) Existing Electricity Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5130
      • Notice Date
      • 05 February 2010
      • Effective Date
      • 09 February 2010

    • The New York Mercantile Exchange, Inc. is amending the all month/any one month account-ability levels (NYMEX Rule 560), expiration month limits (NYMEX Rule 559), and aggregation allocations for three (3) existing NYISO electricity swap futures contracts.  These changes will be made effective on trade date February 9, 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)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Electricity

       

       

       

       

       

       

       

      New York Independent Systems Operator (NYISO)

       

       

       

       

       

       

       

       

      NYISO Zone A 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures

      903

      K4

      10,000 1,000

      75,000 750

      15,000 150

      25

      K4 KB

       

      NYISO Zone G 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures

      905

      D2

      75,000 700

      50,000 500

      10,000 100

      25

      D2 KH

       

      NYISO Zone J 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures

      553

      D4

      25,000 1,500

      20,000 1,000

      40,000 200

      25

      D4 KK

       

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