In connection with the launch of the new Central Appalachian Coal Option on Quarterly Futures Strip contract on trade date March 22, 2010, please note below the corresponding all month/any one month accountability level (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/underlining indicates additions, Strikethrough indicates deletions.)
Contract Name |
Rule Chap-ter |
Com-modity Code |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expira-tion Month Limit |
Reporting Level |
Aggre-gate Into (1) |
|
|
|
Rule 560 |
Rule 560 |
Rule 559 |
Rule 561 |
|
Coal |
|
|
|
|
|
|
|
Central Appalachian Coal Option on Quarterly Futures Strip |
355 |
6K |
5,000 |
5,000 |
200 |
25 |
QL |