• Large Trader Reporting Requirement, All Month/Any One Month Position Accountability Level, Expiration Month Position Limit, and Aggregation Allocation for the New Central Appalachian Coal Option on Quarterly Futures Strip Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5167
      • Notice Date
      • 12 March 2010
      • Effective Date
      • 12 March 2010
    • 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