In connection with the launch of six (6) new Climate Action Reserve Futures and Option contracts on trade date March 22, 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. These contracts will be added to the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook. The commodity codes are 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 |
|
Emissions |
|
|
|
|
|
|
|
Climate Action Reserve (CAR) Futures |
917 |
CR |
700 |
500 |
100 |
10 |
CR |
Climate Action Reserve (CAR) Option |
918 |
CO |
700 |
500 |
100 |
10 |
CR |
Climate Action Reserve (CAR) Futures-Vintage 2009 |
917 |
92 |
700 |
500 |
100 |
10 |
CR |
Climate Action Reserve (CAR) Futures-Vintage 2010 |
917 |
93 |
700 |
500 |
100 |
10 |
93 |
Climate Action Reserve (CAR) Futures-Vintage 2011 |
917 |
94 |
700 |
500 |
100 |
10 |
94 |
Climate Action Reserve (CAR) Futures-Vintage 2012 |
917 |
95 |
700 |
500 |
100 |
10 |
95 |