• Administrative Amendments to the Any One Month Accountability Level, and Aggregation Allocations for Three Existing Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5180
      • Notice Date
      • 25 March 2010
      • Effective Date
      • 25 March 2010

    • The New York Mercantile Exchange, Inc. is amending the any one month accountability level (NYMEX Rule 560) for the Gasoil 0.1 (Platts) Cargoes CIF NEW vs. ICE Gasoil Swap Futures (Chapter 537, Code TU), and the aggregation allocations for the Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2010 Futures (Chapter 873, Code 76) and Singapore Fuel Oil 180 cst (Platts) Average Price Option (Chapter 493A, Code C5).  These adjustments 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 amendments will be effective on trade date March 25, 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 Chap-ter

      Com-modity Code

       

       

      Diminish-ing Balance Contracts

      All Month Account-ability Level

      Any One Month Accoun-tability Level

      Expira-tion Month Limit

      Report-ing Level

       

       

      Aggre-gate Into (1)

       

       

      Aggre-gate Into (2)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Petroleum

       

       

       

       

       

       

       

       

       

      Europe

      Northwest Europe

       

       

       

       

       

       

       

       

       

       

      Gasoil 0.1 (Platts) Cargoes CIF NWE vs. ICE Gasoil Swap Futures

      537

      TU

       

       

       

      *

      1,000/

      7,000

      500/5,000  7,000

      150/

      1,000

      25

       

       

       

       

      TW

       

       

       

       

      GX

       

      Asia Pacific

      Singapore

       

       

       

       

       

       

       

       

       

      Singapore Fuel Oil 180 cst (Platts) Average Price Option

      493A

      C5

      1,500

      1,500

      n/a

      25

       

       

       

      SE UA

       

      Emissions

       

       

       

       

       

       

       

       

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2010 Futures

      873

      76

      7,000

      5,000

      1,000

      25

       

       

       

       

      76 RJ

       

       

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