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) |
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Rule 560 |
Rule 560 |
Rule 559 |
Rule 561 |
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Petroleum |
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Europe Northwest Europe |
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Gasoil 0.1 (Platts) Cargoes CIF NWE vs. ICE Gasoil Swap Futures |
537 |
TU |
* |
1,000/ 7,000 |
500/ |
150/ 1,000 |
25 |
TW |
GX |
Asia Pacific Singapore |
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Singapore Fuel Oil 180 cst (Platts) Average Price Option |
493A |
C5 |
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1,500 |
1,500 |
n/a |
25 |
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Emissions |
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Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2010 Futures |
873 |
76 |
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7,000 |
5,000 |
1,000 |
25 |
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