In connection with the launch of two (2) new petroleum swap futures contracts on trade date April 12, 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 diminishing balances 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; strikethrough indicates deletions)
Contract Name |
Rule Chap-ter |
Com-modity Code |
Diminish-ing Balances Contracts |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expiration 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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USA |
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EIA Flat Tax U.S. Retail Gasoline Swap Futures |
313 |
JE |
|
7,000 |
5,000 |
3,000 |
25 |
JE |
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Europe |
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Northwest Europe |
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Dated to Frontline Brent BALMO Swap Futures |
831 |
FE |
* |
5,000/20,000 |
5,000/20,000 |
1,000/2,000 |
25 |
UB |
BB |