In connection with the launch of four (4) new Northwest Europe petroleum swap futures contracts on trade date April 26, 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 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/underlining indicates additions)
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 |
Reporting 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 |
|
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Northwest Europe |
|
|
|
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|
|
|
|
|
|
315 |
LE |
* |
750/7,000 |
500/7,000 |
100/1,000 |
25 |
2L |
GX |
RME Biodiesel (Argus) FOB Rdam vs. ICE Gasoil Spread Swap Futures |
314 |
KE |
* |
3,500/7,000 |
2,500/7,000 |
500/1,000 |
25 |
1A |
GX |
Ethanol (Argus) T1 ROB Rdam Excluding Duty Swap Futures |
209 |
WE |
* |
750 |
500 |
100 |
25 |
WE |
|
Ethanol (Argus) T2 FOB Rdam Including Duty Swap Futures |
210 |
YE |
* |
750 |
500 |
100 |
25 |
WE |
|