In connection with the launch of eight (8) new 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 Chapter |
Commodity Code |
Diminishing Balances Contracts |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Reporting Level |
Aggregate Into (1) |
Aggregate Into (2) |
|
|
|
|
Rule 560 |
Rule 560 |
Rule 559 |
Rule 561 |
|
|
Petroleum |
|
|
|
|
|
|
|
|
|
Mediterranean |
|
|
|
|
|
|
|
|
|
Genoa/Lavera |
|
|
|
|
|
|
|
|
|
European 1% Fuel Oil Cargoes FOB MED (Platts) Swap Futures |
215 |
EFM |
* |
1,500 |
1,500 |
150 |
25 |
EFM |
|
European 1% Fuel Oil Cargoes FOB MED vs. European 1% Fuel Oil Cargoes FOB NWE Spread (Platts) Swap Futures |
216 |
ENS |
* |
1,500/1,500 |
1,500/1,500 |
150/150 |
25 |
EFM |
UF |
European 3.5% Fuel Oil (Platts) Cargoes FOB MED BALMO Swap Futures |
212 |
EFF |
* |
1,500 |
1,500 |
150 |
25 |
UI |
|
Asia/Pacific |
|
|
|
|
|
|
|
|
|
Japan |
|
|
|
|
|
|
|
|
|
East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Swap Futures |
214 |
EWN |
* |
1,000/1,500 |
1,000/1,500 |
100/150 |
25 |
JA |
UN |
Singapore |
|
|
|
|
|
|
|
|
|
Singapore Mogas 95 Unleaded vs. Singapore Mogas 92 Unleaded Spread (Platts) Swap Futures |
211 |
SMU |
* |
7,000/7,000 |
5,000/5,000 |
1,000/1,000 |
25 |
V0 |
1N |
Singapore Fuel Oil 180 cst (Platts) Crack Spread Swap Futures |
213 |
SFC |
* |
1,500/20,000 |
1,500/20,000 |
150/2,000 |
25 |
UA |
BZ |
Light Hydrocarbons |
|
|
|
|
|
|
|
|
|
Mont Belvieu |
|
|
|
|
|
|
|
|
|
Mont Belvieu Ethylene (PCW) Financial Swap Futures |
602 |
MBN |
|
6,000 |
4,000 |
800 |
25 |
MBN |
|
Mont Belvieu Ethylene (PCW) BALMO Swap Futures |
587 |
MBB |
|
6,000 |
4,000 |
800 |
25 |
MBN |
|