In connection with the launch of ten (10) new wet tanker freight forward contracts on trade date June 7, 2010, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration accountability level last day contracts (NYMEX Rule 560), reportable levels (NYMEX Rule 561), 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.
In addition, the aggregation allocation was amended for the Freight Route TC4 (Platts) BALMO Swap Futures contract that is affected by the launch of the new contracts.
Contract related questions can be directed to Joe Hawrysz, Director, Global Market Surveillance, at (312) 341-7750.
(Bold/underlining indicates additions)
Contract Name |
Rule Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Expiration Account-ability Level Last Day Contracts |
Reporting Level |
Aggregate Into (1) |
|
|
|
Rule 560 |
Rule 560 |
Rule 559 |
Rule 560 |
Rule 561 |
|
Tanker Indices |
|
|
|
|
|
|
|
|
Clean Tanker Index |
|
|
|
|
|
|
|
|
Freight Route TC4 (Platts) BALMO Swap Futures |
309 |
V9 |
5,000 |
5,000 |
500 |
|
25 |
|
Clean Tanker Forwards |
|
|
|
|
|
|
|
|
Freight Route TC1 (Platts) Forward |
950 |
FPA |
5,000 |
5,000 |
|
1,000 |
25 |
FPA |
Freight Route TC2 (Baltic) Forward |
953 |
FC2 |
2,500 |
2,500 |
|
500 |
25 |
FC2 |
Freight Route TC4 (Platts) Forward |
951 |
FC4 |
2,500 |
2,500 |
|
500 |
25 |
FC4 |
Freight Route TC5 (Platts) Forward |
952 |
FC5 |
2,500 |
2,500 |
|
500 |
25 |
FC5 |
Freight Route TC6 (Baltic) Forward |
954 |
FC6 |
5,000 |
5,000 |
|
1,000 |
25 |
FC6 |
Dirty Tanker Forwards |
|
|
|
|
|
|
|
|
Freight Route TD3 (Baltic) Forward |
955 |
FT3 |
25,000 |
25,000 |
|
5,000 |
25 |
FT3 |
Freight Route TD5 (Baltic) Forward |
956 |
FT5 |
12,500 |
12,500 |
|
2,500 |
25 |
FT5 |
Freight Route TD7 (Baltic) Forward |
957 |
FT7 |
5,000 |
5,000 |
|
1,000 |
25 |
FT7 |
Freight Route TD9 (Baltic) Forward |
958 |
FB9 |
5,000 |
5,000 |
|
1,000 |
25 |
FB9 |
Freight Route TD10D (Baltic) Forward |
959 |
FDD |
5,000 |
5,000 |
|
1,000 |
25 |
FDD |