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Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Diminishing Balances and Aggregation Allocations for Nine (9) New European Petroleum Swap Futures, Six (6) New Natural Gas Liquids, and Two (2) New Plastics Contracts
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- To
- Members, Member Firms and Market Users
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- From
- Market Regulation Department
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- #
- SER-5263
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- Notice Date
- 03 June 2010
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- Effective Date
- 03 June 2010
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In connection with the launch of nine (9) new European crack spread futures, six (6) new natural gas liquids, and two (2) new plastics contracts on trade date June 7, 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 Joe Hawrysz, Director, Global Market Surveillance, at 312.341.7750.
(Bold/underlining indicates additions)
Contract Name
Rule Chapter
Com-modity Code
Diminish-ing Balances Contracts
All Month Accountability Level
Any One Month Accountability Level
Expiration Month Limit
Report-ing Level
Aggre-gate Into (1)
Aggre-gate Into (2)
Rule 560
Rule 560
Rule 559
Rule 561
Petroleum
Europe
Northwest Europe
Naphtha (Platts) Cargoes CIF NWE Crack Spread (1000mt) Swap Futures
148
NOB
*
1,500/20,000
1,500/20,000
150/2,000
25
UN
BZ
Naphtha (Platts) Cargoes CIF NWE Crack Spread (1000mt) BALMO Swap Futures
149
NBB
*
1,500/20,000
1,500/20,000
150/2,000
25
UN
BZ
Argus Gasoline Eurobob Oxy Barges NWE Crack Spread (1000mt) Swap Futures
146
EOB
*
3,500/20,000
2,500/20,000
500/2,000
25
7H
BZ
Argus Gasoline Eurobob Oxy Barges NWE Crack Spread (1000mt) BALMO Swap Futures
147
AES
*
3,500/20,000
2,500/20,000
500/2,000
25
7H
BZ
Gasoil (ICE) Crack Spread (1000mt) Swap Futures
143
GOC
*
7,000/20,000
7,000/20,000
1,000/2,000
25
GX
BZ
Gasoil 0.1% (Platts) Cargoes CIF NWE Crack Spread (1000mt) Swap Futures
145
GEB
*
1,000/20,000
500/20,000
150/20,000
25
TW
BZ
Gasoil 0.1% (Platts) Barges FOB Rdam Crack Spread (1000mt) Swap Futures
144
GOB
*
1,000/20,000
500/20,000
150/2,000
25
VL
BZ
1.0% Fuel Oil (Platts) Cargoes FOB NWE Crack Spread (1000mt) Swap Futures
142
FVB
*
1,500/20,000
1,500/20,000
150/2,000
25
UF
BZ
3.5% Fuel Oil (Platts) Barges FOB Rdam Crack Spread (1000mt) Swap Futures
141
BOB
*
1,500/20,000
1,500/20,000
150/2,000
25
UV
BZ
Light Hydrocarbons
Conway
Conway Natural Gasoline (OPIS) BALMO Swap Futures
134
CGB
*
2,000
1,500
250
25
8L
Conway Normal Butane (OPIS) BALMO Swap Futures
135
CBB
*
2,000
1,500
250
25
8M
Conway Propane (OPIS) BALMO Swap Futures
133
CPB
*
2,000
1,500
250
25
8K
Mont Belvieu
Daily Mont Belvieu Natural Gasoline (Non-LDH) (OPIS) Swap Futures
138
C5D
2,000
1,500
250
25
7Q
Daily Mont Belvieu Normal Butane (Non-LDH) (OPIS) Swap Futures
137
C4D
2,000
1,500
250
25
D0
Daily Mont Belvieu LDH Propane (OPIS) Swap Futures
136
C3D
2,000
1,500
250
25
B0
Plastics
HDPE High Density Polyethylene (PCW) Calendar Swap Futures
139
HPE
*
10,000
10,000
2,000
25
HPE
LLDPE Linear Low Density Polyethylene (PCW) Calendar Swap Futures
140
LPE
*
10,000
10,000
2,000
25
LPE
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