• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Level, Expiration Month Position Limit, and Aggregation Allocation for the New European Gasoil Calendar Spread Option Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5292
      • Notice Date
      • 07 July 2010
      • Effective Date
      • 12 July 2010
    • In connection with the launch of the new European Gasoil Calendar Spread Option contract on trade date July 12, 2010, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limit (NYMEX Rule 559), reportable level (NYMEX Rule 561), and aggregation allocation for the new contract.  This contract 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 code is 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

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Report-ing Level

      Aggre-gate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Petroleum

       

       

       

       

       

       

       

      Europe

       

       

       

       

       

       

       

      Northwest Europe

       

       

       

       

       

       

       

      European Gasoil Calendar Spread Option

      552

      GXA, GXB, GXC, GXM, GXX

      5,000

      5,000

      1,000

      25

      BG