In connection with the launch of ten (10) new Euro Mini and daily petroleum contracts on trade date September 13, 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.
In addition, the aggregation allocation was amended for the Premium Unleaded 10 ppm (Platts) Cargoes CIF NEW BALMO Swap Futures contract that is affected by the launch of the new contracts.
Contract related questions can be directed to Glenn Hofferber, Associate Director, Market Surveillance, at 212.299.2884, or Joe Hawrysz, Director, Global Market Surveillance, at 312.341.7750.
(Bold/underlining indicates additions; strikethrough indicates deletions.)
Contract Name |
Rule Chap-ter |
Com-modity Code |
Diminish-ing Balances Contracts |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expira-tion Month Limit |
Report-ing 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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|
Daily European Naphtha (Platts) CIF NWE Swap Futures |
236 |
NCN |
|
1,500 |
1,500 |
150 |
25 |
UN |
|
Mini European Naphtha (Platts) CIF NWE Swap Futures |
230 |
MNC |
* |
1,500 |
1,500 |
150 |
25 |
UN |
|
Premium Unleaded 10 ppm (Platts) Cargoes CIF NWE BALMO Swap Futures |
470 |
6D |
* |
750 |
500 |
100 |
25 |
|
|
Daily Gasoline Euro-bob Oxy (Argus) NWE Barges Swap Futures |
238 |
GBR |
|
3,500 |
2,500 |
500 |
25 |
7H |
7F |
Mini Gasoil 0.1 (Platts) Cargoes CIF NWE vs. Gasoil Swap Futures |
235 |
MGF |
* |
1,000/7,000 |
500/5,000 |
150/1,000 |
25 |
TW |
7F |
Mini Gasoil 10ppm (Platts) Cargoes CIF NWE vs. Gasoil Swap Futures |
234 |
MGN |
* |
1,000/7,000 |
500/5,000 |
150/1,000 |
25 |
TY |
7F |
Daily European 1% Fuel Oil (Platts) Cargoes FOB NWE Swap Futures |
239 |
FCN |
|
1,500 |
1,500 |
150 |
25 |
UF |
|
Daily European 3.5% Fuel Oil (Platts) Barges FOB Rdam Swap Futures |
237 |
FOR |
|
1,500 |
1,500 |
150 |
25 |
UV |
|
Mini European Jet Kero (Platts) Cargoes CIF NWE vs. Gasoil Swap Futures |
232 |
MJC |
* |
1,500/7,000 |
1,500/5,000 |
150/1,000 |
25 |
UJ |
7F |
Mini European Jet Kero (Platts) Barges FOB Rdam vs. Gasoil Swap Futures |
233 |
MJB |
* |
1,500/7,000 |
1,500/5,000 |
150/1,000 |
25 |
UR |
7F |
Mediterranean |
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Italy |
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Mini ULSD 10ppm (Platts) Cargoes CIF MED vs. Gasoil Swap Futures |
231 |
UCM |
* |
5,000/7,000 |
5,000/5,000 |
500/1,000 |
25 |
Z6 |
7F |