• Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) New Electricity Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5484
      • Notice Date
      • 01 December 2010
      • Effective Date
      • 01 December 2010
    • In connection with the launch of two (2) new electricity swap futures contracts on trade date December 6, 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 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 Glenn Hofferber, Associate Director, Market Surveillance, at 212.299.2884, and Ryne Toscano, Lead Market Surveillance Analyst, at 212.299.2879.

       

      (Bold/underlining indicates additions)

      Contract Name

      Rule Chap-ter

      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)

      Aggre-gate Into (2)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Electricity

       

       

       

       

       

       

       

       

      Alberta

       

       

       

       

       

       

       

       

       

      Alberta Power Pool Calendar Month Swap Futures

      1050

      AOM

      35000

      20000

      5000

      25

      AOM

       

      Alberta Power Pool Calendar Day Swap Futures

      1049

      AOD

      1000

      750

      150

      25

      AOD