Large Trader Requirement, All Month/Any One Month Accountability Levels, Expiration Position Limits, and Aggregation Allocations for Three (3) New Physically Delivered Natural Gas Futures Contracts, and Amendments to the Header Notes in the Position Limit Table in Chapter 5 of the NYMEX Rulebook

In connection with the launch of three (3) new Pine Prairie Energy Center (PPEC) physically delivered natural gas futures contracts on trade date February 7, 2011, 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. 

In addition, the amendments to the Header Notes clarify that the Expiration Limit for Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas will be assessed on a daily basis.  The aggregate of the Daily/Weekend Futures, BALMO Futures, and Monthly Futures contract shall be assessed against a daily limit of 150 future contracts. 

Contract related questions can be directed to Glenn Hofferber, Associate Director, Market Surveillance, at 212.299.2884, and Ryne Toscano, Supervisor, Market Surveillance, at 212.299.2879.

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Header Notes

9.  The Expiration Limit for Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas will be assessed on a daily basis.  The aggregate of the Daily/Weekend Futures, BALMO Futures, and Monthly Futures contract shall be assessed against a daily limit of 150 future contracts.