• Administrative Amendments to the NYMEX Rulebook Chapter 5, Position Limit, Position Accountability and Reportable Level Table

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5686
      • Notice Date
      • 31 March 2011
      • Effective Date
      • 04 April 2011

    • Please be advised that effective Monday, April 4, 2011, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will remove references to products listed on the Green Exchange LLC (GreenX) and the Dubai Mercantile Exchange (DME) from the NYMEX Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook.

       

      The respective product slates were migrated to the GreenX effective trade date January 24, 2011, and to the DME effective trade date May 1, 2007. 

       

      Reporting firms should, however, continue to report positions of these contracts to NYMEX in the same manner as they are currently reported, but may refer to the GreenX (www.thegreenx.com) and DME (www.dubaimerc.com) rulebooks for the position limit, position accountability and reportable levels of the respective products.

       

      Contract related questions can be directed to Ryne Toscano, Supervisor, Market Surveillance, at 212.299.2879, or Daniel Meir, Lead Market Surveillance Analyst, at 212.299.2878.

       

       

      (Strikethrough indicates deletions)

      Contract Name

      Rule Chap-ter

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expiration Month Limit

      Report-ing Level

      Aggre-gate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 561

      Petroleum

      Dubai Mercantile Exchange

       

      DME Oman Crude Oil Futures Contract (See Dubai Mercantile Exchange Chapter 10)

      OQ

      n/a

      n/a

      n/a

      25

      OQ

       

      DME Oman Crude Oil Financial Contract (See Dubai Mercantile Exchange Chapter 14)

      ZG

      n/a

      n/a

      n/a

      25

      ZG

      Green Exchange

      Emissions

       

      Annual NOX Emissions Allowance Vintage 2009 Futures (See Green Exchange Rulebook Chapter 15)

      WW

      4,500

      2,500

      375 (Jan-Nov 2009) 250 (Dec 2009)

      25

      WW

       

      Annual NOX  Emissions Allowance Vintage 2010 Futures (See Green Exchange Rulebook Chapter 15)

      YP

      3,500

      2,000

      375 (Jan-Nov 2010) 250 (Dec 2010)

      25

      YP

       

      Annual NOX  Emissions Allowance Vintage 2011 Futures (See Green Exchange Rulebook Chapter 15)

      YQ

      3,500

      2,000

      375 (Jan-Nov 2011) 250 (Dec 2011)

      25

      YQ

       

      Annual NOX  Emissions Allowance Vintage 2012 Futures (See Green Exchange Rulebook Chapter 15)

      YR

      3,500

      2,000

      375 (Jan-Nov 2012) 250 (Dec 2012)

      25

      YR

       

      NOX Emissions Allowance Futures (See Green Exchange Rulebook Chapter 15)

      RN

      2,500

      1,200

      600

      25

      RN

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

      Seasonal NOX Emissions Allowance Vintage 2009 Futures (See Green Exchange Rulebook Chapter 15)

      YI

      2,500

      1,200

      600

      25

      YI

       

      Seasonal NOX Emissions Allowance Vintage 2010 Futures (See Green Exchange Rulebook Chapter 15)

      YJ

      2,000

      1,000

      500

      25

      YJ

       

      Seasonal NOX Emissions Allowance Vintage 2011 Futures (See Green Exchange Rulebook Chapter 15)

      YN

      2,000

      1,000

      500

      25

      YN

       

      Seasonal NOX Emissions Allowance Vintage 2012 Futures (See Green Exchange Rulebook Chapter 15)

      YM

      2,000

      1,000

      500

      25

      YM

       

      SO2 Emission Allowance Futures (See Green Exchange Rulebook Chapter 16)

      RS

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emissions Allowance Option (See Green Exchange Rulebook Chapter 16)

      AS

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures (See Green Exchange Rulebook Chapter 16)

      09

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Option (See Green Exchange Rulebook Chapter 16)

      S2

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures 2009 (See Green Exchange Rulebook Chapter 16)

      VAF

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures 2010 (See Green Exchange Rulebook Chapter 16)

      10

      17,500

      12,500

      2,500

      25

      RS

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

      SO2 Emission 25-Allowance Futures 2011 (See Green Exchange Rulebook Chapter 16)

      11

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures 2012 (See Green Exchange Rulebook Chapter 16)

      12

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures 2013 (See Green Exchange Rulebook Chapter 16)

      13

      17,500

      12,500

      2,500

      25

      RS

       

      SO2 Emission 25-Allowance Futures 2014 (See Green Exchange Rulebook Chapter 16)

      14

      17,500

      12,500

      2,500

      25

      RS

       

      In Delivery Month European Union Allowance (EUA) Futures (See Green Exchange Rulebook Chapter 11)

      6T

      70,000

      50,000

      10,000

      25

      6T

       

      In Delivery Month European Union Allowance (EUA) Serial Option (See Green Exchange Rulebook Chapter 11)

      9G

      70,000

      50,000

      10,000

      25

      6T

       

      In Delivery Month European Union Allowance (EUA) Option (See Green Exchange Rulebook Chapter 11)

      6U

      70,000

      50,000

      10,000

      25

      6T

       

      European Union Allowance (EUA) Futures (See Green Exchange Rulebook Chapter 17)

      RC

      10,000

      5,000

      2,500

      25

      6T

       

      European Union Allowance (EUA) Option (See Green Exchange Rulebook Chapter 17)

      AV

      10,000

      5,000

      2,500

      25

      6T

       

      Daily European Union Allowance (EUA) Futures (See Green Exchange Rulebook Chapter 12)

      EUL

      1,800

      1,800

      1,800

      1

      EUL

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

      In Delivery Month Certified Emission Reduction (CER) Futures (See Green Exchange Rulebook Chapter 11)

      6S

      30,000

      20,000

      4,000

      25

      6S

       

      In Delivery Month Certified Emission Reduction (CER) Serial Option (See Green Exchange Rulebook Chapter 11)

      9E

      30,000

      20,000

      4,000

      25

      6S

       

      In Delivery Month Certified Emission Reduction (CER) Option (See Green Exchange Rulebook Chapter 11)

      6P

      30,000

      20,000

      4,000

      25

      6S

       

      Certified Emission Reduction (CER) Futures (See Green Exchange Rulebook Chapter 17)

      VA

      5,000

      2,500

      1,250

      25

      6S

       

      Certified Emission Reduction (CER) Option (See Green Exchange Rulebook Chapter 17)

      VG

      5,000

      2,500

      1,250

      25

      6S

       

      Climate Action Reserve (CAR) Futures (See Green Exchange Rulebook Chapter 13)

      CR

      700

      500

      100

      10

      CR

       

      Climate Action Reserve (CAR) Option (See Green Exchange Rulebook Chapter 13)

      CO

      700

      500

      100

      10

      CR

       

      Climate Action Reserve (CAR) Futures- Vintage 2009 (See Green Exchange Rulebook Chapter 13)

      92

      700

      500

      100

      10

      CR

       

      Climate Action Reserve (CAR) Futures- Vintage 2010 (See Green Exchange Rulebook Chapter 13)

      93

      700

      500

      100

      10

      93

      Climate Action Reserve (CAR) Futures- Vintage 2011 (See Green Exchange Rulebook Chapter 13)

      94

      700

      500

      100

      10

      94

       

      Climate Action Reserve (CAR) Futures- Vintage 2012 (See Green Exchange Rulebook Chapter 13)

      95

      700

      500

      100

      10

      95

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures (See Green Exchange Rulebook Chapter 14)

      RJ

      14,000

      10,000

      2,000

      25

      RJ

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Option (See Green Exchange Rulebook Chapter 14)

      OR

      14,000

      10,000

      2,000

      25

      RJ

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2009 Futures (See Green Exchange Rulebook Chapter 14)

      98

      14,000

      10,000

      2,000

      25

      RJ

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2010 Futures (See Green Exchange Rulebook Chapter 14)

      76

      7,000

      5,000

      1,000

      25

      RJ

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2011 Futures (See Green Exchange Rulebook Chapter 14)

      86

      7,000

      5,000

      1,000

      25

      86

       

      Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Vintage 2012 Futures (See Green Exchange Rulebook Chapter 14)

      96

      7,000

      5,000

      1,000

      25

      96

       

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