Administrative Amendments to the Position Limit, Position Accountability and Reportable Level Table in Chapter 5 of the NYMEX Rulebook for Four (4) Volatility Index Futures and Option Contracts

The New York Mercantile Exchange, Inc. (“NYMEX”) is amending the NYMEX Chapter 5, Position Limit, Position Accountability and Reportable Level Table for four (4) volatility index futures and option contracts.  The amendments adjust the reporting level (NYMEX Rule 561) to 25 contracts for the four volatility index futures and option contracts, effective for trade date August 5, 2011.         

Contract related questions can be directed to Chris Reinhardt, Associate Director, Market Surveillance, at 212.299.2882, and Ryne Toscano, Lead Market Surveillance Analyst, at 212.299.2879.

NYMEX Chapter 5 Position Limit Table

 (Bold/underlining indicates additions; strikethrough indicates deletions.)