Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) New NYISO Capacity Futures Contracts, and Addition to the Header Notes of the NYMEX Rulebook Chapter 5 Position Limit Table

In connection with the launch of two (2) new NYISO Capacity Futures contracts on trade date September 12, 2011 (see SER-5830 dated August 31, 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, language will be added to the NYMEX Chapter 5 Header Notes Section to indicate that the current delivery month position limits for Capacity contracts are effective on the last three trading days of the expiring futures contracts.

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

NYMEX Rulebook Chapter 5 Position Limit Table

 (Bold/underlining indicates additions)

Interpretations and Special Notices Relating to Chapter 5

Position Limit, Position Accountability and Reportable Level Table

Header Notes

13.  The current delivery month position limits for Capacity contracts are effective on the last three trading days of the expiring futures contracts.