Large Trader Requirement, All Month/Any One Month Accountability Levels, Expiration Month Position Limit, Diminishing Balances and Aggregation Allocation for the New Mini Singapore Gasoil (Platts) Swap Futures Contract, and Additional Language to the Header Notes of the NYMEX Rulebook Chapter 5 Position Limit Table

In connection with the launch of the new Mini Singapore Gasoil (Platts) Swap Futures contract on trade date December 12, 2011 (see SER-6019 dated November 16, 2011), please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limit (NYMEX Rule 559), reportable level (NYMEX Rule 561), diminishing balances and aggregation allocation for the new contract.  This contract 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 code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A in a machine-readable format. 

In addition, the new contract will be added to the listing in the Header Notes of the NYMEX Rulebook Chapter 5 Position Limit Table denoting that Mini Petroleum contracts shall be deemed equivalent to .10 of the quantity of the corresponding base contract into which each Mini Petroleum contract aggregates.

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)

Position Limit, Position Accountability and Reportable Level Table

Header Notes

1.  ….

The following Mini Petroleum contracts shall be deemed equivalent to .10 of the quantity of the corresponding base contract into which each Mini Petroleum contract aggregates:

Mini Singapore Gasoil (Platts) Swap Futures