Please be advised that effective January 6, 2012, and pending all relevant CFTC regulatory review periods, the New York Mercantile Exchange, Inc. (NYMEX) is implementing amendments to the NYMEX Chapter 5, Position Limit, Position Accountability and Reportable Level Table to decrease the expiration month position limits for the Canadian Heavy Crude Oil (Net Energy) Index Futures and Canadian Heavy Crude Oil (Net Energy) Index Average Price Option contracts to 1,000 contract units.
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; strikethrough indicates deletions.)
Contract Name |
Rule Chap-ter |
Com-modity Code |
Diminish-ing Balances Contracts |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expira-tion Month Limit |
Report-ing Level |
Aggre-gate Into (1) |
|
|
|
|
Rule 560 |
Rule 560 |
Rule 559 |
Rule 561 |
|
Petroleum |
|
|
|
|
|
|
|
|
Canada |
|
|
|
|
|
|
|
|
Canadian Heavy Crude Oil (Net Energy) Index Futures |
263 |
WCC |
|
20,000 |
10,000 |
|
25 |
WCC |
Canadian Heavy Crude Oil (Net Energy) Index Average Price Option |
1151 |
WCI |
* |
20,000 |
10,000 |
|
25 |
WCC |