In connection with the launch of one (1) new NY ULSD Financial futures contract and two (2) new NY ULSD option contracts on trade date January 23, 2012 (see SER-6054 dated December 19, 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. 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)
Contract Name Rule Chap-ter Com-modity Code 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 USA New York Harbor NY ULSD Financial Futures 1152 ULS 7,000 7,000 1,000 25 ULS NY ULSD Option 1153 ULO 7,000 7,000 650 25 LH NY ULSD European Option 1154 ULE 7,000 7,000 1,000 25 ULS