• Amendments to the Position Limit, Position Accountability and Reportable Level Table in Chapter 5 of the NYMEX Rulebook for the Japan C&F Naphtha (Platts) Swap Futures and Related Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6319
      • Notice Date
      • 13 July 2012
      • Effective Date
      • 23 July 2012
    • Effective for trade date July 23, 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 increase the expiration month position limits for the Japan C&F Naphtha (Platts) Swap futures, and six other financially-settled swaps futures and average price option contracts associated with the Japan C&F Naphtha (Platts) Swap futures, from their current spot month limit of 100 contract units to a spot month limit of 500 contract units.    
       
      Contract related questions can be directed to Chris Reinhardt, 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 addition; strikethrough indicates deletion)
       

      Contract Name
      Rule Chap-ter
      Com-modity Code
      Diminish-ing Balances Contract
      All Month Account-ability Level
      Any One Month Account-ability Level
      Expira-tion Month Limit
      Report-ing Level
      Aggre- gate Into (1)
      Aggre-gate Into (2)
       
       
       
       
      Rule 560
      Rule 560
      Rule 559
      Rule 561
       
       
      Petroleum
       
       
       
       
       
       
       
       
       
      Asia/Pacific
       
       
       
       
       
       
       
       
       
      Japan
       
       
       
       
       
       
       
       
       
      Japan C&F Naphtha (Platts) Swap Futures
      579
      JA
      *
      1,000
      1,000
      100 500
      25
      JA
       
      Japan C&F Naphtha (Platts) Average Price Option
      1246
      JA5
      *
      1,000
      1,000
      100 500
      25
      JA
       

       

      Mini Japan C & F Naphtha (Platts) Swap Futures
      852
      MJN
      *
      1,000
      1,000
      100 500
      25
      JA
       
      Japan Naphtha (Platts) BALMO Swap Futures
      308
      E6
       
      1,000
      1,000
      100 500
      25
      JA
       
      Mini Japan Naphtha (Platts) BALMO Swap Futures
      1062
      E6M
      *
      1,000
      1,000
      100 500
      25
      JA
       
      Japan C&F Naphtha (Platts) Crack Spread Swap Futures
      580
      JB
       
      1,000/ 2,000
      1,000/ 20,000
      100 500/ 2,000
      25
      JA
      BB
      East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Swap Futures
      214
      EWN
      *
      1,000/ 1,500
      1,000/ 1,500
      100 500/ 2,000
      25
      JA
      UN

       
       
       

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