• Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) New Singapore Fuel Oil Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6572
      • Notice Date
      • 07 March 2013
      • Effective Date
      • 07 March 2013

    • In connection with the launch of two (2) new Singapore Fuel Oil Futures contracts on trade date March 11, 2013 (see SER-6542 dated February 15, 2013), 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 Name

      Rule Chap-ter

      Com-modity Code

       

      　

      Diminish-ing Balances

      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

       

       

       

       

       

       

       

       

       

      Singapore

       

       

       

       

       

       

       

       

       

      Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures

      249

      EVC

       

      　

      　

      　

      　

      　

      　

      *

      1,500/

      1,500

      1,500/

      1,500

      150/150

      25

      SE

       

      　

      　

      　

      　

      　

      　

      UV

      Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) BALMO Futures

      250

      SFB

       

      　

      　

      　

      　

      　

      　

      　

      *

      1,500/

      1,500

      1,500/

      1,500

      150/150

      25

      SE

       

      　

      　

      　

      　

      　

      　

      　

      UV

      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 additions)

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