• Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) Midwest ISO Michigan Hub Electricity Futures Contracts

      • #
      • SER-6172
      • Notice Date
      • 22 March 2012
    • In connection with the launch of two (2) new Midwest ISO Michigan Hub Electricity Futures contracts on trade date March 26, 2012 (see SER-6155 dated March 8, 2012), 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.

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