In connection with the launch of the new E-mini Gold Futures and E-mini Silver Futures contracts on trade date April 20, 2009, please note below the corresponding accountability levels (Rule 9A.26), expiration accountability levels (Rule 9A.27A), reportable levels (Rule 9A.34) and aggregation allocations for the new contracts. The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 9A.33 in a machine-readable format.
Additionally, please note administrative amendments to align the accountability levels, expiration accountability levels, reportable level and aggregation allocations of the COMEX miNY Gold Futures, COMEX miNY Silver Futures and COMEX Asian Gold Futures contracts that are affected with the launch of the aforementioned new contracts.
Contract related questions can be directed to Anthony V. Densieski, Director, Market Surveillance, at (212) 299-2881, Market Regulation at (212) 299-2890, or Chris Reinhardt, Supervisor, Market Surveillance, at (212) 299-2884. Please contact Martin Jacobs, Senior Director, Applications Development at (212) 299-2829 if you have any information services questions.
Attachment
(Bold/underlining indicates additions, Strikethrough indicates deletions.)
Contract Name |
Rule Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Expiration Account-ability Level-Penultimate and Metals Contracts |
Reporting Level |
Aggregate Into (1) |
Aggregate Into (2) |
|
|
|
Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.27A |
Rule 9A.34 |
|
|
Metals |
|
|
|
|
|
|
|
|
|
USA |
|
|
|
|
|
|
|
|
|
E-mini Gold Futures |
407 |
8Q |
10,000 |
10,000 |
|
2,000 |
25 |
8Q |
|
COMEX miNY Gold Futures |
911 |
QO |
|
|
|
|
25 |
|
|
E-mini Silver Futures |
408 |
6Q |
3,000 |
3,000 |
|
500 |
25 |
6Q |
|
COMEX miNY Silver Futures |
912 |
QI |
|
|
|
|
|
|
|
ASIA |
|
|
|
|
|
|
|
|
|
COMEX Asian Gold Futures |
914 |
QS |
|
|
|
|
25 |
|
|