In connection with the launch of six (6) new Crude Oil, RBOB Gasoline, and Heating Oil Minute-Marker Futures contracts on trade date June 15, 2009, please note below the corresponding all month/any one month accountability levels (Rule 9A.26), expiration month position limits (Rule 9A.27), 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.
Contract related questions can be directed to Anthony V. Densieski, Director, Market Surveillance at 212.299.2881, 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.
(Bold/underline indicates additions.)
Contract Name |
Rule Chapter |
Commodity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Reporting Level |
Aggregate Into (1) |
|
|
|
Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.34 |
|
Petroleum |
|
|
|
|
|
|
|
USA |
|
|
|
|
|
|
|
Cushing, Oklahoma |
|
|
|
|
|
|
|
NYMEX Crude Oil Minute-Marker Futures |
231 |
6C |
20,000 |
10,000 |
3,000 |
25 |
4T |
NYMEX Crude Oil Minute-Marker Calendar Month Swap Futures |
232 |
4T |
20,000 |
10,000 |
3,000 |
25 |
4T |
New York Harbor |
|
|
|
|
|
|
|
NYMEX RBOB Gasoline Minute-Marker Futures |
235 |
6R |
7,000 |
5,000 |
1,000 |
25 |
5T |
NYMEX RBOB Gasoline Minute-Marker Calendar Month Swap Futures |
236 |
5T |
7,000 |
5,000 |
1,000 |
25 |
5T |
NYMEX Heating Oil Minute-Marker Futures |
239 |
6H |
7,000 |
5,000 |
1,000 |
25 |
7T |
NYMEX Heating Oil Minute-Marker Calendar Month Swap Futures |
240 |
7T |
7,000 |
5,000 |
1,000 |
25 |
7T |