• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, Reporting Levels and Aggregation Allocations for Six (6) New Crude Oil, RBOB Gasoline, and Heating Oil Minute-Marker Futures Contracts

      • To
      • Member, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4895
      • Notice Date
      • 12 June 2009
      • Effective Date
      • 12 June 2009
    • 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