In connection with the launch of four (4) new In Delivery Month European Union Allowance (“IDM EUA”) and In Delivery Month Certified Emission Reduction (“IDM CER”) futures and options contracts on trade date June 22, 2009, please note below the corresponding 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.
Additionally, please note administrative amendments to four (4) existing related contracts whose aggregation allocations are affected with the launch of the aforementioned new contracts, and changes to conform the contract names to the new contracts.
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; strikethrough indicates deletions.)
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 |
|
Emissions |
|
|
|
|
|
|
|
In Delivery Month European Union Allowance (EUA) Futures |
850 |
6T |
70,000 |
50,000 |
10,000 |
25 |
6T |
In Delivery Month European Union Allowance (EUA) Option |
851 |
6U |
70,000 |
50,000 |
10,000 |
25 |
6T |
European Union Allowance (EUA) Futures |
868 |
RC |
10,000 |
5,000 |
2,500 |
25 |
|
European Union Allowance (EUA) Option |
869 |
AV |
10,000 |
5,000 |
2,500 |
25 |
|
In Delivery Month Certified Emission Reduction (CER) Futures |
852 |
6S |
30,000 |
20,000 |
4,000 |
25 |
6S |
In Delivery Month Certified Emission Reduction (CER) Option |
853 |
6P |
30,000 |
20,000 |
4,000 |
25 |
6S |
Certified Emission Reduction (CER) Futures |
870 |
VA |
5,000 |
2,500 |
1,250 |
25 |
|
Certified Emission Reduction (CER) Option |
872 |
VG |
5,000 |
2,500 |
1,250 |
25 |
|