The New York Mercantile Exchange is amending the all month/any one month accountability levels (Rule 9A.26) and expiration month position limits (Rule 9A.27) for three (3) petroleum swap futures contracts that were launched on June 15, 2009. The amendments correct inadvertent administrative errors as indicated below.
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) |
Aggre-gate Into (2) |
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Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.34 |
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Petroleum |
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USA |
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Gulf Coast |
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Gulf Coast Heating Oil (Argus) vs. Heating Oil Spread Swap Futures |
244 |
7U |
10,000/ |
10,000/5,000 |
1,000/1,000 |
25 |
4U |
HO |
New York Harbor |
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New York ULSD (Argus) vs. Heating Oil Spread Swap Futures |
246 |
7Y |
10,000/7,000 |
10,000/5,000 |
1,000/1,000 |
25 |
5Y |
HO |
New York Jet Fuel (Argus) vs. Heating Oil Spread Swap Futures |
248 |
5U |
2,000/7,000 |
1,500/5,000 |
250/1,000 |
25 |
4Y |
HO |