In connection with the launch of three (3) new petroleum crack spread average price option contracts on trade date July 20, 2009, please note below the corresponding all month/any one month accountability levels (Rule 9A.26), expiration month position limits, (Rule 9A.27), reporting 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 |
Com-modity Code |
All Month Accountability Level |
Any One Month Accountability Level |
Expiration Month Limit |
Reporting Level |
Aggregate Into (1) |
Aggregate 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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Cushing, Oklahoma |
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|
RBOB Crack Spread Average Price Option |
559A |
3Y |
7,000/20,000 |
5,000/10,000 |
1,000/3,000 |
25 |
RB |
CL |
Heating Oil Crack Spread Average Price Option |
523A |
3W |
20,000/7,000 |
10,000/5,000 |
3,000/1,000 |
25 |
CL |
HO |
Europe |
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Northwest Europe |
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|
Gasoil Crack Spread Average Price Option |
710A |
3U |
20,000/7,000 |
20,000/7,000 |
2,000/1,000 |
25 |
BB |
GX |