• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Six (6) New Natural Gas Liquids (“NGL”) Futures Contracts

      • To
      • Members, Member Firms, and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4929
      • Notice Date
      • 17 July 2009
      • Effective Date
      • 17 July 2009
    • In connection with the launch of six (6) new Natural Gas Liquids (“NGL”) futures 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), 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

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Reporting Level

      Aggre-gate Into (1)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.34

      Light Hydrocarbons

       

       

       

       

       

       

       

      Mont Belvieu

      Mont Belvieu Physical Ethane (OPIS) Futures

      369

      3Q

      1,000

      750

      150

      25

      3Q

      Mont Belvieu Physical Iso-Butane (OPIS) Futures

      368

      3L

      1,000

      750

      150

      25

      3L

      Mont Belvieu Physical Natural Gasoline (OPIS) Futures

      367

      3R

      1,000

      750

      150

      25

      3R

      Mont Belvieu Physical Normal Butane (OPIS) Futures

      366

      3M

      1,000

      750

      150

      25

      3M

      Mont Belvieu Physical LDH Propane (OPIS) Futures

      365

      3N

      1,000

      750

      150

      25

      3N

      Mont Belvieu Physical Non-LDH Propane (OPIS) Futures

      364

      3P

      1,000

      750

      150

      25

      3P