In connection with the launch of nine (9) new Eurobob/Rdam Premium Gasoline/Dated Brent contracts on trade date August 3, 2009, please note below the corresponding accountability level (Rule 9A.26), expiration month position limits (Rule 9A.27), expiration accountability level for penultimate and metal contracts (Rule 9A.27A), 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 Chap-ter |
Com-modity Code |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expiration Month Limit |
Expiration Account-ability Level -Penultimate and Metal Contracts |
Report-ing Level |
Aggregate Into (1) |
Aggregate Into (2) |
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Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.27A |
Rule 9A.34 |
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Petroleum |
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Europe |
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Northwest Europe |
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Dated Brent (Platts) Daily Swap Futures |
714 |
7G |
7,000 |
5,000 |
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1,000 |
25 |
7G |
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Gasoline Euro-bob Oxy (Argus) NWE Barges Swap Futures |
729 |
7H |
3,500 |
2,500 |
500 |
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25 |
7H |
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Gasoline Euro-bob Oxy (Argus) NWE Barges BALMO Swap Futures |
731 |
7R |
3,500 |
2,500 |
500 |
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25 |
7H |
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Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread Swap Futures |
732 |
7K |
3,500/20,000 |
2,500/20,000 |
500/2,000 |
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25 |
7H |
BZ |
Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread BALMO Swap Futures |
733 |
7I |
3,500/20,000 |
2,500/20,000 |
500/2,000 |
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25 |
7H |
BZ |
Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges Swap Futures |
715 |
7L |
750 |
500 |
100 |
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25 |
7L |
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Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges BALMO Swap Futures |
716 |
7N |
750 |
500 |
100 |
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25 |
7L |
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EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges Swap Futures |
717 |
7P |
1,500 |
1,500 |
500 |
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25 |
7P |
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EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges BALMO Swap Futures |
719 |
7S |
1,500 |
1,500 |
500 |
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25 |
7P |
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