• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, Expiration Accountability Level for Penultimate and Metal Contracts, and Aggregation Allocations for Nine (9) New Eurobob/Rdam Premium Gasoline/Dated Brent Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-4944
      • Notice Date
      • 30 July 2009
      • Effective Date
      • 30 July 2009
    • 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)

      Rule 9A.26

      Rule 9A.26

      Rule 9A.27

      Rule 9A.27A

      Rule 9A.34

       

      Petroleum

       

       

       

       

       

       

       

       

       

      Europe

      Northwest Europe

      Dated Brent (Platts) Daily Swap Futures

      714

      7G

      7,000

      5,000

      1,000

      25

      7G

      Gasoline Euro-bob Oxy (Argus) NWE Barges Swap Futures

      729

      7H

      3,500

      2,500

      500

      25

      7H

      Gasoline Euro-bob Oxy (Argus) NWE Barges BALMO Swap Futures

      731

      7R

      3,500

      2,500

      500

      25

      7H

      Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread Swap Futures

      732

      7K

      3,500/20,000

      2,500/20,000

      500/2,000

      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

      25

      7H

      BZ

      Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges Swap Futures

      715

      7L

      750

      500

      100

      25

      7L

      Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges BALMO Swap Futures

      716

      7N

      750

      500

      100

      25

      7L

      EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges Swap Futures

      717

      7P

      1,500

      1,500

      500

      25

      7P

      EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges BALMO Swap Futures

      719

      7S

      1,500

      1,500

      500

      25

      7P