In connection with the launch of three (3) new natural gas liquid swap futures contracts on trade date August 17, 2009, please note below the corresponding all month/any one month account-ability levels (NYMEX Rule 9A.26), expiration month position limits (NYMEX Rule 9A.27), reportable levels (NYMEX 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.A in a machine-readable format.
Additional administrative amendments were made to the all month accountability levels and aggregation allocations of existing natural gas liquid contracts that were affected by the launch
of the new contracts, and the name of a related contract was revised to conform it to the related group of contracts.
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/underlining indicates additions, Strikethrough indicates deletions.)
Contract Name |
Rule Chapter |
Com-modity Code |
Deter-ioration Contracts |
All Month Account-ability Level |
Any One Month Account-ability Level |
Expira-tion Month Limit |
Report-ing Level |
Aggre-gate Into (1) |
|
|
|
|
Rule 9A.26 |
Rule 9A.26 |
Rule 9A.27 |
Rule 9A.34 |
|
Light Hydrocarbons |
|
|
|
|
|
|
|
|
Mont Belvieu |
|
|
|
|
|
|
|
|
Mont Belvieu Ethane 5 Decimals (OPIS) Swap Futures |
410 |
C0 |
|
2,000 |
1,500 |
250 |
25 |
C0 |
Mont Belvieu Ethane (OPIS) Swap |
586 |
W8 |
* |
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu (OPIS) Average Price Option |
586a |
F1 |
|
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu Ethane (OPIS) BALMO Swap |
315 |
V4 |
* |
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu Normal Butane 5 Decimals (OPIS) Swap Futures |
411 |
D0 |
|
2,000 |
1,500 |
250 |
25 |
D0 |
Mont Belvieu Normal Butane (OPIS) Swap Contract |
588 |
Z2 |
|
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu Normal Butane (OPIS) Average Price Option |
588a |
D1 |
|
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu Normal Butane (OPIS) BALMO Swap |
316 |
Y5 |
* |
2,000 |
1,500 |
250 |
25 |
|
Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap Futures |
409 |
B0 |
|
2,000 |
1,500 |
250 |
25 |
B0 |
Mont Belvieu Propane (OPIS) Swap |
581 |
PT |
* |
|
1,500 |
250 |
25 |
|
Mont Belvieu Propane (OPIS) Average Price Option |
581a |
G1 |
|
|
1,500 |
250 |
25 |
|
Mont Belvieu Propane (OPIS) BALMO Swap |
313 |
V6 |
* |
2,000 |
1,500 |
250 |
25 |
|