• Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Two (2) New Electricity Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5129
      • Notice Date
      • 03 February 2010
      • Effective Date
      • 03 February 2010

    • In connection with the launch of two (2) new electricity swap futures contracts on trade date February 8, 2010, please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), expiration month position limits (NYMEX Rule 559), reportable levels (NYMEX Rule 561) and aggregation allocations for the new contracts.  The commodity codes are provided for the Clearing Members that file reports pursuant to (NYMEX Rule 561.A) 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.   

       

      (Bold/underline indicates additions)

       

      Contract Name

      Rule Chap-ter

      Com-modity Code

      All Month Account-ability Level

      Any One Month Account-ability Level

      Expira-tion Month Limit

      Report-ing Level

      Aggre-gate Into (1)

      Rule 560

      Rule 560

      Rule 559

      Rule 560

      Electricity

       

       

       

       

       

       

       

      New York Independent Systems Operator (NYISO)

      NYISO Zone E 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures

      966

      55

      3,500

      2,500

      500

      25

      55

      NYISO Zone E 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures

      967

      58

      70,000

      50,000

      10,000

      25

      58

       

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