Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Diminishing Balances and Aggregation Allocations for Seven (7) New Fuel Oil Swap Futures Contracts, and Administrative Amendments to Existing Related Fuel Oil Contracts

In connection with the launch of seven (7) new fuel oil swap futures contracts on trade date February 28, 2011, 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 diminishing balances and aggregation allocations for the new contracts.  These contracts will be added to the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook.  The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A in a machine-readable format. 

Additional administrative amendments were made to the any one month accountability levels of existing related petroleum contracts that were affected by the launch of the new contracts.  

Contract related questions can be directed to Joe Hawrysz, Director, Global Market Surveillance, at 312.341.7750, and Ryne Toscano, Supervisor, Market Surveillance, at 212.299.2879.

(Bold/underlining indicates additions)