• Large Trader Requirements, All Month/Any One Month Accountability Levels, Expiration Month Position Limits, and Aggregation Allocations for Nine (9) New Renewable Identification Numbers (RINs) Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6664
      • Notice Date
      • 10 May 2013
      • Effective Date
      • 10 May 2013

    • In connection with the launch of nine (9) new Renewable Identification Numbers (RINs) futures contracts on trade date May 13, 2013 (see SER-6639R dated May 9, 2013), please note below the corresponding all month/any one month accountability levels (NYMEX Rule 560), spot month position limits (NYMEX Rule 559), reportable levels (NYMEX

      Rule 561), and spot month aggregation allocations for the new contracts. Effective trade date May 13, 2013, and pending all relevant CFTC regulatory review periods, the terms and conditions for these contracts will be inserted into the NYMEX Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the NYMEX Rulebook.

      Contract Name

      Rule Chap-ter

      Com-modity Code

      Spot-Month Aggregate Into Futures Equivalent Leg (1)

      Initial Spot-Month Limit (In Net Futures Equiva-lents)

      All Month Account-ability Level

      Single Month Account-ability Level

      Report-ing Level

      D4 Biodiesel RINs (Argus) 2012 Futures

      1157

      D42

      D42

      850

      3,000

      3,000

      25

      D4 Biodiesel RINs (Argus) 2013 Futures

      1158

      D43

      D43

      850

      3,000

      3,000

      25

      D4 Biodiesel RINs (Argus) 2014 Futures

      1159

      D44

      D44

      850

      3,000

      3,000

      25

      D5 Advanced Biofuel RINs (Argus) 2012 Futures

      1160

      D52

      D52

      250

      1,000

      1,000

      25

      　

      D5 Advance Biofuel RINs (Argus) 2013 Futures

      1161

      D53

      D53

      250

      1,000

      1,000

      25

      D5 Advanced Biofuel RINs (Argus) 2014 Futures

      1162

       

      D54

      D54

      250

      1,000

      1,000

      25

      D6 Ethanol RINs (Argus) 2012 Futures

      1163

      D62

      D62

      6,500

      20,000

      20,000

      25

      D6 Ethanol RINs (Argus) 2013 Futures

      1164

      D63

      D63

      6,500

      20,000

      20,000

      25

      D6 Ethanol RINs (Argus) 2014 Futures

      1165

      D64

      D64

      6,500

      20,000

      20,000

      25
      Chris.Reinhardt@cmegroup.com (212) 299-2882Ryne.Toscano@cmegroup.com (212) 299-2879

      The commodity codes are provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A in a machine-readable format.

       

      Please refer questions on this subject to:

      Market Surveillance

      Chris Reinhardt

      Ryne Toscano

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2024 CME Group Inc. All rights reserved.