Large Trader Requirement and Expiration Accountability Level for the New Cleared OTC London Gold Forwards (cash margin) Contract

In connection with the launch of the new Cleared OTC London Gold Forwards (cash margin) contract on trade date April 2, 2012 (see SER-6176 dated March 28, 2012), please note below the corresponding expiration accountability level – penultimate and metals contracts (NYMEX Rule 560), reportable level (NYMEX Rule 561), and aggregation allocation for the new contract. This contract 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 code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 561.A in a machine-readable format.

…

For the full Special Executive Report, please click here (PDF).