Message-ID: <12517987.1075855433923.JavaMail.evans@thyme> Date: Fri, 30 Nov 2001 06:28:49 -0800 (PST) From: marketing@nymex.com To: marketing@nymex.com Subject: (01-408) Large Trader Reporting Requirements and Accountability L evels for the Henry Hub Swap Contract Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Exchange Information @ENRON X-To: Exchange Information X-cc: X-bcc: X-Folder: \Tana_Jones_Jan2002\Jones, Tana\Inbox X-Origin: Jones-T X-FileName: tjones (Non-Privileged).pst Notice No. 01-408 November 29, 2001 TO: ALL MEMBER FIRMS ALL CLEARING MEMBERS ALL OPERATIONS MANAGERS FROM: J. Robert Collins, Jr., President RE: Large Trader Reporting Requirements and Accountability Levels for the Henry Hub Swap Contract ________________________________________________________________________ This is a reminder that the Henry Hub Swap Contract will begin trading on December 3, 2001, beginning with the NYMEX ACCESS session on Sunday, December 2, 2001. The first delivery month (or futures termination) will be January 2002. The Daily Large Trader Report for the Henry Hub Swap Contract submitted on December 4, 2001, for the close of business on December 3, 2001, must include reportable positions for this contract. The quantity fixed for filing reports pursuant to NYMEX Rule 9.33 (Position Reporting) is 100 contracts for the Henry Hub Swap Contract. If a person controls or holds a position equal to, or greater than, 100 long or short in any one month, then all such futures, whether above the reportable level or not, shall be deemed reportable positions. For the Clearing Members that file reports pursuant to NYMEX Rule 9.33 in a machine readable format, the six digit CFTC commodity code for the Henry Hub Swap Contract is 023654. Additionally, the Accountability Level for the Henry Hub Swap Contract, pursuant to NYMEX Rule 9.26, is as follows: Any One Month/All Months: 12,000 Net Futures The Expiration Month in the Henry Hub Swap Contract will not have an Accountability Level or Position Limit. Should you have any questions, please contact Nicholas Galati, Director of Market Surveillance, at (212) 299-2920, Nicholas Falcone, Manager of Market Surveillance, at (212) 299-2919, or Bonnie H. Yurga, Supervisor of Market Surveillance, at (212) 299-2879.