Subject: Holiday daily position report reporting
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Date: Tue, 21 Nov 2000 06:40:00 -0800 (PST)

Due to the Thanksgiving Holiday in the U.S., the NYMEX and equity markets 
will be closed on Thursday the 23rd and the NYMEX will be closed on Friday 
the 24th.  The consolidated DPR will report the 22nd's data on Monday the 
27th.  Additionally, the data for Thursday and Friday will be combined into 
one consolidated DPR and also reported on the 27th.  Although the reporting 
for Thursday the 23rd and Friday the 24th are combined into one daily 
position report, violations will still be reported based on daily information.

Please continue to export your data as in the past.  We will need the data 
for each day separated and not combined for Thursday and Friday due to the 
need to assess the information against limits.  However, if your market is 
closed and there is no trading for the day, we do not need an export.

Please call me with any questions or comments X39123.