Fransco Zone 6 Swing 40,000-contracts.
PG&E Citygate Swing 40,000-contracts
Dorninion,S p Swi

Option Contract Gross Option Quadrant Position Accountability Levels

For the purposes of this Rule 9.26, option quadrants are: (a) long call; (b) short call; (c) long -
put; (d) short put.

Crude Oil Light Sweet 40,000 contracts
N.Y. Heating Oil 20,000 contracts
N.Y. Harbor Unleaded Gasoline 20,000 contracts
N.Y. Harbor Gasoline Blendstock (RBOB) Option 20,000 contracts
N.Y. Heating Oil-Crude Oil Light Sweet Spread 20,000 contracts
N.Y. Harbor Unleaded Gasoline-Crude Oil Light Sweet Spread 20,000 contracts
Natural Gas 20,000 contracts
Platinum 20,000 contracts
PJM Calendar-Month LMP Swap 10,000 contracts

Crude-Oil Average Price Option -

9.27 Expiration and Current Delivery Month Position Limits or Position Accountability

(A) No person may own or control a net long position or a net short position in the
expiration or current delivery month (as defined in this Rule 9.27 for energy and metals
contracts respectively) in excess of the levels set forth in this- Rule-9.27, Chapter 9, Appendix






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(A) below under 9.27 Expiration and Current Delivery Month Position Limits or Position
Accountability.

Note: Specific reference to contract aggregation requirements prescribed in Chapter 9

Appendix (A).

(B) The expiration position limits for energy contracts set forth below are effective on the open
of trading of the last three trading days of the futures contract. The expiration position limits
shall be calculated on a net futures-equivalent basis. For purposes of this rule, NYMEX Light
Sweet Crude Oil Mini Futures Contract Shall be deemed 4 equivalent to .50 of a Crude Oil Light
“Sweet” future and b e h de-O ntrac
citedin{}) below, a NYMEX Natural Gas Mini Futures Contract shall be deemed ‘equivalent to
.25 of a Natural Gas future and-aggregated-with the Natural Gas_Futures-Contract cited in
(below, a NYMEX miNY Unleaded Gasoline Futures Contract shall be deemed equivalent to
-50 of a Petroleum Product — New York Harbor future and-wilt-be-aggregated withthe

Petroleum Product Futures Contracts —New_York Harbor cited in{}} below and a NYMEX
miNY Heating Oil Futures Contract shall be deemed ‘equivalent to .50 of a New York Harbor
No. 2 Heating Oil future. i

Fhe expiration position timite fe -gy-futures-contracts_listed-below-are:







Fennessee-Zone-0 Basis 25-contracts
Texas-Gas-Zone-Sk Basis 26-contracts.
Frunkline LA Basis 25-contracts
Sonat Basis (Platte FERC) Futures Contract 25-contracts
Transco Zone 4 Basis (Platts FERG)}Futures Contract == j= $= 26centracts
FGT3 Basis (Platts FERC} Futures Contract 25-contracts
SanJuan Natural Gas Index 25-contracts
Sumaciadex 25-contracts
Rockiestindex 25-contracts
SoCal Natural Gas-Index 25-contracts
TETCO-M-3 Natural Gasindex 25-contracts
TRANSCO Zone-6-Natural- Gas index 25-contracts
PG&E Citygate- NaturalGas Index 25-contracts
Dominion-Natural Gas_Index 25-contracts
San-Juan- Swing 25-contracts
Sumas Swing 25-contracts
Kern Opal Swing 25-contracts.
SoCal Swing 25-contracts
TETCO M3 Swing 25-contracts
FRANSCO Zone 6 Swing 25-contracts
PG&E-Citygate Swing 25-contracts

Chapters 9.35 through 9.41 remain unchanged.

9.41 Special Capital Provisions for Clearing Members Guaranteeing and Clearing OTC Contracts Executed by
NYMEX Floor Members

(A) Clearing Members that guarantee and clear OTC contracts, agreements or transactions pursuant to the program
referenced in NYMEX Rule 6.21G must have and maintain at all times minimum working capital of at least $20 million

(B) A decline in a Clearing Member's working capital resulting from the application of this Rule shall be subject to the
reporting requirements set forth in Rule 9.22.

Appendix A

Change History
Remainder of Chapter 9 is unchanged




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position which, when combined with the number of contracts for which a delivery notice has been
tendered or accepted during the delivery month, exceeds the maximum permissible current delivery
month position limit for such contract.

6) Palladium 650- contracts
(i) Platinum 200-contracts

(1) Unless otherwise agreed, all orders received for execution on NYMEX ACCESS® shall be deemed to be cancelled if
not executed during the trading session for which they were received.

9.34 Reporting Levels

(A) The quantities fixed for the purposes of filing a report under Rule 9.33 are listed in Chapter 9, Appendix (A)
below, under heading 9.34 Reporting Levels:

Goramodity -
Crude Oil Light Sweet 350-contracts
NYMEX Europe Brent Crude Oil Futures Contract 350-contracts
PJM Calendar-Month_LMR Swap (PJM laterconnection, LLC) 4+-contract
PJM Galendar-Week-LMP Swap (PJM Interconnection, LLG) 4-contract
PJM Calendar Day-Ahead-LMR Swap {RJM Interconnection, LLC) 4-contract
New-York Harber Unleaded Gasoline: 450-contracts
Neow-York-Harbor Gasoline Blandsteck {RBOB) 450-contracts
New-York Heating Ol 250-contracts
Northwest Europe Gasoil 25 contracts,
Liquefied Rrepane Gas. 25-contracts.
NaturalGas 475-contracts
Palladium 25-contracts
Platinum 50-contracts.
‘Central Appalachian-Coal 25-contracts
$O,Emissions Allowance 25-contracts
NOX-Emissions- Allowance 25 contracts
Banked NOX Emissions Allowance 28-contracts
One-Year Forward NOX Emissions Allowance Futures-Contract 25-contracts
Fwo-Year- Forward NOX Emissions Allowance-Futures-Contract 25-contracts
Three-Year Forward NOX Emissions Allowance Futures Contract 25-contracts
Crude OiLL.S.Options-Long Rut 350-contracts
Crude-Oi-LS_Options Leng Call 350-contracts
Crude OiL..S. Options Short Put 350-contracts
Crude-OiL_S_Options Short Call 350-contracts
WHI Crude-OiLLook-Alike Long Put 100 contracts
W41-Crude OiL-ook-Alike-Long-Call 400-contracts
W441 Crude-Oil-_ook-Alike Short Put 100-contracts
WH Crude OiL_ook-Alike- Short Call 400-contracts
New-York Heating Oi Long Put 250-contracts.
New-York Heating-Oil Long-Calt 250-contracts


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May 4, 2006
Via E-Mail

Office of the Secretariat

Commodity Futures Trading Commission
Three Lafayette Centre

1155 21st Street, N.W.

Washington, D.C. 20581

Re: Rule Certification. NYMEX Submission 06.51: Notification of Amendments to_=
NYMEX Rules 9.26, 9.27, and 9.34 for 16 New Natural Gas Basis Swap Futures
Contracts, as well as Housekeeping to Present a New Format for Outlining the
Requirements of NYMEX Rules 9.26, 9.27 and 9.34.

Dear Ms. Jean Webb:

The New York Mercantile Exchange ("NYMEX" or the "Exchange") is notifying the
Commodity Futures Trading Commission (“(CFTC” or ““Commission”) of amendments to
NYMEX Rules 9.26, All Month/Any One Month Position Accountability; 9.27, Expiration and
Current Delivery Month Position Limits or Position Accountability; and 9.34, Reporting Levels
for 16 New Natural Gas Basis Swap Futures Contracts, as well as housekeeping to present a new
format for outlining the requirements of NYMEX Rules 9.26, 9.27 and 9.34..

Effective on May 8, 2006, these amendments include the addition of position limits,
accountability levels, and reporting levels for 16 new Natural Gas Basis Swap Contracts. In
addition, the Exchange’s position limits, accountability levels, reportable levels, and where
applicable, the aggregation of contracts for position limit purposes, will be contained in an easily
read format in Appendix (A) at the end of NYMEX Chapter 9 Rules. Pursuant to Section 5c(c)
of the Commodity Exchange Act (“‘Act”) and CFTC Rule 40.6, the Exchange hereby certifies
that the attached rule amendments comply with the Act, including regulations under the Act.

Should you have any questions concerning the above, please contact Anthony V.
Densieski, Senior Director, Market Surveillance, at (212) 299-2881, or Bonnie H. Yurga,
Manager, Market Surveillance, at (212) 299-2879.

Very truly yours,

Thomas LaSala
Senior Vice President
Compliance and Risk Management
ce: Brian Regan
Nancy Minett




[Amendments to NYMEX Rule 9.26, 9.27 and 9.34
And Insertion of Appendix (A) within Chapter 9
Strikethroughs in bold indicate deletions; underlining in bold indicate additions]

9.26 All Month/Any One Month Position Accountability

(A) Any person, as defined i in Rule 1.26, who owns or controls positions in excess of the levels cited in

i Chapter 9, Appendix (A) below, under heading 9.26 All Month/Any One
Month Position Accountability shall be subject to the following provisions pursuant to position accountability
levels:

(1) promptly supply to the Exchange such information as the Exchange may request pertaining to the nature and
size of the position, the trading strategy employed with respect to the position, and the position owner's or
controller's hedging requirements, provided, however, that if the position owner or controller fails to supply such
information as and when requested, the President or his designee may order the reduction of such position;

(2) agree, upon request by the President or his designee, not to increase the position owned or controlled as of
the time the request was received; and j

(3) agree to comply with any prospective limit prescribed by the President or his designee which exceeds the
size of the position owned or controlled.

(B) For the purposes of this Rule 9.26, the futures-equivalent of an option contract and spread option contract is
the previous day's NYMEX Risk Factor for that option. Further, long calls, short puts and long futures are on the
same side of the market; short calls, long puts and short futures are on the same side of the market.

With respect to crack spread option contracts, a call option is the equivalent of a long product futures contract
and a short crude oil futures contract; a put option is the equivalent of a short product futures contract and a long
crude oil futures contract. Therefore, long crack spread option calls and short crack spread option puts are on
the same side of the market; short crack spread option calls and long crack spread option puts are on the same
side of the market.

With respect to calendar spread option contracts, a call option is the equivalent of a long futures contract in the
first underlying futures in the spread and a short futures contract in the second underlying futures in the spread;
a put option is the equivalent of a short futures contract in the first underlying futures in the spread and a long
futures contract in the second underlying futures in the spread.

(C) For purposes of this rule, NYMEX Light Sweet Crude Oil Mini Futures Contract shall be deemed equivalent
to .50 of a Light "Sweet" Crude Oil future and-will be-aggregated-with-the Light “Sweet"-Crude-Oil Futures
Contract cited inl} below, a NYMEX Natural Gas Mini Futures Contract shall be deemed equivalent to .25 of a
Natural Gas future and-aggregated-with the Natural Gas Futures Contract cited in{} below, a NYMEX
miNY Unleaded Gasoline Futures Contract shall be deemed equivalent to 50 of a Petrotaum Product — New
York Harbor future and

Harbor cited in (I) below-and a NYMEX miNY Heating oi Futures Contract shall be deemed equivalent to 50
of a New York Harbor No. 2 Heating Oil future.

(D) Except as provided in Rule 9.27, the any one month/all month position accountability levels for each futures
contract traded on the Exchange are listed in Chapter 9, Appendix (A) below.

Note: Specific reference to contract aggregation requirements prescribed in Chapter 9, Appendix (A).







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pUSTAY



H-Fut Contracts Listed only for Clearing of Off Futures-Equivalent
; om aber

Exchange Transactions via NYMEX ClearPort Expiratlo 4

Physical Doli c .

None None

Glearing
Net-Futures-or
Futures-Equivalent
Cash-Settled Contracts i eafi,
Expiration
Positi ‘
GCash-Settled-Crude-Oil- and Crude-Oil Products:
Freight Route TC1Swap 4,000-contracts:
Freight Route TC4 Swap 500-contracts.
Freight Route TC5 Swap 4,000-contracts
Freight ReuteTC2 Swap 500-contracts
Freight Route TD3 Swap 2,500-contracts
Freight Route TD5 Swap 2;500-contracts
Freight Route TD7 Swap 4,000-contracts
Freight Route TD9-Swap 4,000-centracts
Freight Route TD40D-Swap 4,000-contracts


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(C) The expiration month position limit for the PJM contracts are effective on the opening of trading
on all business days when a contract month becomes the first nearby month (or spot month) and
continues on an intra-day basis thereafter until the conclusion of trading in the expiring contract. The
expiration month position limit shall be calculated on a net futures-equivalent basis.

(D) The current delivery month position limits for platinum and palladium are effective on the
business day prior to the first notice day for any delivery month. No person shall maintain any