The position accountability level for the PJM electricity futures contract will be 5,000 contracts for any single month or all months and 600 contracts for the expiring contract. The level at which clearing members must identify customers to the Exchange will be 25 contracts.
The position accountability level for the Waha and Colorado Interstate Gas Rockies basis natural gas futures contracts are 10,000 contracts for any single month or all months and 2,000 contracts for the expiring contract. The level at which clearing members must identify customers to the Exchange is 25 contracts.
The two natural gas futures contracts were introduced yesterday and the PJM montly electricity futures contract will be introduced on April 11.
