The position accountability levels for the WTI leg of the NYMEX Brent–WTI bullet swap futures contract will be aggregated with the light, sweet crude oil contract to 20,000 contracts for any one month or all months.
The position accountability levels for the Brent bullet swap futures contract will be aggregated with the Brent crude oil leg of the NYMEX Brent–WTI bullet swap futures contract to 20,000 contracts for any one month or all months.
The position accountability levels for the gasoil calendar swap futures contract will be 7,000 contracts for any one month or all months.
The position accountability levels for the gasoil calendar swap futures contract will be aggregated with the gasoil leg of the gasoil crack spread calendar swap, ICE gasoil 0.2 Rotterdam barges vs. ICE gasoil swap, European gasoil 0.2 Northwest Europe cargoes vs. ICE gasoil swap, European gasoil 0.2 CIF Mediterranean vs. ICE gasoil swap, European gasoil 0.2 FOB Mediterranean vs. ICE gasoil swap, European gasoil 10 PPM Rotterdam barges vs. ICE gasoil swap, European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap, European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap, European ULSD 50 PPM FOB Mediterranean vs. ICE gasoil swap, jet CIF Northwest Europe vs. ICE gasoil swap, jet Rotterdam barges vs. ICE gasoil swap, Singapore gasoil vs. ICE gasoil swap, and NYMEX heating oil vs. ICE gasoil swap futures contracts to 7,000 contracts for any single month or all months.
The position accountability levels for the European gasoil 0.2 CIF Mediterranean calendar swap futures contract will be aggregated with the European gasoil 0.2 CIF Mediterranean leg of the European gasoil 0.2 CIF Mediterranean vs. ICE gasoil swap futures contract to 5,000 contracts for any single month or all months.
The position accountability levels for the European gasoil 10 PPM Rotterdam barges calendar swap futures contract will be aggregated with the European gasoil 10 PPM Rotterdam barges leg of the European gasoil 10 PPM Rotterdam barges vs. ICE gasoil swap futures contract to 5,000 contracts for any single month or all months.
The position accountability levels for the European ULSD 50 PPM CIF Northwest Europe calendar swap futures contract will be aggregated with the European ULSD 50 PPM CIF Northwest Europe leg of the European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap futures contract to 5,000 contracts for any single month or all months.
The position accountability levels for the European ULSD 50 PPM CIF Mediterranean calendar swap futures contract will be aggregated with the European ULSD 50 PPM CIF Mediterranean leg of the European ULSD 50 PPM CIF Mediterranean vs. ICE gasoil swap futures contract to 5,000 contracts for any single month or all months.
The position accountability levels for the European ULSD 50 PPM FOB Mediterranean calendar swap futures contract will be aggregated with the European ULSD 50 PPM FOB Mediterranean leg of the European ULSD 50 PPM FOB Mediterranean vs. ICE gasoil swap futures contract to 5,000 contracts for any single month or all months.
The position accountability levels for the 3.5% fuel oil (Rotterdam) leg of the 3.5% fuel oil (Rotterdam) vs. 3.5% FOB Mediterranean spread swap futures contract will be aggregated with the European 3.5% fuel oil Rotterdam calendar swap futures contract to 1,500 contracts for any single month or all months.
The position accountability levels for The 3.5 % FOB Mediterranean leg of the 3.5% fuel oil (Rotterdam) v. 3.5% FOB Mediterranean spread swap futures contract and the 3.5% fuel oil FOB Mediterranean crack spread swap futures contract will be aggregated with the European 3.5 Fuel Oil Mediterranean calendar swap futures contract to 1,500 contracts for any single month or all months.
The position accountability levels for the ICE Brent crude oil leg of the 3.5% fuel oil FOB Mediterranean crack spread swap futures contract will be aggregated with the Brent bullet swap futures contract to 20,000 contracts for any single month or all months.
The expiration position limit for the Brent bullet swap futures contract will be 2,000 contracts.
The expiration position limit for the WTI leg of the NYMEX Brent-WTI bullet swap futures contracts will be aggregated with the NYMEX Division light sweet crude oil futures contract to 2,000 contracts.
The expiration position limit for the Brent bullet swap futures contract will be aggregated with the Brent crude oil leg of the NYMEX Brent–WTI bullet swap futures contract to 2,000 contracts.
The expiration position limit for the gasoil calendar swap futures contract will be 1,000 contracts.
The expiration position limit for the gasoil calendar swap futures contract will be aggregated with the ICE gasoil leg of the gasoil crack spread calendar swap, European gasoil 0.2 Rotterdam barges vs. ICE gasoil swap, European gasoil 0.2 Northwest Europe cargoes vs. ICE gasoil swap, European gasoil 0.2 CIF Mediterranean vs. ICE gasoil swap, European gasoil 0.2 FOB Mediterranean vs. ICE gasoil swap, European gasoil 10 PPM Rotterdam barges vs. ICE gasoil swap, European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap, European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap, European ULSD 50 PPM FOB Mediterranean vs. ICE gasoil swap, jet CIF Northwest Europe vs. ICE gasoil swap, jet Rotterdam barges vs. ICE gasoil swap, Singapore gasoil vs. ICE gasoil swap, and NYMEX heating oil vs. ICE gasoil swap futures contracts to 1,000 contracts.
The expiration position limit for the European gasoil 0.2 CIF Mediterranean calendar swap futures contract will be aggregated with the European gasoil 0.2 CIF Mediterranean leg of the European Gasoil 0.2 CIF Mediterranean vs. ICE gasoil swap futures contract to 500 contracts.
The expiration position limit for the European gasoil 10 PPM Rotterdam barges calendar swap futures contract will be aggregated with the European gasoil 10 PPM Rotterdam barges leg of the European gasoil 10 PPM Rotterdam barges vs. ICE gasoil swap futures contract to 500 contracts.
The expiration position limit for the European ULSD 50 PPM CIF Northwest Europe calendar swap futures contract will be aggregated with the European ULSD 50 PPM CIF Northwest Europe leg of the European ULSD 50 PPM CIF Northwest Europe vs. ICE gasoil swap futures contract to 500 contracts.
The expiration position limit for the European ULSD 50 PPM CIF Mediterranean calendar swap futures contract will be aggregated with the European ULSD 50 PPM CIF Mediterranean leg of the European ULSD 50 PPM CIF Mediterranean vs. ICE gasoil swap futures contract to 500 contracts.
The expiration position limit for the European ULSD 50 PPM FOB Mediterranean calendar swap futures contract will be aggregated with the European ULSD 50 PPM FOB Mediterranean leg of the European ULSD 50 PPM FOB Mediterranean vs. ICE gasoil swap futures contract to 500 contracts.
The expiration position limit for the 3.5% fuel oil (Rotterdam) leg of the 3.5% fuel oil (Rotterdam) vs. 3.5% FOB Mediterranean spread swap will be aggregated with the European 3.5% fuel oil Rotterdam calendar swap futures contract to 150 contracts.
The expiration position limit for the 3.5 % FOB Mediterranean leg of the 3.5% fuel oil (Rotterdam) v. 3.5% FOB Mediterranean spread swap and the 3.5% fuel oil FOB Mediterranean crack spread swap futures contract will be aggregated with the European 3.5% fuel oil Mediterranean calendar swap futures contract to 150 contracts. The expiration position limit for the ICE Brent crude oil leg of the 3.5% fuel oil FOB Mediterranean crack spread swap futures contract will be aggregated with the Brent bullet swap futures contract to 2,000 contracts.
A 25–contract reporting level is in place for all of the above contracts.
