ICE Futures U.S.
November 6, 2023
Reminder: Spot Month Position Limit Dates for Agricultural, Energy and Financial Contracts
For the December 2023 expiry contracts in Agricultural, Energy and Financial contracts and for spot month Oil and NGL contracts expiring in November 2023, positions must be in compliance with spot month position limits on and after the compliance date. Please be reminded that position limits apply on both an inter-dayand intra-daybasis. This means that positions must be in compliance with spot month position limits as of the close of business on the business day preceding each of the compliance dates listed below.
Agricultural Futures
Commodity | Compliance Date | Position Limit |
Cocoa | November 24, 2023 | 1,000 contracts |
Coffee "C" | November 21, 2023 | 500 contracts |
Cotton No. 2 | November 24, 2023 | 300 contracts |
Financial Contracts
Commodity | Compliance Date | Position Limit | ||
Turkish Lira - Euro(ETR) | ||||
Turkish Lira - US $(TRM) | ||||
Polish Zloty - Euro (PLE) | December 12, 2023 | 2,000 contracts | ||
Polish Zloty - US $(PLN) | ||||
Israeli Shekel - US $(ILS) | ||||
Euro-Czech Koruna (EZ) US $- | December 12, 2023 | 2,500 contracts | ||
Czech Koruna (VC) | ||||
Euro-Hungarian Forint (HR) | December 12, 2023 | 2,500 contracts | ||
US $-Hungarian Forint (VU) | ||||
US $-South African Rand (ZR) | December 12, 2023 | 20,000 contracts | ||
Energy Contracts |
Commodity | Compliance Date |
Henry LD1 Fixed Price | November 24, 2023 |
Natural Gas | November 24, 2023 |
LNG | November 28, 2023 |
Power1 | December 1, 2023 |
Environmental | December 1, 2023 |
1 Including spot month capacity contracts expiring in December 2023.
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Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
Oil and NGL Contracts
Commodity | Compliance Date |
Oil | November 28, 2023 |
Natural Gas Liquids (NGLs) | November 28, 2023 |
Excluding those contracts individually listed below, all positions in Oil and NGL contracts must be in compliance with spot month position limits as of the close of business on the business day preceding the compliance dates listed above.
Commodity | Commodity | Compliance | |||||||
Code | Date | ||||||||
Condensate Diff - ICE C5 1A Index Future | TMF | 11/13/2023 | |||||||
Crude Diff - Argus Bakken (Clearbrook) Crude Oil Future | BAK | 11/13/2023 | |||||||
Crude Diff - ICE SW 1A Index Balmo Future | TMZ | 11/13/2023 | |||||||
Crude Diff - ICE SW 1A Index Future | TMR | 11/13/2023 | |||||||
Crude Diff - ICE SYN 1A Index Future | TMS | 11/13/2023 | |||||||
Crude Diff - ICE UHC 1A Index Future | TMU | 11/13/2023 | |||||||
Crude Diff - ICE WCS 1A Index Balmo Future | TMY | 11/13/2023 | |||||||
Crude Diff - ICE WCS 1A Index Future | TMW | 11/13/2023 | |||||||
Crude Diff - ICE WCS 1B Index Balmo Future | TDY | 11/13/2023 | |||||||
Crude Diff - ICE WCS 1B Index Future | TDX | 11/13/2023 | |||||||
Crude Diff - WTI 1-Month Calendar Spread Future | TIA | 11/16/2023 | |||||||
Crude Diff - WTI 1-Month Calendar Spread Option | TIA | 11/16/2023 | |||||||
Crude Outright - WTI Bullet Future | WTB | 11/16/2023 | |||||||
Crude Diff - Midland WTI American Gulf Coast Diff to CMA ICE | CM1 | 11/16/2023 | |||||||
Trade Month Future | |||||||||
Crude Diff - Midland WTI American Gulf Coast Diff to CMA ICE | CM2 | 11/16/2023 | |||||||
Trade Month Balmo Future | |||||||||
Crude Diff - Argus LLS vs WTI Trade Month Balmo Future | ARQ | 11/20/2023 | |||||||
Crude Diff - Argus LLS vs WTI Trade Month Future | ARL | 11/20/2023 | |||||||
Crude Diff - Argus Mars vs WTI Trade Month Future | ARW | 11/20/2023 | |||||||
Crude Diff - Argus WCS (Cushing) Crude Oil Trade Month | CSH | 11/20/2023 | |||||||
Future | |||||||||
Crude Diff - Argus WCS (Houston) Crude Oil Trade Month | ARV | 11/20/2023 | |||||||
Future | |||||||||
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© 2023 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
Crude Diff - Argus WTI CMA Trade Month Future | AIM | 11/20/2023 |
Crude Diff - Argus WTI Houston vs Argus WTI Midland Trade | MSN | 11/20/2023 |
Month Future | ||
Crude Diff - Argus WTI Houston vs WTI Trade Month Average | ACM | 11/20/2023 |
Price Option | ||
Crude Diff - Argus WTI Houston vs WTI Trade Month Future | ACM | 11/20/2023 |
Crude Diff - Argus WTI Midland vs WTI Trade Month Average | MSV | 11/20/2023 |
Price Option | ||
Crude Diff - Argus WTI Midland vs WTI Trade Month Future | MSV | 11/20/2023 |
Crude Diff - Argus WTS vs WTI Trade Month Balmo Future | AVS | 11/20/2023 |
Crude Diff - Argus WTS vs WTI Trade Month Future | AVT | 11/20/2023 |
Crude Outright - Argus WTI Cushing Trade Month Future | ACT | 11/20/2023 |
Crude Outright - Permian WTI Trade Month Future | HOY | 11/20/2023 |
Crude Outright - WTI Cushing Trade Month Future | WTC | 11/20/2023 |
Crude Outright - Argus WTI Midland Trade Month Future | JFP | 11/20/2023 |
Crude Outright - Argus WTI Houston Trade Month Future | JFQ | 11/20/2023 |
Crude Outright - Argus Mars Trade Month Future | JFS | 11/20/2023 |
Crude Outright - Argus LLS Trade Month Future | JFT | 11/20/2023 |
Crude Outright - Argus WTS Trade Month Future | JFU | 11/20/2023 |
Crude Oil Diff - Argus SGC vs WTI Trade Month Future | AJA | 11/20/2023 |
Crude Oil Outright - Argus SGC Trade Month Future | TEK | 11/20/2023 |
Crude Diff - Argus Bakken (Patoka) Crude Oil Trade Month | PAB | 11/20/2023 |
Future | ||
Diesel Diff - New York Harbor ULSD 1-month Calendar | HOC | 11/28/2023 |
Spread Future | ||
Diesel Diff - New York Harbor ULSD 1-month Calendar | HOC | 11/28/2023 |
Spread Option | ||
Crude Diff - WTI vs Brent Bullet Future | TIB | 11/27/2023 |
Crude Diff - WTI vs Brent Spread Option | TIB | 11/27/2023 |
Gasoline Diff - RBOB Gasoline 1-Month Calendar Spread | RCM | 11/28/2023 |
Future | ||
Gasoline Diff - RBOB Gasoline 1-Month Calendar Spread | RCM | 11/28/2023 |
Option | ||
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© 2023 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
For a complete list of position limits for energy contracts, please refer to the Energy Position Limit, Accountability and Reportable Levelstable on our website.
Participants and Clearing Members in the Exchange's Environmental markets are further reminded that, separate and apart from the Exchange's Spot Month Position Limits, certain limitations may apply to the number of physical instruments an entity may hold at any point in time in the registry of an applicable program. Participants and their Clearing Members are responsible for delivery obligations against outstanding Exchange contracts and should be aware of all such applicable limits so that positions are properly managed through expiration and delivery.
Exemptions
Exemptions may be available for bona fide hedging positions, arbitrage, spread or straddle positions or risk management positions in accordance with Rule 6.29. For the Henry Hub LD1 Fixed Price Future, a Conditional Limit is also available in accordance with Rule 6.20. Exemption requests should be submitted no later than five (5) business days prior to the date the position limit takes effect. Please address any questions to one of the contacts listed in this Notice. To apply for exemptive relief for an Agricultural or Financial contract, please phone or e-mail the appropriate contact listed below. To apply for exemptive relief for an Energy contract, please complete and submit the applications provided below:
Energy Contracts
Position Limit Exemption Form
Conditional Limit Request Form
FOR MORE INFORMATION
Agricultural and Financial Contact:
Susan Gallant
212-748-4030
Susan.Gallant@ice.com
Energy and Oil Contact: Patrick Swartzer 312-836-6745
Patrick.Swartzer@ice.com
View All Notices / Contact Us / Media Inquiries
© 2023 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
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ICE - Intercontinental Exchange Inc. published this content on 06 November 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 06 November 2023 15:46:06 UTC.