Appendix A Position Limit, Position Accountability and Reportable Level Table
Appendix (A), Chapter 5                        
Contract Name Rule Chapter Commodity Code Deterioration Contracts All Month Accountability Level Any One Month Accountability Level Any/All Month Limit Expiration Month Limit Expiration Accountability Level - Penultimate and Metals Contracts* Expiration Accountability Level Last Day Contracts** Reporting Level Aggregate Into (1) Aggregate Into (2)
        Rule 560 Rule 560 Rule 559 Rule 559 Rule 560 Rule 560 Rule 561    
Forwards                        
Europe                        
Cleared OTC London Gold Forwards 334 GB   n/a n/a     10,000   25 GB  
                         
Petroleum                        
USA                        
Gulf Coast                        
Gulf Coast ULSD (OPIS) Swap Futures 253 5P * 7,000 5,000   1,000     25 5P  
Gulf Coast ULSD (OPIS) vs. Heating Oil Spread Swap Futures 254 5Q * 7,000/7,000 5,000/5,000   1,000/1,000     25/250 5P HO
Gulf Coast Heating Oil (OPIS) Swap Futures 255 7O * 7,000 5,000   1,000     25 7O  
Gulf Coast Heating Oil (OPIS) vs. Heating Oil Spread Swap Futures 256 7W * 7,000/7,000 5,000/5,000   1,000/1,000     25/250 7O HO
Gulf Coast Gasoline (OPIS) Swap Futures 249 4E * 7,000 5,000   1,000     25 4E  
Gulf Coast Gasoline (OPIS) vs. RBOB Gasoline Spread Swap Futures 250 4F * 7,000/7,000 5,000/5,000   1,000/1,000     25/150 4E RB
Gulf Coast Jet (OPIS) Swap Futures 251 R9 * 7,000 5,000   1,000     25 R9 HO
Gulf Coast Jet (OPIS) vs. Heating Oil Spread Swap Futures 252 W7 * 7,000/7,000 5,000/5,000   1,000/1,000     25/250 R9 HO
                         
EIA Flat Tax On-Highway Diesel Swap 301 A5   7,000 5,000   1,000     25 A5  
EIA On-Highway Retail Diesel Swap Contract 530 HI   7,000 5,000   1,000     25 A5  
                         
Chicago                        
Chicago ULSD (Platts) Swap 452 4C   7,000 5,000   1,000     25 4C  
Chicago ULSD (Platts) vs. Heating Oil Spread Swap 453 5C   7,000/7,000 5,000/5,000   1,000/1,000     25 4C HO
                         
Chicago Unleaded Gasoline (Platts) Swap 450 2C   7,000 5,000   1,000     25 2C  
Chicago Unleaded Gasoline (Platts) vs. RBOB Spread Swap 451 3C   7,000/7,000 5,000/5,000   1,000/1,000     25 2C RB
                         
Chicago Ethanol (Platts) Swap 582 CU * 7,000 7,000   1,000     25 CU  
                         
Cushing, Oklahoma                        
Light "Sweet" Crude Oil Futures Contract 200 CL   20,000 10,000   3,000     350 CL  
Crude Oil Option Contract 310 LO   40,000 10,000   3,000     350 CL  
NYMEX WTI Average Price Option 341 AO * 20,000 10,000   3,000     350 CL  
NYMEX WTI Calendar Swap Contract 510 CS * 20,000 10,000   3,000     350 CL  
Crude Oil Calendar Spread Options Contract 390 WA, WB, WC, WM, WZ   20,000 10,000   3,000     350 CL  
Crude Oil Daily Option 833 CD   n/a n/a   3,000     n/a CL  
                         
WTI Crude Oil Financial Contract 691 WS   20,000 20,000   2,000     25 WS  
Crude Oil Calendar Spread Financially Settled Option Contract 397 7A, 7B, 7C, 7M, 7Z   20,000 20,000   2,000     25 WS WS
WTI Crude Oil Look-Alike Option 550 LC   20,000 20,000   2,000     100 WS  
E-mini Crude Oil Futures 401 QM   20,000 20,000   2,000     350 WS  
NYMEX Crude Oil Backwardation/Contango (B/C) Index 968 XK   20,000 10,000   2,000     150 XK  
NYMEX Crude Oil MACI Index 969 XC   20,000 10,000   2,000     150 XC  
Argus WTI Trade Month Swap 304 V7 * 20,000 15,000   3,000     25 V7  
NYMEX Crude Oil Minute-Marker Calendar Month Swap Futures 232 4T   20,000 10,000   3,000     25 4T  
NYMEX Crude Oil Minute-Marker Futures 231 6C   20,000 10,000   3,000     25 4T  
                         
RBOB Crack Spread Swap 559 RM   7,000/20,000 5,000/10,000   1,000/3,000     25 RB CL
RBOB Crack Spread Average Price Option 559a 3Y   7,000/20,000 5,000/10,000   1,000/3,000     25 RB CL
                         
NYMEX U.S. Gulf Coast Unl 87 Crack Spread Calendar Swap (Platts) Contract 512 RU   20,000/10,000 10,000/10,000   3,000/1,000     100 CL GS
                         
NYMEX U.S. Gulf Coast No. 2 Crack Spread Calendar Swap (Platts) Contract 513 RD   20,000/10,000 10,000/10,000   3,000/1,000     100 CL GP
New York Harbor Gasoline Blendstock (RBOB)-Crude Oil Spread Option 387 RX   20,000/7,000 10,000/5,000   3,000/1,000     25 CL RB
NYMEX New York Harbor Heating Oil Crack Calendar Swap Contract 523 HK   20,000/7,000 10,000/5,000   3,000/1,000     25 CL HO
Heating Oil Crack Spread Average Price Option 523a 3W   20,000/7,000 10,000/5,000   3,000/1,000     25 CL HO
                         
Heating Oil�Crude Oil Spread Option Contract 350 HC   20,000/7,000 10,000/5,000   3,000/1,000     25 CL HO
                         
Gulf Coast No. 6 Fuel Oil Crack Swap Contract 613 MG   10,000/20,000 10,000/10,000   1,000/3,000     25 MF CL
New York Harbor Residual Fuel Crack Swap Contract 615 ML   10,000/20,000 10,000/10,000   1,000/3,000     25 MM CL
                         
Gulf Coast Ultra Low Sulfur Diesel (ULSD) Crack Spread Swap 742 GY   10,000/20,000 10,000/10,000   1,000/3,000     25 LY CL
New York Ultra Low Sulfur Diesel (ULSD) Crack Spread Swap 744 YU   10,000/20,000 10,000/10,000   1,000/3,000     25 YS CL
                         
Group Three                        
Group Three ULSD (Platts) Swap 324 A7 * 7,000 5,000   1,000     25 A7  
Group Three ULSD (Platts) vs. Heating Oil Spread Swap 325 A6   7,000/7,000 5,000/5,000   1,000/1,000     25/250 A7 HO
Group Three Unleaded Gasoline (Platts) Swap 322 A9 * 7,000 5,000   1,000     25 A9  
Group Three Unleaded Gasoline (Platts) vs. RBOB Spread Swap 323 A8   7,000/7,000 5,000/5,000   1,000/1,000     25/150 A9 RB
                         
Gulf Coast                        
Argus LLS Trade Month Swap 302 A4 * 20,000 15,000   3,000     25 A4  
Argus LLS vs. WTI (Argus) Trade Month Swap 303 E5   20,000/20,000 15,000/15,000   3,000/3,000     25 A4 V7
                         
LLS (Argus) Calendar Swap 838 XA * 20,000 20,000   3,000     350 XA  
LLS (Argus) Trade Month Swap 839 LI * 20,000 20,000   3,000     350 LI  
LLS (Argus) vs. WTI Spread Calendar Swap 840 WJ   20,000/20,000 20,000/10,000   3,000/3,000     350 XA CL
LLS (Argus) vs. WTI Spread Trade Month Swap 841 WK   20,000/20,000 20,000/10,000   3,000/3,000     350 LI CL
                         
Mars (Argus) Calendar Swap 846 MX * 20,000 20,000   3,000     350 MX  
Mars (Argus) Trade Month Swap 847 MO * 20,000 20,000   3,000     350 MO  
Mars (Argus) vs. WTI Spread Calendar Swap 848 YX   20,000/20,000 20,000/10,000   3,000/3,000     350 MX CL
Mars (Argus) vs. WTI Spread Trade Month Swap 849 YV   20,000/20,000 20,000/10,000   3,000/3,000     350 MO CL
                         
WTS (Argus) Calendar Swap 854 XB * 20,000 20,000   3,000     350 XB  
WTS (Argus) Trade Month Swap 855 AY * 20,000 20,000   3,000     350 AY  
WTS (Argus) vs. WTI Spread Calendar Swap 856 FF   20,000/20,000 20,000/10,000   3,000/3,000     350 XB CL
WTS (Argus) vs. WTI Spread Trade Month Swap 857 FH   20,000/20,000 20,000/10,000   3,000/3,000     350 AY CL
                         
NYMEX Gulf Coast Ultra Low Sulfur Diesel (ULSD) Contract 181 LU   7,000 7,000   1,000     25 LU  
Gulf Coast Low Sulfur Diesel (LSD) Swap 737 LW * 10,000 10,000   1,000     25 LW  
Gulf Coast ULSD (Argus) Calendar Swap 566 AJ * 10,000 10,000   1,000     25 AJ  
ULSD Up-Down (Argus) Swap 569 US   7,000/10,000 5,000/10,000   1,000/1,000     25 HO AJ
                         
Gulf Coast ULSD Crack Spread (Argus) Swap 571 CF   20,000/10,000 10,000/10,000   3,000/1,000     25 CL AJ
Gulf Coast Ultra Low Sulfur Diesel (ULSD) Swap 738 LY * 10,000 10,000   1,000     25 LY  
ULSD Up-Down BALMO Swap 338 1L   10,000/7,000 10,000/5,000   1,000/1,000     25/250 LY HO
Gulf Coast ULSD (Platts) v. Gulf Coast Jet Spread Swap 544 VV * 10,000/10,000 10,000/10,000   1,000/1,000     25 LY GE
                         
Gulf Coast Heating Oil Calendar Swap Contract 527 GP * 10,000 10,000   1,000     25 GP  
Gulf Coast Heating Oil (Argus) Swap Futures 243 4U   10,000 10,000   1,000     25 4U  
Gulf Coast Heating Oil (Argus) vs. Heating Oil Spread Swap Futures 244 7U   10,000/7,000 10,000/5,000   1,000/1,000     25 4U HO
Gulf Coast No. 6 Fuel Oil 3.0% Sulfur Swap Contract 612 MF * 10,000 10,000   1,000     25 MF  
Gulf Coast 3.0% Fuel Oil BALMO Swap Contract 503 VZ * 10,000 10,000   1,000     25 MF  
                         
NYMEX Gulf Coast Gasoline Contract 180 LR   7,000 7,000   1,000     150 LR  
Gulf Coast Gasoline Calendar Swap Contract 526 GS * 10,000 10,000   1,000     25 GS  
Gulf Coast Gasoline Crack Spread BALMO Swap 336 1J   10,000/20,000 10,000/10,000   1,000/3,000     25/350 GS CL
Gasoline Up-Down BALMO Swap 337 1K   10,000/7,000 10,000/5,000   1,000/1,000     25/150 GS RB
Gulf Coast Gasoline (Argus) Calendar Swap 565 AW * 7,000 7,000   1,000     25 AW  
Gasoline Up-Down (Argus) Swap 568 UZ   7,000/7,000 5,000/7,000   1,000/1,000     25 RB AW
Gulf Coast Gasoline Crack Spread (Argus) Swap 572 CK   20,000/7,000 10,000/7,000   3,000/1,000     25 CL AW
                         
Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swap Contract 607 MD * 10,000/10,000 10,000/10,000   1,000 / 1,000     25 GS GP
Gulf Coast Jet (Argus) Calendar Swap 567 AF * 7,000 7,000   1,000     25 AF  
Gulf Coast Jet Fuel Calendar Swap Contract 528 GE * 10,000 10,000   1,000     25 GE  
Jet Up-Down BALMO Swap 339 1M   10,000/7,000 10,000/5,000   1,000/1,000     25/250 GE HO
Jet Up-Down (Argus) Swap 570 JU   7,000/7,000 5,000/7,000   1,000/1,000     25 HO AF
                         
New York Harbor                        
New York Harbor No. 2 Heating Oil 150 HO   7,000 5,000   1,000     250 HO  
Heating Oil Option Contract 320 OH   20,000 5,000   1,000     250 HO  
Heating Oil Calendar Spread Options Contract 392 FA, FB, FC, FM, FZ,   7,000 5,000   1,000     150 HO  
Heating Oil BALMO Calendar Swap 328 1G   7,000 5,000   1,000     250 HO  
Heating Oil Crack Spread BALMO Swap 329 1H   7,000/20,000 5,000/10,000   1,000/3,000     250/350 HO CL
                         
NYMEX New York Harbor Ultra-Low Sulfur Diesel (ULSD) Contract 151 LH   7,000 7,000   650     25 LH  
                         
Heating Oil Financial Futures Contract 825 BH   7,000 7,000   1,000     100 BH  
New York Harbor Heating Oil Look-Alike Option 551 LB   7,000 7,000   1,000     100 BH  
E-mini Heating Oil Futures 404 QH   7,000 7,000   1,000     250 BH  
NYMEX Heating Oil Minute-Marker Calendar Month Swap Futures 240 7T   7,000 5,000   1,000     25 7T  
NYMEX Heating Oil Minute-Marker Futures 239 6H   7,000 5,000   1,000     25 7T  
                         
New York Heating Oil (Platts) Swap Contract 540 YF * 5,000 3,500   1,000     25 YF  
New York Heating Oil (Platts) vs. NYMEX Heating Oil Swap Contract 541 YH   7,000/5,000 5,000/3,500   1,000/1,000     25 BH YF
                         
RBOB vs. Heating Oil Swap Contract 558 RH   7,000/7,000 5,000/5,000   1,000/1,000     25 RB HO
Heating Oil Arb Swap: NYMEX Heating Oil v. Rdam Gasoil Contract 725 HA   7,000/7,000 5,000/7,000   1,000/1,000     25 HO GX
Heating Oil Average Price Option 321 AT   7,000 5,000   1,000     150 HO  
New York Harbor Heating Oil Calendar Swap Contract 603 MP * 7,000 5,000   1,000     250 HO  
NYMEX No. 2 Up-Down Spread Calendar Swap (Platts) Contract 515 UT   10,000/7,000 10,000/5,000   1,000/1,000     25 GP HO
New York ULSD (Argus) Swap Futures 245 5Y   10,000 10,000   1,000     25 5Y  
New York ULSD (Argus) vs. Heating Oil Spread Swap Futures 246 7Y   10,000/7,000 10,000/5,000   1,000/1,000     25 5Y HO
Los Angeles Jet Fuel vs. New York Harbor No. 2 Heating Oil Spread Swap Contract 609 MQ * 10,000/7,000 10,000/5,000   1,000/1,000     25 MQ HO
Gulf Coast Jet vs. New York Harbor No. 2 Heating Oil Spread Swap Contract 608 ME   10,000/7,000 10,000/5,000   1,000/1,000     25 GE HO
Up- Down Gulf Coast Low Sulfur Diesel (LSD) vs. NYMEX HO Spread Swap 745 YL   10,000/10,000 10,000/5,000   1,000/1,000     25 LW HO
Up- Down Gulf Coast ULSD vs. NYMEX HO Spread Swap 746 LT   10,000/10,000 10,000/5,000   1,000/1,000     25 LY HO
New York Ultra Low Sulfur Diesel (ULSD) Swap 740 YS * 10,000 10,000   1,000     25 YS  
NY ULSD vs. NYMEX HO Spread Swap 564 UY   7,000/10,000 5,000/10,000   1,000/1,000     25 HO YS
New York Jet Fuel (Platts) Swap Futures 412 1Q   2,000 1,500   250     25 1Q  
New York Jet Fuel (Platts) vs. Heating Oil Swap Futures 413 1U   2,000/7,000 1,500/5,000   250/1,000     25 1Q HO
                         
New York Harbor Gasoline Blendstock (RBOB) Futures Contract 191 RB   7,000 5,000   1,000     150 RB  
RBOB Calendar Swap 556 RL * 7,000 5,000   1,000     25 RB  
RBOB Gasoline BALMO Swap 326 1D   7,000 5,000   1,000     150 RB  
RBOB Crack Spread BALMO Swap 327 1E   7,000/20,000 5,000/10,000   1,000/3,000     150/350 RB CL
RBOB Up-Down Calendar Swap Contract 557 RV   7,000/7,000 5,000/7,000   1,000/1,000     25 RB GS
New York Harbor Gasoline Blendstock Option Contract 335 OB   20,000 5,000   1,000     150 RB  
New York Harbor Gasoline Blendstock (RBOB) Calendar Spread Option 388 ZA, ZB, ZC, ZM   7,000 5,000   1,000     150 RB  
                         
RBOB Gasoline Financial Contract 555 RT   7,000 7,000   1,000     25 RT  
E-mini Gasoline Futures 403 QU   7,000 7,000   1,000     150 RT  
New York Harbor Gasoline Blendstock "Look-Alike" Option 385 RF   7,000 7,000   1,000     150 RT  
New York Harbor Gasoline Blendstock (RBOB) Average Price Option 386 RA   7,000 7,000   1,000     150 RT  
New York Harbor Conv. Gasoline vs. NYMEX RBOB Gasoline Swap Contract 545 RZ * 7,000/7,000 7,000/7,000   1,000/1,000     150 RT RZ
NYMEX RBOB Gasoline Minute-Marker Calendar Month Swap Futures 236 5T   7,000 5,000   1,000     25 5T  
NYMEX RBOB Gasoline Minute-Marker Futures 235 6R   7,000 5,000   1,000     25 5T  
                         
RBOB (Platts) Calendar Swap 562 RY * 7,000 7,000   1,000     150 RY  
RBOB (Platts) vs. NYMEX RBOB Spread Swap 563 RI   7,000/7,000 7,000/5,000   1,000/1,000     150 RY RB
                         
NYMEX New York Harbor Ethanol Contract 192 QE   1,000 750   150     25 QE  
New York Ethanol (Platts) Swap 583 EZ * 7,000 7,000   1,000     25 EZ  
                         
New York Jet Fuel (Argus) Swap Futures 247 4Y   5,000 5,000   250     25 4Y  
New York Jet Fuel (Argus) vs. Heating Oil Spread Swap Futures 248 5U   2,000/7,000 1,500/5,000   250/1,000     25 4Y HO
                         
New York Harbor 0.3% Fuel Oil Swap Contract 542 VQ * 5,000 3,500   500     25 VQ  
New York Fuel Oil 0.3% HiPr (Platts) Swap Contract 464 8N * 5,000 3,500   500     25 8N  
New York 0.7% Fuel Oil (Platts) Swap 305 Y4 * 2,000 1,500   300     25 Y4  
New York Harbor 1% v. Gulf Coast 3% Fuel Oil Spread Swap 543 VR * 5,000/5,000 3,500/3,500   500/500     25 MF VR
New York Harbor Residual Fuel 1.0% Sulfur Swap Contract 614 MM * 10,000 10,000   1,000     25 MM  
New York Harbor 1.0% Fuel Oil BALMO Swap Contract 502 VK * 10,000 10,000   1,000     25 MM  
New York 2.2% Fuel Oil (Platts) Swap 306 Y3 * 2,000 1,500   300     25 Y3  
New York 3.0% Fuel Oil (Platts) Swap 307 H1 * 2,000 1,500   300     25 H1  
                         
West Coast                        
Los Angeles CARBOB Gasoline Swap 610 MH * 10,000 10,000   1,000     150 MH  
Los Angeles CARBOB (OPIS) Spread Swap 573 JL   7,000/10,000 5,000/10,000   1,000/1,000     25 RB MH
Los Angeles CARB Diesel (OPIS) Outright Swap 574 LX   5,000 5,000   1,000     25 LX  
Los Angeles CARB Diesel (OPIS) Spread Swap 575 KL   7,000/5,000 5,000/5,000   1,000/1,000     25 HO LX
Los Angeles Jet (OPIS) Outright Swap 576 LL * 5,000 5,000   1,000     25 LL  
Los Angeles Jet (OPIS) Spread Swap 577 JS   7,000/5,000 5,000/5,000   1,000/1,000     25 HO LL
                         
Europe                        
Baltic                        
NYMEX REBCO Futures Contract 206 RE   10,000 10,000   730     25 RE  
REBCO Financial Contract 207 R2   10,000 7,000   730     25 R2  
                         
Northwest Europe                        
Diesel 10ppm NWE Le Havre (Platts) CIF NWE Swap Futures 361 S1   1,000 750   150     10 S1  
Diesel 10ppm NWE Le Havre (Platts) CIF NWE vs. ICE Gasoil Swap Futures 362 S3   1,000/7,000 750/7,000   150/1,000     10/25 S1 GX
Diesel 10ppm NWE Le Havre (Platts) CIF NWE vs. ICE Gasoil BALMO Swap Futures 363 S5   1,000/7,000 750/7,000   150/1,000     10/25 S1 GX
Diesel 10ppm UK (Platts) CIF NWE Swap Futures 371 S6   1,000 750   150     10 S6  
Diesel 10ppm UK (Platts) CIF NWE vs. ICE Gasoil Swap Futures 372 S8   1,000/7,000 750/7,000   150/1,000     10/25 S6 GX
Diesel 10ppm UK (Platts) CIF NWE Swap Futures vs. ICE Gasoil BALMO Swap Futures 373 T1   1,000/7,000 750/7,000   150/1,000     10/25 S6 GX
Brent Financial Contract 692 BB   20,000 20,000   2,000     25 BB  
Brent Crude Oil-Last Day Calendar Spread Financially Settled Option Contract 398 9C, 9B, 9D, 9L, 9Y   20,000 20,000   2,000     25 BB BB
Brent Last Day Contract 698 BZ   20,000 20,000   2,000     25 BZ  
Brent Crude Oil Option 376 OS   20,000 20,000   2,000     25 BZ  
Brent Crude Oil BALMO Swap Contract 481 J9   20,000 20,000   2,000     25 BZ  
Brent "Look-Alike" Crude Oil Option 378 BE   20,000 20,000   2,000     25 BZ  
Brent Crude Oil Average Price Option 379 BA   20,000 20,000   2,000     25 BZ  
Brent Calendar Spread Options Contracts 394 AA, AB, AC, AM, AZ   20,000 20,000   2,000     25 BB  
Dated Brent Calendar Swap Futures Contract 647 UB * 5,000 5,000   1,000     25 UB  
Dated Brent (Platts) Daily Swap Futures 714 7G   7,000 5,000     1,000   25 7G  
Brent CFD (Platts) Swap 699 6W   5,000/5,000 5,000/5,000   1,000/1,000     25 UB 6W
Brent (ICE) Calendar Swap Contract 696 CY * 20,000 20,000   2,000     25 BZ  
WTI-Brent Crude Oil Spread Option 377 BV   20,000 20,000   2,000     25 BZ  
Brent-Dubai Swap Contract 697 DB   20,000/10,000 20,000/10,000   2,000/1,000     25 BB DC
WTI-Brent (ICE) Bullet Swap Contract 693 BY   20,000/20,000 10,000/20,000   3,000/2,000     25 CL BZ
WTI-Brent (ICE) Calendar Swap 694 BK   20,000/20,000 10,000/20,000   3,000/2,000     25 CL BZ
Dated to Frontline Brent Swap 695 FY   5,000/20,000 5,000/20,000   1,000/2,000     25 UB BB
Brent CFD (Platts) vs. Brent Front Month Swap 319 1C   5,000/5,000 5,000/5,000   1,000/1,000     25/25 UB 1C
European Gasoil Crack Spread Swap 710 GZ   20,000/7,000 20,000/7,000   2,000/1,000     25 BB GX
Gasoil Crack Spread Average Price Option 710a 3U   20,000/7,000 20,000/7,000   2,000/1,000     25 BB GX
European Gasoil (ICE) Futures 712 7F   7,000 5,000   1,000     25 7F  
                         
European Naphtha Calendar Swap Contract 650 UN * 1,500 1,500   150     25 UN  
European Naphtha Crack Spread Swap 713 EN   20,000/1,500 20,000/1,500   2,000/150     25 BB UN
European Naphtha BALMO Swap Contract 501 KZ   1,500 1,500   150     25 UN  
Premium Unleaded 10ppm (Platts) Cargoes CIF NWE Swap Contract 467 4G * 750 500   100     25 4G  
Premium Unleaded 10ppm (Platts) Cargoes CIF NWE BALMO Swap 470 6D * 750 500   100     25 6D  
                         
Northwest Europe Gasoline (Argus) Swap Contract 664 AR   1,500 1,500   500     25 AR  
Gasoline Euro-bob Oxy (Argus) NWE Barges Swap Futures 729 7H   3,500 2,500   500     25 7H  
Gasoline Euro-bob Oxy (Argus) NWE Barges BALMO Swap Futures 731 7R   3,500 2,500   500     25 7H  
Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread Swap Futures 732 7K   3,500/20,000 2,500/20,000   500/2,000     25 7H BZ
Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread BALMO Swap Futures 733 7I   3,500/20,000 2,500/20,000   500/2,000     25 7H BZ
                         
Argus Gasoline NWE BALMO Swap Contract 492 B9   1,500 1,500   500     25 AR  
European Argus Gasoline Crack Spread Swap Contract 711 RG   1,500/20,000 1,500/20,000   500/2,000     25 AR BB
Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges Swap Futures 715 7L   750 500   100     25 7L  
Premium Unleaded Gasoline 10 ppm (Platts) Rdam FOB Barges BALMO Swap Futures 716 7N   750 500   100     25 7L  
EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges Swap Futures 717 7P   1,500 1,500   500     25 7P  
EuroBob Gasoline 10ppm (Platts) Rdam FOB Barges BALMO Swap Futures 719 7S   1,500 1,500   500     25 7P  
                         
1% Fuel Oil NWE Crack Spread Swap Contract 727 FI   20,000/1,500 20,000/1,500   2,000/150     25 BB UF
European 1% Fuel Oil (NWE) BALMO Swap Contract 500 KX * 1,500 1,500   150     25 UF  
1.5% Fuel Oil Rdam Barges BALMO Swap Contract 483 J5 * 1,500 1,500   150     25 Z3  
3.5% Fuel Oil Rdam Crack Spread Swap Contract 726 FO   20,000/1,500 20,000/1,500   2,000/150     25 BB UV
3.5% Fuel Oil FOB MED Crack Spread Swap Contract 735 FL   20,000/1,500 20,000/1,500   2,000/150     25 BB UI
European 3.5% Fuel Oil (NWE) BALMO Swap Contract 499 KR * 1,500 1,500   150     25 UV  
                         
European Gasoil (ICE) Swap Contract 728 GX * 7,000 7,000   1,000     25 GX  
NYMEX European Gasoil Average Price Option 748 F7 * 5,000 5,000   1,000     25 GX  
European-Style GASOIL OPTIONS 747 F8   5,000 5,000     1,000   25 BG  
ICE Gasoil BALMO Swap Contract 482 U9 * 7,000 7,000   1,000     25 GX  
Gasoil (ICE) Mini Calendar Swap Contract 531 QA * 7,000 5,000   1,000     25 GX  
                         
Diesel 10ppm Barges FOB Rdam BALMO Swap Contract 489 U7 * 5,000 5,000   500     25 GT  
European Gasoil 10 PPM Rdam Barges vs. Gasoil Futures Swap Contract 718 ET * 7,000/5,000 7,000/5,000   1,000/500     25 GX GT
European Gasoil Bullet Swap Contract 561 BG   5,000 5,000   1,000     25 BG  
                         
Jet Fuel Cargoes CIF NWE BALMO Swap Contract 484 F3 * 1,500 1,500   150     25 UJ  
Jet CIF NWE vs. Gasoil Futures Swap Contract 722 JC * 7,000/1,500 7,000/1,500   1,000/150     25 GX UJ
Jet Rdam Barges v. Gasoil Futures Swap Contract 723 JR * 7,000/1,500 7,000/1,500   1,000/150     25 GX UR
                         
Singapore Gasoil vs. Rdam Gasoil Swap Contract 724 GA * 7,000/1,500 7,000/1,500   1,000/500     25 GX SG
                         
Gasoil 0.1 Cargoes FOB NWE Swap Contract 534 WR * 1,000 500   150     25 WR  
Gasoil 0.1 Cargoes FOB NWE v. ICE Gasoil Swap Contract 535 WT * 7,000/1,000 5,000/500   1,000/150     25 GX WR
Gasoil 0.1 Cargoes CIF NWE Swap Contract 536 TW * 1,000 500   150     25 TW  
Gasoil 0.1 Cargoes CIF NWE v. ICE Gasoil BALMO Swap Contract 476 4V * 1,000/7,000 500/7,000   150/1,000     25 TW GX
Gasoil 0.1 Cargoes CIF NWE v.ICE Gasoil Swap Contract 537 TU * 7,000/1,000 5,000/500   1,000/150     25 GX TW
FAME (Argus) Biodiesel FOB Rotterdam Swap Futures 318 2L   750 500   100     25 2L  
                         
Argus Biodiesel RME FOB Rdam Swap 317 1A * 3,500 2,500   500     25 1A  
Gasoil 0.1 FOB Rdam Barges Swap Contract 532 VL * 1,000 500   150     25 VL  
Gasoil 0.1 Barges FOB Rdam v. ICE Gasoil BALMO Swap Contract 475 6V * 1,000/7,000 500/7,000   150/1,000     25 VL GX
Gasoil 0.1 Rdam Barges v. ICE Gasoil Swap Contract 533 WQ * 7,000/1,000 5,000/500   1,000/150     25 GX VL
                         
Gasoil 0.1 Barges FOB Rdam BALMO Swap Contract 488 B8 * 1,000 500   150     25 VL  
                         
Gasoil 10ppm Cargoes CIF NWE Swap Contract 538 TY * 1,000 500   150     25 TY  
Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil BALMO Swap Contract 477 3V * 1,000/7,000 500/7,000   150/1,000     25 TY GX
Gasoil 10ppm Cargoes CIF NWE v. ICE Gasoil Swap Contract 539 TP * 7,000/1,000 5,000/500   1,000/150     25 GX TY
European Gasoil 10 PPM Rdam Barges Swap Contract 730 GT * 5,000 5,000   500     25 GT  
Diesel 10ppm Barges FOB Rdam v ICE Gasoil BALMO Swap Contract 478 7X * 5,000/7,000 5,000/7,000   500/1,000     25 GT GX
ULSD 10ppm Cargoes CIF NWE BALMO Swap Contract 487 B1 * 1,000 500   150     25 TY  
Gasoil 0.1 Cargoes CIF NWE BALMO Swap Contract 486 B7 * 1,000 500   150     25 TW  
Ethanol (Platts) T1 FOB Rotterdam Ex Duty Swap Futures 193 2M   750 500   100     5 2M  
Ethanol (Platts) T2 FOB Rotterdam Including Duty Swap Futures 194 Z1   750 500   100     5 2M  
                         
European 1% Fuel Oil NWE (Northwest Europe) Calendar Swap Contract 658 UF * 1,500 1,500   150     25 UF  
European 1% Fuel Oil Rotterdam Calendar Swap Contract 659 UH * 1,500 1,500   150     25 UH  
1.5% Fuel Oil Barges FOB Rdam Swap Contract 736 Z3 * 1,500 1,500   150     25 Z3  
Northwest Europe High-Low Fuel Oil Spread Swap Contract 665 FS * 1,500/1,500 1,500/1,500   150/150     25 UF UV
European 3.5% Fuel Oil Rotterdam Calendar Swap Contract 660 UV * 1,500 1,500   150     25 UV  
3.5% Fuel Oil Swap, Rotterdam Calendar Swap (Platts) Average Price Option 660a Q6 * 1,500 1,500   n/a     25 UV  
3.5% Fuel Oil Rdam v. 3.5% FOB MED Spread Swap 734 FK * 1,500/1,500 1,500/1,500   150/150     25 UV UI
East-West Fuel Oil Spread Swap Contract 666 EW * 1,500/1,500 1,500/1,500   150/150     25 UA UV
1% Fuel Oil (Platts) Cargoes CIF NWE Swap Futures 419 1X   1,000 750   150     10 1X  
                         
European Jet Kerosene NWE (Northwest Europe) Calendar Swap Contract 651 UJ * 1,500 1,500   150     25 UJ  
Jet Fuel Cargoes CIF NWE v ICE Gasoil BALMO Swap Contract 479 6X * 1,500/7,000 1,500/7,000   150/1,000     25 UJ GX
Jet Fuel Barges FOB Rdam BALMO Swap Contract 485 X9 * 1,500 1,500   150     25 UR  
European Jet Kerosene Rotterdam Calendar Swap Contract 652 UR * 1,500 1,500   150     25 UR  
Jet Fuel Barges FOB Rdam v. ICE Gasoil BALMO Swap Contract 480 9Q * 1,500/7,000 1,500/7,000   150/1,000     25 UR GX
European Propane CIF ARA (Argus) Swap 578 PS * 300 300   50     25 PS  
                         
Mediterranean                        
Italy                        
ULSD 10ppm CIF MED vs. ICE Gasoil Swap Contract 549 Z7 * 5,000/7,000 5,000/7,000   500/1,000     25 Z6 GX
ULSD 10ppm Cargoes CIF MED Swap Contract 548 Z6 * 5,000 5,000   500     25 Z6  
ULSD 10ppm CIF MED v. ICE Gasoil BALMO Swap Contract 474 7V * 5,000/7,000 5,000/7,000   500/1,000     25 Z6 GX
Jet Aviation Fuel (Platts) Cargoes FOB MED Swap Futures 416 1T   350 250   50     5 1T  
Jet Aviation Fuel (Platts) Cargoes FOB MED vs. ICE Gasoil Swap Futures 417 1V   350/7,000 250/7,000   50/1,000     5/25 1T GX
                         
Genoa/Lavera                        
Gasoil 0.1 Cargoes CIF Med Swap Contract 546 Z4 * 5,000 5,000   500     25 Z4  
Gasoil 0.1 CIF MED v. ICE BALMO Swap Contract 473 8W * 5,000/7,000 5,000/7,000   500/1,000     25 Z4 GX
Gasoil 0.1 CIF MED vs. ICE Gasoil Swap Contract 547 Z5 * 5,000/7,000 5,000/7,000   500/1,000     25 Z4 GX
Gasoil 0.1 CIF Med BALMO Swap Contract 490 X6 * 5,000 5,000   500     25 Z4  
ULSD 10ppm CIF Med BALMO Swap Contract 491 X7 * 5,000 5,000   500     25 Z6  
Premium Unleaded 10ppm (Platts) CIF MED Swap Contract 465 2G * 1,500 1,000   100     25 2G  
Premium Unleaded 10ppm (Platts) CIF MED BALMO Swap Contract 468 6G * 1,500 1,000   100     25 2G  
Premium Unleaded 10ppm (Platts) FOB MED Swap Contract 466 3G * 1,500 1,000   100     25 3G  
Premium Unleaded 10ppm (Platts) FOB MED BALMO Swap Contract 469 8G * 1,500 1,000   100     25 3G  
1% Fuel Oil (Platts) Cargoes CIF MED Swap Futures 418 1W   350 250   50     5 1W  
European 3.5% Fuel Oil MED (Mediterranean) Calendar Swap Contract 661 UI * 1,500 1,500   150     25 UI  
3.5% Fuel Oil (Platts) CIF MED Swap Contract 471 7D * 1,500 1,000   100     25 7D  
3.5% Fuel Oil CIF MED BALMO Swap 472 8D * 1,500 1,000   100     25 7D  
                         
Middle East                        
NYMEX Dubai Crude Oil Calendar Swap (Platts) Contract 511 DC * 10,000 10,000   1,000     25 DC  
Dubai Crude Oil BALMO Swap Contract 498 BI * 10,000 10,000   1,000     25 DC  
                         
AG-FOB                        
Argus Propane (Saudi Aramco) Swap Contract 589 9N   1,500 1,000   100     25 9N  
                         
Dubai Mercantile Exchange                        
DME Oman Crude Oil Futures Contract (See Dubai Mercantile Exchange Chapter 10)   OQ   n/a n/a     n/a   25 OQ  
DME Oman Crude Oil Financial Contract (See Dubai Mercantile Exchange Chapter 14)   ZG   n/a n/a     n/a   25 ZG  
                         
Asia/Pacific                        
Far East                        
Argus Propane Far East Index Swap Contract 590 7E   1,750 1,250   150     25 7E  
Japan                        
Japan C&F Naphtha Swap 579 JA * 1,000 1,000   100     25 JA  
Japan Naphtha BALMO Swap 308 E6   1,000 1,000   100     25 JA  
Japan C&F Naphtha Crack Spread Swap 580 JB   20,000/1,000 20,000/1,000   2,000/100     25 BB JA
                         
Singapore                        
Singapore Jet Kero vs. Gasoil Spread (Platts) BALMO Swap Futures 657 Z0   1,500/1,500 1,500/1,500   500/500     25/25 KS SG
Singapore Mogas 95 Unleaded (Platts) Swap Futures 653 V0   7,000 5,000   1,000     25 V0  
Singapore Mogas 95 Unleaded (Platts) BALMO Swap Futures 654 W0   7,000 5,000   1,000     25 V0  
Singapore Mogas 97 Unleaded (Platts) Swap Futures 655 X0   7,000 5,000   1,000     25 X0  
Singapore Mogas 97 Unleaded (Platts) BALMO Swap Futures 656 Y0   7,000 5,000   1,000     25 X0  
Singapore Fuel Oil 380 cst Swap (Platts) Average Price Option 668A 8H   1,500 1,500   150     25 SE  
Singapore 380 cst Fuel Oil Futures Contract 675 HZ   7,000 7,000   1,000     25 HZ  
Singapore Gasoil Swap Contract 669 SG * 1,500 1,500   500     25 SG  
Singapore Gasoil Calendar Swap (Platts) Average Price Option 496a M2 * 1,500 1,500   n/a     25 SG  
Singapore Gasoil BALMO Swap Contract 496 VU * 1,500 1,500   500     25 SG  
Singapore Jet Kero vs. Gasoil Spread Swap Contract 672 RK * 1,500/1,500 1,500/1,500   500/500     25 KS SG
Singapore Naphtha Swap Contract 671 SP * 1,500 1,500   500     25 SP  
Singapore Naphtha BALMO Swap Contract 497 KU * 1,500 1,500   500     25 SP  
Singapore Mogas 92 Unleaded (Platts) Swap Futures 720 1N   7,000 5,000   1,000     25 1N  
Singapore Mogas 92 Unleaded (Platts) BALMO Swap Futures 721 1P   7,000 5,000   1,000     25 1N  
Singapore 380cst Fuel Oil Swap Contract 668 SE * 1,500 1,500   150     25 SE  
Singapore Fuel Oil 180 cst Swap (Platts) Average Price Option 493a C5 * 1,500 1,500   n/a     25 SE  
Singapore 380cst Fuel Oil BALMO Swap Contract 494 BT * 1,500 1,500   150     25 SE  
Singapore 180cst vs. 380cst Fuel Oil Spread Swap Contract 667 SD * 1,500/1,500 1,500/1,500   500/500     25 UA SE
European Singapore Fuel Oil 180cst Calendar Swap Contract 662 UA * 1,500 1,500   150     25 UA  
Singapore 180cst Fuel Oil BALMO Swap Contract 493 BS * 1,500 1,500   150     25 UA  
Singapore Jet Kerosene Swap Contract 670 KS * 1,500 1,500   500     25 KS  
Singapore Jet Fuel Kerosene Calendar Swap (Platts) Average Price Option 495a N2 * 1,500 1,500   n/a     25 KS  
Singapore Jet Kero BALMO Swap Contract 495 BX * 1,500 1,500   500     25 KS  
                         
Vessel Freight                        
Freight Route TC1 Swap Futures Contract 680 TG * 10,000 10,000   1,000     25 TG  
Freight Route TC2 Swap Futures Contract 683 TM * 5,000 5,000   500     25 TM  
Freight Route TD3 Swap Futures Contract 684 TL * 10,000 10,000   2,500     25 TL  
Freight Route TC4 Swap Futures Contract 681 TJ * 5,000 5,000   500     25 TJ  
Freight Route TC4 BALMO Swap 309 V9 * 5,000 5,000   500     25 V9  
Freight Route TC5 Swap Futures Contract 682 TH * 10,000 10,000   1,000     25 TH  
Freight Route TD5 Swap Futures Contract 685 TI * 10,000 10,000   2,500     25 TI  
Freight Route TD7 Swap Futures Contract 686 TK * 10,000 10,000   1,000     25 TK  
Freight Route TD9 Swap Futures Contract 687 TN * 10,000 10,000   1,000     25 TN  
Freight Route TD10D Swap Futures Contract 688 TO * 10,000 10,000   1,000     25 TO  
                         
                         
Metals                        
USA                        
COMEX Division - Copper Contract Rules 111 HG   5,000 5,000   750     25 HG  
COMEX Division - Grade 1 Copper Futures Options Rules 117 HX               25 HG  
E-mini Copper Futures 913 QC   5,000 5,000     400   25 QC  
                         
COMEX Division - Gold Rules 113 GC   6,000 6,000   3,000     200 GC  
COMEX Division - Gold Futures Options Rules 115 OG               200 GC  
COMEX miNY Gold Futures 911 QO   10,000 10,000     2,000   25 8Q  
E-mini Gold Futures 407 8Q   10,000 10,000     2,000   25 8Q  
                         
Palladium Futures Contract 106 PA   1,000 1,000   650     25 PA  
                         
Platinum Futures Contract 105 PL   1,500 1,500   150     25 PL  
NYMEX Platinum Option Contract 360 PO   20,000 20,000   n/a     25 PL  
                         
COMEX Division - Silver Rules 112 SI   6,000 6,000   1,500     150 SI  
COMEX Division - Silver Futures Options Rules 116 SO               150 SI  
COMEX miNY Silver Futures 912 QI   3,000 3,000     500   25 6Q  
E-mini Silver Futures 408 6Q   3,000 3,000     500   25 6Q  
                         
U.S. Midwest Domestic Hot-Rolled Coil Steel 920 HR   20,000 10,000   3,000     250 HR  
                         
NYMEX UxC Uranium U3O8 Swap Contract 960 UX   3,500 3,500   1,000     25 UX  
                         
ASIA                        
COMEX Asian Gold Futures 914 QS   10,000 10,000     2,000   25 8Q  
                         
NYMEX Asian Palladium Futures 916 QT   1,000 1,000     650   50 QT  
                         
NYMEX Asian Platinum Futures 915 QR   1,500 1,500     200   200 QR  
                         
Coal                        
Central Appalachian Coal Futures Contract 260 QL   5,000 5,000   200     25 QL  
Central Appalachian Coal Option Contract 933 C1   5,000 5,000   200     25 QL  
NYMEX CSX COAL Swap (Platts OTC Broker Index) Contract 261 QX   5,000 5,000   200     25 QX  
NYMEX Powder River Basin Coal Swap (Platts OTC Broker Index) Contract 262 QP   5,000 5,000   200     25 QP  
                         
Emissions                        
Annual NOX Emissions Allowance Vintage 2009 Futures Contract 864 WW   4,500 2,500   375 (Jan-Nov 2009) 250 (Dec 2009)     25 WW  
Annual NOX Emissions Allowance Vintage 2010 Futures Contract 865 YP   3,500 2,000   375 (Jan-Nov 2010) 250 (Dec 2010)     25 YP  
Annual NOX Emissions Allowance Vintage 2011 Futures Contract 866 YQ   3,500 2,000   375 (Jan-Nov 2011) 250 (Dec 2011)     25 YQ  
Annual NOX Emissions Allowance Vintage 2012 Futures Contract 867 YR   3,500 2,000   375 (Jan-Nov 2012) 250 (Dec 2012)     25 YR  
In Delivery Month European Union Allowance (EUA) Serial Option 909 9G   70,000 50,000   10,000     25 6T  
In Delivery Month Certified Emission Reduction (CER) Serial Option 910 9E   30,000 20,000   4,000     25 6S  
                         
NYMEX NOX Emissions Allowance Futures Contract 783 RN   2,500 1,200   600     25 RN  
Seasonal NOX Emissions Allowance Vintage 2009 Futures Contract 860 YI   2,500 1,200   600     25 YI  
Seasonal NOX Emissions Allowance Vintage 2010 Futures Contract 861 YJ   2,000 1,000   500     25 YJ  
Seasonal NOX Emissions Allowance Vintage 2011 Futures Contract 862 YN   2,000 1,000   500     25 YN  
Seasonal NOX Emissions Allowance Vintage 2012 Futures Contract 863 YM   2,000 1,000   500     25 YM  
                         
SO2 Emission Allowance Futures 782 RS   17,500 12,500   2,500     25 RS  
SO2 Emissions Allowance Option 871 AS   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Futures 554 09   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Option 606 S2   17,500 12,500   2,500     25 RS  
                         
SO2 Emission 25-Allowance Futures 2010 554 10   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Futures 2011 554 11   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Futures 2012 554 12   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Futures 2013 554 13   17,500 12,500   2,500     25 RS  
SO2 Emission 25-Allowance Futures 2014 554 14   17,500 12,500   2,500     25 RS  
                         
In Delivery Month European Union Allowance (EUA) Futures 850 6T   70,000 50,000   10,000     25 6T  
In Delivery Month European Union Allowance (EUA) Option 851 6U   70,000 50,000   10,000     25 6T  
European Union Allowance (EUA) Futures 868 RC   10,000 5,000   2,500     25 6T  
European Union Allowance (EUA) Option 869 AV   10,000 5,000   2,500     25 6T  
                         
In Delivery Month Certified Emission Reduction (CER) Futures 852 6S   30,000 20,000   4,000     25 6S  
In Delivery Month certified Emission Reduction (CER) Option 853 6P   30,000 20,000   4,000     25 6S  
Certified Emission Reduction (CER) Futures 870 VA   5,000 2,500   1,250     25 6S  
Certified Emission Reduction (CER) Option 872 VG   5,000 2,500   1,250     25 6S  
                         
NYMEX Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Futures Contract 873 RJ   5,000 2,500   1,000     25 RJ  
NYMEX Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Option Contract 874 OR   5,000 2,500   1,000     25 RJ  
                         
Natural Gas                        
United Kingdom                        
National Balancing Point (NBP) Henry Hub Basis Swap Futures 332 E2   3,500 2,500   500     25 E2  
National Balancing Point (NBP) Henry Hub Basis Option 333 V1   3,500 2,500   500     25 E2  
                         
USA                        
Natural Gas Futures Contract 220 NG   12,000 6,000   1,000     175 NG  
NYMEX Natural Gas Option Contract 370 ON   20,000 6,000   1,000     175 NG  
Natural Gas Calendar Spread Options Contract 391 IA, IB, IC, IE, IM, IZ   12,000 6,000   1,000     175 NG  
Natural Gas Calendar Spread Financially Settled Option Contract 399 G4, G2, G3, G5, G6, G7   12,000 12,000     1,000   100 HH HH
                         
Henry Hub Penultimate Financial Futures Contract 824 HP   12,000 12,000     1,000   100 HP  
Natural Gas Look-Alike Option 560 LN   12,000 12,000     1,000   100 HP  
Henry Hub Natural Gas Penultimate Swap Futures Contract 529 NP   12,000 12,000     1,000   100 HP  
E-mini Natural Gas Futures 402 QG   12,000 12,000     1,000   175 HP  
                         
Henry Hub Financial Last Day Futures Contract 823 HH   12,000 12,000       1,000 100 HH  
Henry Hub Swap Futures Contract 508 NN   12,000 12,000       1,000 175 HH  
Natural Gas Daily Option 832 KD   n/a n/a   1,000     n/a HH  
Henry Hub Financial Last Day Option Contract 375 E7   12,000 12,000       1,000 100 HH  
                         
Inside FERC                        
ANR Pipeline Co.                        
ANR Louisiana Basis (Platts IFERC) Futures Contract 767 ND   10,000 10,000   1,000     25 ND  
ANR, LA. Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 454 M6   3,500/10,000 2,500/10,00   500/1,000     25/25 K6 ND
ANR OK Basis Swap (Platts IFERC) Contract 627 NE   10,000 10,000   500     175 NE  
ANR Oklahoma Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 809 IQ   10,000/10,000 10,000/10,000   500/500     25 SQ NE
                         
California                        
Malin Basis Swap Contract 623 PB   10,000 10,000   2,000     25 PB  
Malin Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 389 V8   1,500/10,000 1,000/10,000   250/2,000     25/25 W9 PB
SoCal City-Gate Basis Swap Contract 437 9A   7,000 5,000   500     25 9A  
SoCal City-Gate Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 455 N5   3,500/7,000 2,500/5,000   500/500     25/25 T9 9A
                         
CenterPoint Energy Gas Transmission Co.                        
CenterPoint Natural Gas Basis Contract (Platts IFERC) 807 PW   10,000 10,000   2,000     25 PW  
CenterPoint Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 810 II   10,000/10,000 10,000/10,000   2,000/2,000     25 VX PW
                         
Colorado Interstate Gas Co.                        
NYMEX CIG Rockies Basis Swap (Platts IFERC) Futures Contract 633 CI   10,000 10,000   1,000     25 CI  
CIG Rockies Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 883 Z8   300/10,000 200/10,000   25/1,000     25 U8 CI
                         
Columbia Gas Transmission Corp.                        
TCO Basis Swap (Platts IFERC) Contract 622 TC   10,000 10,000   2,500     175 TC  
Columbia Gas Transmission Corp. Appalachia (TCO) Basis (Platts IFERC) Option 622b 5D   10,000 10,000   2,500     175 TC  
TCO Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 877 Q1   2,000/10,000 1,500/10,000   275/2,500     25 A1 TC
                         
Columbia Gas Transmission Co.                        
Columbia Gulf Louisiana Basis Swap (Platts IFERC) Contract 638 GL   10,000 10,000   500     175 GL  
Columbia Gulf, LA. Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 449 S9   3,500/10,000 2,500/10,000   500/500     25/175 J6 GL
Columbia Gulf Mainline Basis Swap Contract 428 5Z   7,000 5,000   500     25 5Z  
Columbia Gulf, Mainline Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 444 L2   6,000/7,000 4,500/5,000   900/500     25/25 X2 5Z
                         
Dominion Transmission Inc.                        
Dominion Basis Swap (Platts IFERC) Contract 632 PG   10,000 10,000   2,000     25 PG  
Dominion Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 794 IH   10,000/10,000 10,000/10,000   2,000/2,000     25 SH PG
                         
East Texas                        
NYMEX Houston Ship Channel Basis Swap (Platts IFERC) Contract 518 NH   10,000 10,000   2,000     25 NH  
Houston Ship Channel Basis (Platts IFERC) Option 518b 5F   10,000 10,000   2,000     25 NH  
Houston Ship Channel Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 703 IP   10,000/10,000 10,000/10,000   2,000/2,000     25 SM NH
                         
El Paso Natural Gas Co.                        
NYMEX San Juan Basis Swap (Platts IFERC) Contract 519 NJ   10,000 10,000   2,000     25 NJ  
San Juan Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 796 IJ   10,000/10,000 10,000/10,000   2,000/2,000     25 SJ NJ
Permian Basis Swap (Platts IFERC) Contract 620 PM   10,000 10,000   2,000     175 PM  
Permian Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 701 IL   10,000/10,000 10,000/10,000   2,000/2,000     25 SL PM
                         
Florida Gas Transmission Co.                        
Florida Zone 2 Basis Swap Contract 429 8A   3,000 2,000   150     25 8A  
Florida Gas, Zone 2 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 441 C3   750/3,000 500/2,000   100/150     25/25 X5 8A
FGT Zone 3 Basis (Platts IFERC) Futures Contract 806 FP   10,000 10,000   500     25 FP  
Florida Gas, Zone 3 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 447 Q9   3,500/10,000 2,500/10,000   500/50     25/25 J8 FP
                         
Kern River Gas Transmission Co.                        
Kern River Basis (Platts IFERC) Futures Contract 768 NV   10,000 10,000   1,000     25 NV  
                         
Natural Gas Pipeline Co. of America                        
NGPL Mid-Con Basis Swap (Platts IFERC) Contract 629 NL   10,000 10,000   500     175 NL  
Natural Gas Pipeline Co. of America (NGPL) Mid-Con Basis Option 629b 5G   10,000 10,000   500     175 NL  
NGPL MidCon Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 813 IW   10,000/10,000 10,000/10,000   500/500     25 PX NL
NGPL LA Basis Swap (Platts IFERC) Contract 626 NY   10,000 10,000   500     175 NY  
NGPL STX Natural Gas Basis Contract 875 T5   10,000 10,000   2,000     25 T5  
NGPL STX Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 456 N6   3,500/10,000 2,500/10,000   500/2,000     25/25 Q7 T5
NGPL Texok Basis Swap (Platts IFERC) Contract 625 PD   10,000 10,000   1,000     175 PD  
Natural Gas Pipeline Co. of America (NGPL) TexOk Basis Option 625b 5H   10,000 10,000   1,000     175 PD  
NGPL TexOk Natural Gas Index (Platt Gas Daily/Platts IFERC) Contract 814 OI   10,000/10,000 10,000/10,000   1,000/1,000     25 OX PD
                         
Northern Natural Gas Co.                        
Demarc Basis Swap (Platts IFERC) Contract 630 PE   10,000 10,000   1,000     175 PE  
Demarc Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 812 DI   10,000/10,000 10,000/10,000   1,000/1,000     25 DT PE
Ventura Basis Swap (Platts IFERC) Contract 631 PF   10,000 10,000   2,000     175 PF  
Ventura Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 815 VI   10,000/12,000 10,000/12,000   2,000/2,000     25 VS PF
                         
Northeast                        
NYMEX Transco Zone 6 Basis Swap (Platts IFERC) Contract 521 NZ   10,000 10,000   1,500     25 NZ  
Transco, Zone 6 Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 799 IT   10,000/10,000 10,000/10,000   1,500/1,500     25 ST NZ
Algonquin City-gates Natural Gas Basis Contract 876 B4   10,000 10,000   2,000     25 B4  
Algonquin City-Gates Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 457 N7   3,500/10,000 2,500/10,000   500/2,000     25/25 C8 B4
M-3 Basis Swap (Platts IFERC) Contract 621 NX   10,000 10,000   1,500     25 NX  
Texas Eastern Zone M-3 Basis Option 621b 5N   10,000 10,000   1,500     25 NX  
TETCO M-3 Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 798 IX   10,000/10,000 10,000/10,000   1,500/1,500     25 SX NX
                         
Northwest Pipeline Corp.                        
NYMEX Rockies Basis Swap (Platts IFERC) Contract 524 NR   10,000 10,000   2,000     25 NR  
Northwest Pipeline, Rockies Basis Option 524b 5I   10,000 10,000   2,000     25 NR  
Rockies Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 795 IR   10,000/10,000 10,000/10,000   2,000/2,000     25 SR NR
NYMEX Sumas Basis Swap (Platts IFERC) Contract 628 NK   10,000 10,000   1,000     25 NK  
Sumas Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 797 IU   10,000/10,000 10,000/10,000   1,000/1,000     25 SU NK
                         
OneOk Gas Transportation, LLC                        
OneOk, Oklahoma Basis Swap Contract 430 8X   3,500 2,500   250     25 8X  
OneOk, Oklahoma Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 439 C7   750/3,500 500/2,500   100/250     25/25 M3 8X
                         
Panhandle Eastern Pipe Line Co.                        
NYMEX Panhandle Basis Swap (Platts IFERC) Contract 525 PH   10,000 10,000   2,000     175 PH  
Panhandle Basis Option 525b 5K   10,000 10,000   2,000     175 PH  
Panhandle Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 704 IV   10,000/10,000 10,000/10,000   2,000/2,000     25 SV PH
                         
Questar Pipeline Co.                        
Questar Basis (Platts IFERC) Futures Contract 769 TA   10,000 10,000   1,000     25 TA  
Questar Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 458 N8   350/10,000 250/10,000   50/1,000     25/25 C6 TA
                         
South Louisiana                        
NYMEX Henry Hub Basis Swap (Platts IFERC) Contract 509 HB   10,000 10,000   2,000     175 HB  
Henry Hub Basis Option 509b 5E   10,000 10,000   2,000     175 HB  
Henry Hub Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 702 IN   10,000/10,000 10,000/10,000   2,000/2,000     25 SN HB
                         
Southern Natural Gas Co.                        
Sonat Basis (Platts IFERC) Futures Contract 804 SZ   10,000 10,000   500     25 SZ  
Southern Natural, LA. Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 836 M8   7,000/10,000 5,000/10,000   1,000/500     25/25 K8 SZ
                         
Southern Star Central Gas Pipeline Inc.                        
Southern Star Texas, Oklahoma, Kansas Basis Swap Contract 431 8Z   3,500 2,500   250     25 8Z  
Southern Star, Tx.-Okla.-Kan. Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 438 C9   750/3,500 500/2,500   100/250     25/25 M4 8Z
                         
Tennessee Gas Pipeline Co.                        
Tennessee 500 Leg Basis (Platts IFERC) Futures Contract 770 NM   10,000 10,000   1,500     25 NM  
Tennessee 500 Leg Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 881 Y7   2,000/10,000 1,500/10,000   275/1,500     25 T7 NM
Tennessee 800 Leg Basis Swap Contract 432 6Z   3,000 2,000   150     25 6Z  
Tennesse 800 Leg Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 445 L4   3,500/3,000 2,500/2,000   500/150     25/25 W5 6Z
Tennessee Zone 0 Basis (Platts IFERC) Futures Contract 771 NQ   10,000 10,000   1,500     25 NQ  
Tennessee Zone 0 Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 879 Q4   1,000/10,000 750/10,000   75/1,500     25 T4 NQ
                         
Texas Eastern Transmission Corp.                        
Texas Eastern West Louisiana Basis Swap Contract 433 8B   3,500 2,500   250     25 8B  
Texas Eastern, WLA Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 440 C2   3,500/3,500 2,500/2,500   500/250     25/25 X8 8B
TETCO STX Basis Swap (Platts IFERC) Contract 641 TX   10,000 10,000   1,000     175 TX  
TETCP STX Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 878 Q2   750/10,000 500/10,000   50/1,000     25 T2 TX
TETCO ELA Basis Swap (Platts IFERC) Contract 640 TE   10,000 10,000   500     175 TE  
Texas Eastern, ELA Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 835 M9   3,500/10,000 2,500/10,000   500/500     25/175 K9 TE
                         
Texas Gas Transmission Corp.                        
Texas Gas Zone 1 Basis Swap Contract 434 9F   7,000 5,000   500     25 9F  
Texas Gas Zone, 1 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 446 N4   2,000/7,000 1,500/5,000   300/500     25/25 Y9 9F
Texas Gas, Zone SL Basis (Platts IFERC) Futures Contract 772 TB   10,000 10,000   1,000     25 TB  
Texas Gas, Zone SL Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 834 S7   1,000/10,000 750/10,000   150/1,000     25/25 J7 TB
                         
Transcontinental Gas Pipe Line Co.                        
Transco Zone 1 Basis Swap Contract 435 8E   7,000 5,000   500     25 8E  
Transco Zone 1 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 442 C4   750/7,000 500/5,000   100/500     25/25 X4 8E
Transco Zone 2 Basis Swap Contract 436 8F   7,000 5,000   500     25 8F  
Transco Zone 2 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 443 L7   3,500/7,000 2,500/5,000   500/500     25/25 X3 8F
Transco Zone 3 Basis Swap (Platts IFERC) Contract 639 CZ   10,000 10,000   1,000     175 CZ  
Transco Zone 3 Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 880 Y6   3,000/10,000 2,000/10,000   300/1,000     25 T6 CZ
Transco Zone 4 Basis (Platts IFERC) Futures Contract 805 TR   10,000 10,000   500     25 TR  
Transco Zone 4 Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 448 B2   3,500/10,000 2,500/10,000   500/500     25/25 J3 TR
                         
Trunkline Gas Co.                        
Trunkline, LA Basis (Platts IFERC) Futures Contract 773 NU   10,000 10,000   1,000     25 NU  
Trunkline, ELA Natural Gas Index Swap Futures (Platts Gas Daily / Platts IFERC) 837 M7   750/10,000 500/10,000   100/1,000     25/25 K7 NU
                         
Upper Midwest                        
Dawn Natural Gas Basis Contract (Platts IFERC) 808 DW   10,000 10,000   2,000     25 DW  
Dawn Natural Gas Index Contract (Platt Gas Daily/Platts IFERC) 811 IO   10,000/10,000 10,000/10,000   2,000/2,000     25 OW DW
MichCon Basis Swap (Platts IFERC) Contract 619 NF   10,000 10,000   500     175 NF  
Michigan Consolidated Gas Basis Option 619b 4W   10,000 10,000   500     175 NF  
MichCon Natural Gas Index Contract (Platts Gas Daily/Platts IFERC) 882 Y8   1,500/10,000 1,000/10,000   250/500     25 T8 NF
                         
West Texas                        
NYMEX Waha Basis Swap (Platts IFERC) Futures Contract 634 NW   10,000 10,000   2,000     175 NW  
Waha Basis Option 634b 5O   10,000 10,000   2,000     175 NW  
Waha Natural Gas Index Contract (Platts Gas Daily / Platts IFERC) 705 IY   10,000/10,000 10,000/10,000   2,000/2,000     25 SY NW
                         
Platts                        
                         
Appalachia                        
TCO Natural Gas Swing Contract (Platts Gas Daily) 884 A1 * 2,000 1,500   275     25 A1  
Dominion, South Point Natural Gas Swing Contract (Platts Gas Daily) 784 SH * 10,000 10,000   2,000     25 SH  
                         
Canadian                        
Alberta Natural Gas Swing Swap Futures (Platts Gas Daily) 858 K5 * 25,000 20,000   4,000     25 K5  
Dawn Natural Gas Swing Contract (Platts Gas Daily) 818 OW * 10,000 10,000   2,000     25 OW  
Sumas Natural Gas Swing Contract (Platts Gas Daily) 789 SU * 10,000 10,000   1,000     25 SU  
                         
Citygates                        
Algonquin City-Gates Natural Gas Swing Swap Futures (Platts Gas Daily) 709 C8 * 3,500 2,500   500     25 C8  
Chicago Natural Gas Index Contract (Platts Gas Daily / IFERC) 700 IS   10,000/10,000 10,000/10,000   2,000/2,000     25 SS NB
Chicago Natural Gas Swing Contract (Platts Gas Daily) 750 SS * 10,000 10,000   2,000     25 SS  
MichCon Natural Gas Swing Contract (Platts Gas Daily) 891 T8 * 1,500 1,000   250     25 T8  
PG&E Citygate Natural Gas Index Contract (Platt Gas Daily/IFERC) 792 IK   10,000/10,000 10,000/10,000   2,000/2,000     25 SK PC
PG&E Citygate Natural Gas Swing Contract (Platts Gas Daily) 786 SK * 10,000 10,000   2,000     25 SK  
SoCal City-Gate Natural Gas Swing Swap Futures (Platts Gas Daily) 459 T9 * 3,500 2,500   500     25 T9  
TETCO M-3 Natural Gas Swing Contract (Platts Gas Daily) 790 SX * 10,000 10,000   1,500     25 SX  
Transco, Zone 6 Natural Gas Swing Contract (Platts Gas Daily) 791 ST * 10,000 10,000   1,500     25 ST  
                         
East Houston - Katy                        
Houston Ship Channel Natural Gas Swing Contract (Platts Gas Daily) 753 SM * 10,000 10,000   2,000     25 SM  
Houston Ship Channel "Pipe" Option 518a PK   10,000 10,000   2,000     25 SM  
                         
East Texas - North Louisiana                        
NGPL TexOk Natural Gas Swing Contract (Platts Gas Daily) 821 OX * 10,000 10,000   1,000     25 OX  
Texas Gas, Zone 1 Natural Gas Swing Swap Futures (Platts Gas Daily) 674 Y9 * 2,000 1,500   300     25 Y9  
                         
Louisiana - Onshore South                        
ANR, LA. Natural Gas Swing Swap Futures (Platts Gas Daily) 707 K6 * 3,500 2,500   500     25 K6  
Columbia Gulf, LA. Natural Gas Swing Swap Futures (Platts Gas Daily) 678 J6 * 3,500 2,500   500     25 J6  
Columbia Gulf, Mainline Natural Gas Swing Swap Futures (Platts Gas Daily) 649 X2 * 6,000 4,500   900     25 X2  
Florida Gas, Zone 2 Natural Gas Swing Swap Futures (Platts Gas Daily) 463 X5 * 750 500   100     25 X5  
Florida Gas, Zone 3 Natural Gas Swing Swap Futures (Platts Gas Daily) 676 J8 * 3,500 2,500   500     25 J8  
Henry Hub Natural Gas Swing Contract (Platts Gas Daily) 752 SN * 10,000 10,000   2,000     25 SN  
Southern Natural, LA. Natural Gas Swing Swap Futures (Platts Gas Daily) 690 K8 * 7,000 5,000   1,000     25 K8  
Tennessee 500 Leg Natural Gas Swing Contract (Platts Gas Daily) 890 T7 * 2,000 1,500   275     25 T7  
Tennessee, 800 Leg Natural Gas Swing Swap Futures (Platts Gas Daily) 673 W5 * 3,500 2,500   500     25 W5  
Texas Gas, Zone SL Natural Gas Swing Swap Futures (Platts Gas Daily) 679 J7 * 1,000 750   150     25 J7  
Texas Eastern ELA Natural Gas Swing Swap Futures (Platts Gas Daily) 689 K9 * 3,500 2,500   500     25 K9  
Texas Eastern, WLA Natural Gas Swing Swap (Platts Gas Daily) 462 X8 * 3,500 2,500   500     25 X8  
Transco Zone 1 Natural Gas Swing Swing Swap Futures (Platts Gas Daily) 646 X4 * 750 500   100     25 X4  
Transco Zone 2 Natural Gas Swing Swap Futures (Platts Gas Daily) 648 X3 * 3,500 2,500   500     25 X3  
Transco Zone 3 Natural Gas Swing Contract (Platts Gas Daily) 889 T6 * 3,000 2,000   300     25 T6  
Trunkline ELA Natural Gas Swing Swap Futures (Platts Gas Daily) 706 K7 * 750 500   100     25 K7  
                         
Mississippi-Alabama                        
Transco Zone 4 Natural Gas Swing Swap Futures (Platts Gas Daily) 677 J3 * 3,500 2,500   500     25 J3  
                         
New Mexico - San Juan Basis                        
San Juan Natural Gas Swing Contract (Platts Gas Daily) 787 SJ * 10,000 10,000   2,000     25 SJ  
San Juan "Pipe" Option 519a PJ   10,000 10,000   2,000     25 SJ  
                         
Oklahoma                        
ANR Oklahoma Natural Gas Swing Contract (Platts Gas Daily) 816 SQ * 10,000 10,000   500     25 SQ  
CenterPoint Natural Gas Swing Contract (Platts Gas Daily) 817 VX * 10,000 10,000   2,000     25 VX  
NGPL MidCon Natural Gas Swing Contract (Platts Gas Daily) 820 PX * 10,000 10,000   500     25 PX  
OneOk, Oklahoma Natural Gas Swing Swap Futures (Platt Gas Daily) 461 M3 * 750 500   100     25 M3  
PANHANDLE "Pipe" Option 525a PU   10,000 10,000   2,000     25 SV  
Panhandle Natural Gas Swing Contract (Platts Gas Daily) 754 SV * 10,000 10,000   2,000     25 SV  
Southern Star, Tx.-Okla.-Kan. Natural Gas Swing Swap Futures (Platts Gas Daily) 460 M4 * 750 500   100     25 M4  
                         
Permian Basin                        
Permian Natural Gas Swing Contract (Platts Gas Daily) 751 SL * 10,000 10,000   2,000     25 SL  
Waha Natural Gas Swing Contract (Platts Gas Daily) 755 SY * 10,000 10,000   2,000     25 SY  
                         
Rockies                        
CIG Rockies Natural Gas Swing Contract (Platts Gas Daily) 892 U8 * 300 200   25     25 U8  
Kern Opal Natural Gas Swing Contract (Platts Gas Daily) 785 SR * 10,000 10,000   2,000     25 SR  
Questar Natural Gas Swing Swap Futures (Platts Gas Daily) 749 C6 * 350 250   50     25 C6  
ROCKIES "Pipe" Option 524a ZR   10,000 10,000   2,000     25 NR  
Stanfield Natural Gas Swing Contract (Platts Gas Daily) 888 Q3 * 1,000 750   75     25 Q3  
                         
South- Corpus Christi                        
NGPL STX Natural Gas Swing Swap Futures (Platts Gas Daily) 708 Q7 * 3,500 2,500   500     25 Q7  
Tennessee Zone 0 Natural Gas Swing Contract (Platts Gas Daily) 886 T4 * 1,000 750   75     25 T4  
TETCO STX Natural Gas Swing Contract (Platts Gas Daily) 885 T2 * 750 500   50     25 T2  
                         
Others-Platts                        
Demarc Natural Gas Swing Contract (Platts Gas Daily) 819 DT * 10,000 10,000   1,000     25 DT  
Ventura Natural Gas Swing Contract (Platts Gas Daily) 822 VS * 10,000 10,000   2,000     25 VS  
Malin Natural Gas Swing Contract (Platts Gas Daily) 887 W9 * 1,500 1,000   250     25 W9  
SoCal Natural Gas Swing Contract (Platts Gas Daily) 788 SF * 10,000 10,000   2,000     25 SF  
                         
NGI Bidweek Survey                        
NYMEX Chicago Basis Swap Contract 517 NB   10,000 10,000   2,000     175 NB  
Chicago "Pipe" Option 517a PY   10,000 10,000   2,000     25 NB  
PG&E Citygate Basis Swap Contract 624 PC   10,000 10,000   2,000     175 PC  
PG&E CITYGATE "Pipe" Option 624a CW   10,000 10,000   2,000     25 PC  
NYMEX SoCal Basis Swap Contract 520 NS   10,000 10,000   2,000     25 NS  
SoCal Basis Option 520b 5M   10,000 10,000   2,000     25 NS  
SoCal Natural Gas Index Contract (Platt Gas Daily/IFERC) 793 IF   10,000/10,000 10,000/10,000   2,000/2,000     25 SF NS
SOCAL "Pipe" Option 520a ZN   10,000 10,000   2,000     25 NS  
SOCAL "Pipe" Option                        
Light Hydrocarbons                        
Conway                        
Conway Natural Gasoline (OPIS) Swap Futures 258 8L * 2,000 1,500   250     25 8L  
Conway Normal Butane (OPIS) Swap Futures 259 8M * 2,000 1,500   250     25 8M  
Conway Propane 5 Decimals (OPIS) Swap Futures 257 8K * 2,000 1,500   250     25 8K  
Conway Propane (OPIS) Swap Contract 584 W1 * 2,000 1,500   250     25 8K  
                         
Mont Belvieu                        
Mont Belvieu Ethane (OPIS) BALMO Swap Futures 298 8C * 2,000 1,500   250     25 C0  
Mont Belvieu Iso-Butane 5 Decimals (OPIS) Swap Futures 406 8I   2,000 1,500   250     25 8I  
Mont Belvieu Natural Gasoline 5 Decimals (OPIS) Swap Futures 405 7Q * 2,000 1,500   250     25 7Q  
Mont Belvieu Natural Gasoline (OPIS) BALMO Swap Futures 297 R0 * 2,000 1,500   250     25 7Q  
Mont Belvieu Normal Butane (OPIS) BALMO Swap Futures 299 8J   2,000 1,500   250     25 D0  
Mont Belvieu LDH Propane (OPIS) BALMO Swap Futures 296 8O * 2,000 1,500   250     25 B0  
Mont Belvieu Physical Ethane (OPIS) Futures 369 3Q   1,000 750   150     25 3Q  
Mont Belvieu Ethane 5 Decimals (OPIS) Swap Futures 410 C0   2,000 1,500   250     25 C0  
Mont Belvieu Ethane (OPIS) Swap 586 W8 * 2,000 1,500   250     25 C0  
Mont Belvieu Ethane (OPIS) Average Price Option 586a F1   2,000 1,500   250     25 C0  
Mont Belvieu Ethane (OPIS) BALMO Swap 315 V4 * 2,000 1,500   250     25 C0  
                         
Mont Belvieu Ethylene Contract 601 1F   6,000 4,000   800     25 1F  
                         
Mont Belvieu Phyiscal Isobutane (OPIS) Futures 368 3L   1,000 750   150     25 3L  
Mont Belvieu Isobutane (OPIS) Swap Contract 587 Y2   2,000 1,500   250     25 8I  
                         
Mont Belvieu Physical Natural Gasoline (OPIS) Futures 367 3R   1,000 750   150     25 3R  
Mont Belvieu Natural Gasoline (OPIS) Swap Contract 585 W3   2,000 1,500   250     25 7Q  
Mont Belvieu Natural Gasoline (OPIS) Average Price Option 585a E1   2,000 1,500   250     25 7Q  
Mont Belvieu Natural Gasoline (OPIS) BALMO Swap 314 V5 * 2,000 1,500   250     25 7Q  
                         
Mont Belvieu Physical Normal Butane (OPIS) Futures 366 3M   1,000 750   150     25 3M  
Mont Belvieu Normal Butane 5 Decimals (OPIS) Swap Futures 411 D0   2,000 1,500   250     25 D0  
Mont Belvieu Normal Butane (OPIS) Swap Contract 588 Z2   2,000 1,500   250     25 D0  
Mont Belvieu Normal Butane (OPIS) Average Price Option 588a D1   2,000 1,500   250     25 D0  
Mont Belvieu Normal Butane (OPIS) BALMO Swap 316 Y5 * 2,000 1,500   250     25 D0  
                         
                         
Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap Futures 409 B0   2,000 1,500   250     25 B0  
Mont Belvieu Propane (OPIS) Swap 581 PT * 1,500 1,500   250     25 B0  
Mont Belvieu Propane (OPIS) Average Price Option 581a G1   1,500 1,500   250     25 B0  
Mont Belvieu Propane (OPIS) BALMO Swap 313 V6 * 2,000 1,500   250     25 B0  
Propane Non-LDH Mt. Belvieu (OPIS) Swap Futures 414 1R   1,500 1,000   200     25 1R  
Propane Non-LDH Mt. Belvieu (OPIS) BALMO Swap Futures 415 1S   1,500 1,000   200     25 1R  
                         
Mont Belvieu Physical LDH Propane (OPIS) Futures 365 3N   1,000 750   150     25 3N  
                         
Mont Belvieu Physical Non-LDH Propane (OPIS) Futures 364 3P   1,000 750   150     25 3P  
                         
Plastics                        
NYMEX HD Polyethylene Futures Contract 600 P6   15,000 10,000   2,000     25 P6  
NYMEX Polypropylene Futures Contract 599 P1   10,000 7,000   1,500     25 P1  
                         
Electricity                        
California Independent System Operator (CAISO)                        
NP15                        
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 342 4X   35,000 25,000   5,000     25 4X  
CAISO NP15 EZ Gen 5 MW Peak Calendar-Day Day-Ahead LMP Swap Futures 346 3Z   1,500 1,000   200     25 4X  
                         
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 344 3X   300,000 200,000   60,000     25 3X  
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Day-Ahead LMP Swap Futures 348 2Z   14,000 10,000   2,000     25 3X  
                         
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures 264 1Y   35,000 25,000   5,000     25 1Y  
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Swap Futures 268 2F   1,500 1,000   200     25 1Y  
                         
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures 266 2D   300,000 200,000   60,000     25 2D  
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Swap Futures 270 2J   14,000 10,000   2,000     25 2D  
                         
SP15                        
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 343 9X   40,000 30,000   6,000     25 9X  
CAISO SP15 EZ GEN 5 MW Peak Calendar-Day Day-Ahead LMP Swap Futures 347 9Z   1,500 1,200   250     25 9X  
                         
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 345 5X   400,000 250,000   75,000     25 5X  
CAISO SP15 EZ Gen 5 MW Off-Peak Calendar-Day Day-Ahead LMP Swap Futures 349 4Z   15,000 12,000   2,500     25 5X  
                         
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures 265 1Z   40,000 30,000   6,000     25 1Z  
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Swap Futures 269 2H   1,500 1,200   250     25 1Z  
                         
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures 267 2E   400,000 250,000   75,000     25 2E  
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Swap Futures 271 2K   15,000 12,000   2,500     25 2E  
                         
Dow Jones                        
NYMEX Dow Jones Mid-Columbia Electricity Price Index Swap Contract 643 DO   5,000 5,000   500     25 DO  
NYMEX Dow Jones NP15 Electricity Price Index Swap Contract 644 DN   5,000 5,000   500     25 DN  
NYMEX Dow Jones Palo Verde Electricity Price Index Swap Contract 642 DP   5,000 5,000   500     25 DP  
NYMEX Dow Jones SP15 Electricity Price Index Swap Contract 645 DV   5,000 5,000   500     25 DV  
                         
ERCOT                        
ERCOT Broker Houston Index (ERCOT-Hou.) SNL Energy Power Daily                        
NYMEX ERCOT Broker Houston Index Peak (SNL Energy) Contract 422 ZH   1,500 1,000   190     1 ZH  
NYMEX ERCOT Broker Houston Index Calendar Day Peak (SNL Energy) Contract 423 VH   100 50   10     1 ZH  
                         
NYMEX ERCOT Broker North Index Peak (SNL Energy) Contract 424 ZF   1,500 1,000   260     1 ZF  
NYMEX ERCOT Broker North Index Calendar Day Peak (SNL Energy) Contract 425 VF   100 50   10     1 ZF  
                         
                         
NYMEX ERCOT Broker South Index Peak (SNL Energy) Contract 426 ZT   350 250   50     1 ZT  
NYMEX ERCOT Broker South Index Calendar Day Peak (SNL Energy) Contract 427 VJ   50 25   5     1 ZT  
                         
ERCOT Reliability Council of Texas (ERCOT) Platts Megawatt Daily                        
ERCOT Houston Zone MCPE 5 MW Peak Swap Futures 276 I1   2,000 1,500   250     25 2N  
ERCOT Houston Zone MCPE 5 MW Peak Calendar-Day Swap Futures 278 I3   75 50   10     5 2N  
ERCOT Houston Zone MCPE 5 MW Off-Peak Swap Futures 277 I2   30,000 20,000   4,000     25 2W  
ERCOT Houston Zone MCPE 5 MW Off-PeakCalendar-Day Swap Futures 279 I4   1,500 1,000   200     25 2W  
ERCOT North Zone MCPE 5 MW Peak Swap Futures 280 I5   2,000 1,500   300     25 2P  
ERCOT North Zone MCPE 5 MW Peak Calendar-Day Swap Futures 282 I7   100 75   15     1 2P  
ERCOT North Zone MCPE 5 MW Off-Peak Swap Futures 281 I6   35,000 25,000   5,000     25 2X  
ERCOT North Zone MCPE 5 MW Off-Peak Calendar-Day Swap Futures 283 I8   2,000 1,500   250     5 2X  
ERCOT South Zone MCPE 5 MW Peak Swap Futures 284 I9   750 500   100     5 2Q  
ERCOT South Zone MCPE 5 MW Peak Calendar-Day Swap Futures 286 K1   35 25   5     1 2Q  
ERCOT South Zone MCPE 5 MW Off-Peak Swap Futures 285 J1   10,000 7,500   1,500     25 2Y  
ERCOT South Zone MCPE 5 MW Off-Peak Calendar-Day Swap Futures 287 M1   500 400   75     25 2Y  
ERCOT West Zone MCPE 5 MW Peak Swap Futures 288 N1   900 600   125     5 2R  
ERCOT West Zone MCPE 5 MW Peak Calendar-Day Swap Futures 290 R1   35 25   5     1 2R  
ERCOT West Zone MCPE 5 MW Off-Peak Swap Futures 289 O1   15,000 10,000   2,000     25 3D  
ERCOT West Zone MCPE 5 MW Off-Peak Calendar-Day Swap Futures 291 R4   750 500   100     25 3D  
ERCOT Houston Peak Swap (Platts Megawatt Daily) Contract 826 HT   5,000 5,000   500     25 HT  
ERCOT Houston Calendar Day Peak Swap (Platts Megawatt Daily) Contract 826a HE   5,000 5,000   500     25 HT  
                         
                         
ERCOT Houston Zone MCPE 50 MW Peak Swap Futures 186 2N   2,000 1,500   250     25 2N  
ERCOT Houston Zone MCPE 50 MW Peak Calendar-Day Swap Futures 188 2S   75 50   10     5 2N  
                         
ERCOT Houston Zone MCPE 50 MW Off-Peak Swap Futures 187 2W   30,000 20,000   4,000     25 2W  
ERCOT Houston Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures 189 3E   1,500 1,000   200     25 2W  
                         
ERCOT North Peak Swap (Platts Megawatt Daily) Contract 827 MT   5,000 5,000   500     25 MT  
ERCOT North Calendar Day Peak Swap (Platts Megawatt Daily) Contract 827a MC   5,000 5,000   500     25 MT  
                         
                         
ERCOT North Zone MCPE 50 MW Peak Swap Futures 190 2P   2,000 1,500   300     25 2P  
ERCOT North Zone MCPE 50 MW Peak Calendar-Day Swap Futures 196 2T   100 75   15     1 2P  
                         
ERCOT North Zone MCPE 50 MW Off-Peak Swap Futures 195 2X   35,000 25,000   5,000     25 2X  
ERCOT North Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures 197 3F   2,000 1,500   250     5 2X  
                         
ERCOT South Zone MCPE 50 MW Peak Swap Futures 198 2Q   750 500   100     5 2Q  
ERCOT South Zone MCPE 50 MW Peak Calendar-Day Swap Futures 201 2U   35 25   5     1 2Q  
                         
ERCOT South Zone MCPE 50 MW Off-Peak Swap Futures 199 2Y   10,000 7,500   1,500     25 2Y  
ERCOT South Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures 202 3H   500 400   75     5 2Y  
                         
ERCOT West Zone MCPE 50 MW Peak Swap Futures 203 2R   900 600   125     5 2R  
ERCOT West Zone MCPE 50 MW Peak Calendar-Day Swap Futures 205 2V   35 25   5     1 2R  
                         
ERCOT West Zone MCPE 50 MW Off-Peak Swap Futures 204 3D   15,000 10,000   2,000     25 3D  
ERCOT West Zone MCPE 50 MW Off-Peak Calendar-Day Swap Futures 208 3J   750 500   100     25 3D  
                         
                         
ISO New England                        
ISO New England Connecticut Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 591 P2   14,000 10,000   2,000     25 P2  
ISO New England Connecticut Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 592 P3   250,000 200,000   40,000     25 P3  
                         
NYMEX ISO New England Internal Hub Peak LMP Swap Contract 756 NI   1,500 1,000   200     25 NI  
ISO New England Calendar-Month LMP Swap Option 381 OE   1,500 1,500   200     25 NI  
NYMEX ISO New England Internal Hub Calendar Day Peak LMP Swap Contract 756b CE   1,500 1,500   200     25 NI  
ISO New England Internal Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 800 U6   14,000 10,000   2,000     25 U6  
                         
NYMEX ISO New England Internal Hub Off-Peak LMP Swap Contract 756a KI   1,500 1,000   200     25 KI  
ISO New England Internal Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 801 H2   250,000 200,000   40,000     25 H2  
                         
ISO New England Maine Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 597 P9   7,000 5,000   1,000     25 P9  
ISO New England Maine Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 598 W2   100,000 75,000   15,000     25 W2  
                         
ISO New England New Hampshire Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 775 U2   7,000 5,000   1,000     25 U2  
ISO New England New Hampshire Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 777 U3   100,000 75,000   15,000     25 U3  
                         
ISO New England North East Massachusetts Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 595 P7   14,000 10,000   2,000     25 P7  
ISO New England North East Massachusetts Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 596 P8   250,000 200,000   40,000     25 P8  
                         
ISO New England Rhode Island Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 779 U4   7,000 5,000   1,000     25 U4  
ISO New England Rhode Island Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 781 U5   100,000 75,000   15,000     25 U5  
                         
ISO New England South East Massachusetts Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 593 P4   7,000 5,000   1,000     25 P4  
ISO New England South East Massachusetts Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 594 P5   125,000 100,000   20,000     25 P5  
                         
ISO New England West Central Massachusetts Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 757 R6   14,000 10,000   2,000     25 R6  
ISO New England West Central Massachusetts Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 764 L9   125,000 100,000   20,000     25 L9  
                         
Midwest Independent Transmission System Operator, Inc. (MISO)                        
NYMEX Cinergy Hub Calendar-Month LMP Swap Contract 774 EM   1,500 1,000   200     25 EM  
CINERGY Calendar-Month LMP Swap Option 383 OY   1,500 1,000   200     25 EM  
NYMEX Cinergy Hub Calendar Day Peak LMP Swap Contract 774b CC   1,500 1,000   200     25 EM  
Midwest Independent Transmission System Operator Cinergy Hub 5 MW Peak Calendar-Month Real-Time Swap Futures 802 H3   1,500 1,000   200     25 EM  
Midwest Independent Transmission System Operator Cinergy Hub 5 MW Off-Peak Calendar-Month Real-Time Swap Futures 803 H4   700 500   100     25 EJ  
Midwest Independent Transmission System Operator Cinergy Hub 5 MW Peak Calendar-Month Day-Ahead Swap Futures 859 H5   14,000 10,000   2,000     25 H5  
Midwest Independent Transmission System Operator Cinergy Hub 5 MW Off-Peak Calendar Month Day-Ahead Swap Futures 893 K2   250,000 200,000   40,000     25 K2  
                         
NYMEX Cinergy Hub Off-Peak LMP Swap Contract 774a EJ   700 500   100     25 EJ  
                       
NYMEX MISO Illinois Hub Calendar-Month LMP Swap Contract 778 OM   3,500 2,500   500     25 OM  
NYMEX MISO Illinois Hub Off-Peak LMP Swap Contract 778a OJ   3,500 2,500   500     25 OJ  
                         
Midwest ISO Illinois Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 184 4Q   50,000 4,000   750     25 4Q  
Midwest ISO Illinois Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 185 4R   70,000 50,000   10,000     25 4R  
                         
NYMEX Michigan Hub Calendar-Month LMP Swap Contract 776 HM   3,500 2,500   500     25 HM  
NYMEX Michigan Hub Off-Peak LMP Swap Contract 776a HJ   3,500 2,500   500     25 HJ  
                         
NYMEX Minnesota Hub Calendar-Month LMP Swap Contract 780 LM   3,500 2,500   500     25 LM  
NYMEX Minnesota Hub Off-Peak LMP Swap Contract 780a LJ   3,500 2,500   500     25 LJ  
                         
New York Independent Systems Operator (NYISO)                        
NYISO Zone A LBMP Swap Contract 616 KA   3,000 2,000   400     25 KA  
NYMEX NYISO Zone A Calendar Day Peak LBMP Swap Contract 616b AN   3,000 2,000   400     25 KA  
NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures 902 K3   3,000 2,000   400     25 KA  
NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option 902a 9T   3,000 2,000   400     25 KA  
                         
NYMEX NYISO Zone A Off-Peak LBMP Swap Contract 616a KB   1,000 750   150     25 KB  
NYISO Zone A 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures 903 K4   100,000 75,000   15,000     25 KB  
                         
NYISO Zone C 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures 962 Q5   7,000 5,000   1,000     25 Q5  
NYISO Zone C 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures 965 A3   100,000 75,000   15,000     25 A3  
                         
NYISO Zone G LBMP Swap Contract 617 KG   2,000 1,500   150     25 KG  
NYMEX NYISO Zone G Calendar Day Peak LBMP Swap Contract 617b GN   2,000 1,500   150     25 KG  
NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures 904 T3   2,000 1,500   150     25 KG  
NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option 904a 9U   2,000 1,500   150     25 KG  
                         
NYMEX NYISO Zone G Off-Peak LBMP Swap Contract 617a KH   700 500   100     25 KH  
NYISO Zone G 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures 905 D2   75,000 50,000   10,000     25 D2  
                         
NYISO Zone J LBMP Swap Contract 618 KJ   3,000 2,000   400     25 KJ  
NYMEX NYISO Zone J Calendar Day Peak LBMP Swap Contract 618b JN   3,000 2,000   400     25 KJ  
NYISO Zone J 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures 906 D3   3,000 2,000   400     25 KJ  
NYISO Zone J 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option 906a 9V   3,000 2,000   400     25 KJ  
                         
NYMEX NYISO Zone J Off-Peak LBMP Swap Contract 618a KK   1,500 1,000   200     25 KK  
NYISO Zone J 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures 553 D4   250,000 200,000   40,000     25 D4  
                         
PJM Interconnection, LLC                        
DOM Zone                        
PJM DOM Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 274 R5   14,000 10,000   2,000     25 R5  
PJM DOM Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 275 U1   280,000 200,000   40,000     25 U1  
                         
AECO Zone                        
PJM AECO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 154 Y1   9,000 6,500   1,300     25 Y1  
PJM AECO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 155 X1   150,000 100,000   20,000     25 X1  
                         
AEP-Dayton Hub                        
NYMEX AEP-Dayton Hub Calendar-Month LMP Swap (PJM Interconnection, LLC) Contract 765 VM   1,000 750   150     25 VM  
AEP-DAYTON Calendar-Month LMP Swap Option 382 OT   1,000 750   150     25 VM  
NYMEX AEP-Dayton Hub Calendar-Day LMP Swap (PJM Interconnection, LLC) Contract 766 VD   1,000 750   150     25 VM  
PJM AEP Dayton Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures 896 Z9   1,000 750   150     25 VM  
PJM AEP Dayton Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 156 D7   10,000 7,500   1,500     25 D7  
                         
NYMEX AEP-Dayton Hub Off-Peak LMP Swap (PJM Interconnection, LLC) Contract 765a VP   1,000 750   150     25 VP  
PJM AEP Dayton Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures 897 V3   1,000 750   150     25 VP  
PJM AEP Dayton Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 157 R7   175,000 125,000   25,000     25 R7  
                         
APS Zone                        
PJM APS Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 158 S4   14,000 10,000   2,000     25 S4  
PJM APS Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 159 W4   250,000 200,000   40,000     25 W4  
                         
BGE Zone                        
PJM BGE Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 160 E3   14,000 10,000   2,000     25 E3  
PJM BGE Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 161 R3   250,000 200,000   40,000     25 R3  
                         
Comed Zone 5                        
PJM Comed Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 900 D8   14,000 10,000   2,000     25 D8  
                         
PJM Comed Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 901 D9   250,000 200,000   40,000     25 D9  
                         
PJM Duquesne Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 898 D5   7,000 5,000   1,000     25 D5  
                         
PJM Duquesne Zone 5 MW Off- Peak Calendar-Month Day-Ahead LMP Swap Futures 899 D6   100,000 75,000   15,000     25 D6  
                         
DPL Zone                        
PJM DPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 162 L8   14,000 10,000   2,000     25 L8  
PJM DPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 163 E8   100,000 80,000   40,000     25 E8  
                         
Eastern Hub                        
PJM Eastern Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 164 E9   9,000 7,000   2,000     25 E9  
PJM Eastern Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 165 F4   100,000 80,000   40,000     25 F4  
                         
JCPL Zone                        
PJM JCPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 166 J2   9,000 7,000   2,000     25 J2  
PJM JCPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 167 F2   100,000 80,000   40,000     25 F2  
                         
Northern Illinois Hub                        
Northern Illinois Hub Calendar-Month LMP Swap (PJM Interconnection, LLC) Contract 762 UM   5,000 4,000   750     25 UM  
NORTHERN ILLINOIS Calendar-Month LMP Swap Option 384 OU   5,000 4,000   750     25 UM  
NYMEX Northern Illinois Hub Calendar-Day LMP Swap (PJM Interconnection, LLC) Contract 763 UD   5,000 4,000   750     25 UM  
PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures 894 B3   5,000 4,000   750     25 UM  
PJM Northern Illinois Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 152 N3   37,500 25,000   5,000     25 N3  
                         
NYMEX Northern Illinois Hub Off-Peak LMP Swap (PJM Interconnection, LLC) Contract 762a UO   4,000 2,500   500     25 UO  
PJM Northern Illinois Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures 895 B6   4,000 2,500   500     25 UO  
PJM Northern Illinois Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 153 L3   625,000 500,000   100,000     25 L3  
                         
PECO Zone                        
PJM PECO Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures 182 4N   9,000 7,000   2,000     25 4N  
PJM PECO Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures 183 4P   100,000 80,000   40,000     25 4P  
                         
PEPCO Zone                        
PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 168 R8   9,000 7,000   2,000     25 R8  
PJM PEPCO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 169 Q8   100,000 80,000   40,000     25 Q8  
                         
PPL Zone                        
PJM PPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 170 L5   9,000 7,000   2,000     25 L5  
PJM PPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 171 F5   100,000 80,000   40,000     25 F5  
                         
PSEG Zone                        
PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 172 L6   9,000 7,000   2,000     25 L6  
PJM PSEG Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 173 W6   100,000 80,000   40,000     25 W6  
                         
Western Hub                        
NYMEX PJM Calendar-Month LMP Swap (PJM Interconnection, LLC) Futures Contract 635 JM   7,000 5,000   1,000     25 JM  
PJM Calendar-Month LMP Swap Option 380 JO   7,000 5,000   1,000     25 JM  
NYMEX PJM Calendar-Day LMP Swap (PJM Interconnection, LLC) Futures Contract 637 JD   7,000 5,000   1,000     25 JM  
PJM Western Hub Peak Calendar-Month Real-Time LMP Swap Futures Contract 176 L1   7,000 5,000   1,000     25 JM  
PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures 178 4S   7,000 5,000   1,000     25 JM  
PJM Western Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 174 J4   50,000 30,000   7,000     25 J4  
                         
NYMEX PJM (PJM Interconnection, LLC) Calendar-Month Off-Peak LMP Swap Contract 635a JP   4,500 3,000   600     25 JP  
PJM Western Hub Off-Peak Calendar-Month Real-Time LMP Swap Futures Contract 177 N9   4,500 3,000   600     25 JP  
PJM Western Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract 175 E4   300,000 250,000   120,000     25 E4  
                         
Soft Commodities                        
NYMEX Cocoa Futures Contract 930 CJ   6,000 6,000   300     25 CJ  
                         
NYMEX Coffee Futures Contract 931 KT   5,000 5,000   100     25 KT  
                         
NYMEX Cotton Futures Contract 932 TT       2,500/5,000 50     25 TT  
                         
NYMEX No. 11 Sugar Futures Contract 934 YO   9,000 9,000   100     25 YO  
                         
Currency Commodities                        
NYMEX Columbian Peso Futures 971 VE   20,000 12,000   4,000     350 VE  
                         
** Limit applied on a GROSS Long or Short basis                        
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