Beginning trade date June 23, 2014, "per month" Henry Hub Future contracts will be available for trading on Globex. Currently, only the "per day" version of the contract (code "NN") trades on Globex, yielding cleared quantities in multiples of the number of calendar days in the contract month times the Globex-traded quantity, when delivered to firms via FIXML messaging.
The Globex product code for the "per month" contracts will be "NNE", and id will be converted to clearing product code "NN" in Front End Clearing (FEC). The trade quantities sent to firms via FIXML messaging will be the same as the quantities traded in Globex.
The "per month" contracts will also include an Alternate ID block, with Alternate ID Source (AltIDSrc) of "103". Currently, Trade At Marker ("TAM") trades carry an Alternate ID block with AltIDSrc="112". Trade Capture Reports without special reference product codes do not include Alternate ID blocks.
For questions, help testing in the New Release environment, or further information please contact CME Clearing Services (CCS) at 312-207-2525 or email@example.com.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.