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Brent Crude Oil Average Price Options
Type
| Brent Crude Oil Average Price Option | |||||
|---|---|---|---|---|---|
| Underlying Futures | Brent Financial Futures (CY) | ||||
| Product Symbol | BA | ||||
| Venue | CME Globex, CME ClearPort and Open Outcry (New York) | ||||
| Hours (All Times are New York Time/ET) |
CME Globex: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | |||
| CME ClearPort: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | ||||
| Open Outcry: | Monday – Friday 9:00 AM to 2:30 PM (8:00 AM to 1:30 PM CT) | ||||
| Contract Unit | On expiration of a call option, the value will be the difference between the settlement price of the underlying Brent (ICE) Calendar Swap Futures and the strike multiplied by 1,000, or zero, whichever is greater. On expiration of a put option, the value will be the difference between the strike price and the settlement price of the underlying Brent (ICE) Calendar Swap Futures multiplied by 1,000, or zero, whichever is greater. | ||||
| Price Quotation | U.S. dollars and cents per barrel. | ||||
| Option Style | Average Price – non-early exercisable option | ||||
| Minimum Fluctuation | $0.01 per barrel | ||||
| Expiration of Trading | A Brent Crude Oil Average Price Option on the Exchange shall expire at the close of trading on the last business day of the calendar month. | ||||
| Listed Contracts | Up to 72 consecutive months on an annual basis (balance of current year plus five full years) and then June and December contracts for three additional years | ||||
| Strike Prices | Ten strike prices in increments of $0.05 per barrel per above and below the at-the-money strike price. Strike price boundaries are adjusted according to futures price movements. | ||||
| Settlement Type | Financial | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 379 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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