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Brent Crude Oil Penultimate Financial Options
Type
| Brent Calendar Spread (1 Month) Option | |||||
|---|---|---|---|---|---|
| Underlying Futures | Brent Crude Oil Penultimate Financial Futures (BB) | ||||
| Product Symbol | AA | ||||
| 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 | A Brent Calendar Spread Put Option on the Exchange represents an option to assume a short position in the first Expiring Brent Crude Oil Penultimate Financial Futures in the spread and a long position in the second expiring Brent Crude Oil Penultimate Financial Futures in the spread on the Exchange. A Brent Calendar Spread Call Option represents an option to assume a long position in the first expiring Brent Crude Oil Penultimate Financial Futures in the spread and a short position in the second expiring Brent Crude Oil Penultimate Financial Futures in the spread traded on the Exchange. | ||||
| Price Quotation | U.S. dollars and cents per barrel. | ||||
| Option Style | European | ||||
| Minimum Fluctuation | $0.01 per barrel | ||||
| Expiration of Trading | Trading shall cease on the last business day immediately preceding the expiration of the first expiring futures contract in the spread. | ||||
| Listed Contracts | CME ClearPort and Open Outcry: | Contracts will be available for any combination of the first four months, any pair of consecutive months, and the June - December spread during the first listed 13 months. | |||
| CME Globex: | 1 month | ||||
| Strike Prices | Ten strike prices in increments of $0.05 per barrel above and below the at-the-money strike price, and the next five strike prices in increments of $0.10 a barrel above the highest and below the lowest existing strike prices for a total of at least 31 strike prices. Strike price boundaries are adjusted according to futures price movements. | ||||
| Settlement Type | Physical | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 394 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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