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Crude Oil Option on Quarterly Futures Strip Options
Type
| Crude Oil Option on Quarterly Futures Strip | |||||
|---|---|---|---|---|---|
| Underlying Futures | WTI Financial Futures (CS) | ||||
| Product Symbol | CME Globex: A6E CME ClearPort: 6E Open Outcry: 6E |
||||
| Venue | CME Globex, CME ClearPort, 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 | 3 consecutive futures beginning with the underlying month of the option contract. | ||||
| Price Quotation | U.S. dollars and cents per barrel. | ||||
| Option Style | European (Exercise only on Expiration) | ||||
| Minimum Fluctuation | $0.01 per barrel | ||||
| Expiration of Trading | A Crude Oil Option on Quarterly Futures Strip contract shall expire one business day prior to the delivery month of the first underlying Crude Oil Calendar Swap Futures (CS) contract. | ||||
| Listed Contracts | CME ClearPort and Open Outcry: | Nearest 4 consecutive quarters | |||
| CME Globex: | 1 month | ||||
| Strike Prices | Twenty strike prices in increments of $0.50 per barrel above and below the at-the-money strike price, for a total of at least 41 strike prices. Strike price boundaries are adjusted according to price movements of underlying futures contract. | ||||
| Settlement Type | Exercise into Futures | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 356 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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