Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Energy Products
View an Energy Product
Alberta Power Pool Extended Peak Calendar-Month Futures
| Alberta Power Pool Extended Peak Calendar-Month Futures | |||||
|---|---|---|---|---|---|
| Product Symbol | CME Globex: PEX CME ClearPort: AEX Open Outcry: AEX |
||||
| 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 | The contract quantity shall be 80 Megawatt hours (MWh) and is based on 5 Megawatts for peak daily hours. Transaction sizes for trading in any contract month shall be restricted to whole number multiples of the number of peak days in the contract month. Each futures contract shall be valued at the contract quantity multiplied by the settlement price. | ||||
| Price Quotation | Prices shall be quoted in Canadian dollars and cents per MWH | ||||
| Minimum Fluctuation | CAD 0.01 per MWh. | ||||
| Floating Price | The Floating Price for each contract month will be equal to the arithmetic average of all Alberta Power Pool Hourly Index peak prices provided for the contract month. For settlement of this contract, the prices provided by Alberta Electric System Operator will be considered final on the payment date stated in Rule 606.10 and will not be subject to any further adjustment. | ||||
| Termination of Trading | Trading shall cease the last business day of the contract month. | ||||
| Listed Contracts | CME ClearPort and Open Outcry: | Current year plus the next four calendar years with a new calendar year added following the termination of trading in the December contract month of the current year | |||
| CME Globex: | 1 month | ||||
| Settlement Type | Financial | ||||
| Final Settlement | Delivery under the Alberta Power Pool Extended Peak Calendar Month Swap Futures contract shall be by cash settlement. Final settlement, following termination of trading for a contract month, will be based on the Floating Price. The final settlement price will be the Floating Price calculated for each contract month. | ||||
| Days & Hours | "Days & Hours" shall mean a Monday through Sunday Hour Ending 0800-2300 Mountain Prevailing Time (MPT), including North American Electric Reliability Corporation holidays. | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 606 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
