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ISO New England Mass Hub Peak LMP Option on Calendar Futures Strip
Type
| ISO New England Mass Hub Peak LMP Option on Calendar Futures Strip | |||||
|---|---|---|---|---|---|
| Underlying Futures | ISO New England Mass Hub Day-Ahead Peak Calendar-Month 2.5 MW Futures (NI) | ||||
| Product Symbol | CME Globex: NEG CME ClearPort: NEL Open Outcry: NEL |
||||
| 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 | 12 consecutive underlying futures contracts. (January through December) | ||||
| Price Quotation | U.S. dollars and cents per MWh | ||||
| Option Style | European (Exercise only on expiration) | ||||
| Minimum Fluctuation | $0.01 per MWh | ||||
| Expiration of Trading | 2nd to last Friday of the month prior to the delivery month of the first underlying month of the ISO New England Internal Hub Peak LMP Swap Futures in the strip. | ||||
| Listed Contracts | CME Clearport and Open Outcry: | Nearest 5 calendar years | |||
| CME Globex: | 1 consecutive month | ||||
| Strike Prices | Five strike prices in increments of $.50 per MWh above and below the at-the-money strike price for a total of at least 11 strike prices. Strike price boundaries are adjusted according to futures price movements. | ||||
| Settlement Type | Execise into Futures | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 407 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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