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PPJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Options
Type
| PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Option | |||||
|---|---|---|---|---|---|
| Underlying Futures | PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Futures (R8) | ||||
| Product Symbol | PEP | ||||
| Venue | CME ClearPort, Open Outcry (New York) | ||||
| Hours (All Times are New York Time/ET) |
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 | One PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Futures | ||||
| Price Quotation | U.S. dollars and cents per MWh. | ||||
| Option Style | American | ||||
| Minimum Fluctuation | $0.01 per MWh | ||||
| Expiration of Trading | 2nd to last business day of the calendar month prior to the contract month | ||||
| Listed Contracts | Balance of current year plus 5 years | ||||
| Strike Prices | Five strike prices in increments of $0.50 per MWh above and below the at-the-money strike price. Strike price boundaries are adjusted according to price movements of underlying futures contract. | ||||
| Settlement Type | Physical - Exercise into Futures | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 924 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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