Participants in the NYMEX Broker Rebate Program must provide NYMEX with daily settlement data.
Data must be submitted to the NYMEX settlements team via spreadsheet. Failure to submit the data on 75% of days in any month will result in forfeiture of accrued rebates for that month.
|Column A||Date||Must be current day|
|Column B||Product||CME Product Code|
|Column C||Tenor||Day, Week, Month, Q1, Q2, Q3, Q4, CAL, etc.|
|Column D||Option Strat||Indicates what options strategy is being utilized|
|Column E||Month||Indicates outrights, weeklies, or dailies only.
For weekly contracts that cover two months, the month should reflect the month of the first day.
|Column F||Spread Months||Indicates the months involved in the spread being quoted|
|Column G||Spread Term||Indicates the duration, in number of months, of the spread being quoted|
|Column H||Strip Term||Indicates the months involved in the strip being quoted|
|Column I||Day||Indicates the days of the month involved for daily or weekly quotes|
|Column J||Year||Indicates the year associated with the quote.
For quotes associated with spreads, the year should reflect the year of the first leg of the spread.
|Column K||Strike||Indicates the strike price for the option being quoted|
|Column L||Call/Put||Indicates if the option being quoted is a call (c), put (p), or both (c/p)|
|Column M||Und Future Px||Indicates underlying futures price at time of trade|
|Column N||Bid||Indicates brokers bid price|
|Column O||Ask||Indicates the brokers ask price|
|Column P||Mid||Indicates the mid of the brokers bid/ask or traded price if no bid/ask|
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