August 21, 2009

On Sunday, August 23 2009, for trade date Monday, August 24, 2009, the Exchange will list a European Gasoil (ICE) futures contract for trading on the CME Globex electronic trading platform and for submission for clearing through CME ClearPort. This contract is listed by NYMEX, and is subject to NYMEX and CME rules and regulations.

CHANGE IN FIRST LISTED MONTH – it was previously announced that the first listed month for this contract will be the September 2009 contract , that is not correct, the first listed month will be the October 2009 contract.

BENEFITS:

• Tick size of $5 ($0.05 per metric ton) allows for flexibility executing cracks and spreads
• Gain margin and capital efficiencies by hedging their risk to both European gasoil and Brent crude oil futures, along with the benchmark WTI and heating oil futures (receive a 70 percent reduction in initial margin), on a single exchange

CONTRACT HIGHLIGHTS:

• 100 metric tons
• Minimum price fluctuation shall be $0.05 per metric ton
• Financially-settled
• $4,000 outright margin
• First listed month for this contract will be the October 2009 contract and listed for 36 consecutive months

This new petroleum contract will be available on CME Globex from 5:00 p.m. Sunday until 4:15 p.m. Friday (Chicago time). There is a 45-minute halt in trading each day between 4:15 p.m. (current trade date) and 5:00 p.m. (next trade date).

The Exchange will allow exchange of futures for physical (EFP) and exchange of futures for swap (EFS) transactions to be submitted through CME ClearPort. The EFP and EFS transactions in this futures contract will be governed by the provisions of Exchange Rules 6.21 and 6.21A, respectively.

For further information, please contact Daniel Brusstar at 212 -299-2604.

Beginning on Sunday, August 23, 2009, for trade date Monday, August 24, 2009, the Exchange, Inc. will dually list for trading on the New York trading floor and for clearing through CME ClearPort, American-style option contracts on NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap; NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap; and NYISO Zone J 5 MW Peak Calendar-Month Day-Ahead LBMP Swap. These options are listed by and subject to the rules and regulations of NYMEX.

Contract Specifications

Option Classification
American-style Option (Exercises into underlying futures contract close of business any business day up to expiration).

Futures Exercise
A NYISO 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Option put or call option contract traded on the Exchange represents an option to assume a short or long position in the underlying NYISO 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures contract traded on the Exchange.

Strike Price Intervals
Twenty strike prices in increments of $.50 per MWh 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 futures price movements.

Expiration Dates
The expiration date is the second to last business day prior to the futures contract month.

Minimum Price Fluctuation
$0.01 (1A¢) per MWh.

Contract Size
80 MWh.

Trading Months
Consecutive monthly contracts for the balance of current year plus three additional calendar years beginning with the September 2009 contract.

Fee Schedule

For further information, please contact the Energy and Metals hotline at 212-299-2301.

Please be reminded that the NYMEX AECO/NIT Basis Swap (NGX/CGPR) (commodity code NA) (also commonly referred to as the "Alberta Basis Swap") contract will be delisted on August 31, 2009. Final settlement for the September 2009 contract month will be based on the Natural Gas Exchange (NGX) Canadian Gas Price Reporter (CGPR) ("NGX/CGPR") index. Final settlement for all remaining contract months beginning with the October 2009 contract month will no longer be based on the NGX/CGPR index.

As previously communicated in NYMEX Notice to Members No. 08-672, dated 12/31/08, Energy Update, dated 4/24/09, Special Executive Report (SER) #4958, dated 8/5/09, and SER #4963, dated 8/11/09, on August 31, 2009, the Exchange will conduct a final mark-to-market following the close of trading and cash settle all remaining open positions in all contract months for the NYMEX AECO/NIT Basis Swap (NGX/CGPR) contract.

In addition, please be reminded that as of April 28, 2009, the CME ClearPort® clearing and trading fees for the NYMEX AECO/NIT Basis Swap (NGX/CGPR) contract continue to be waived for all participants.

Should you have any questions, please contact Tom Holleran at 212-299-2366, Brad Leach at 212-299-2609, Adila Mchich at 212 299-2270 or Bob Levin at 212-299-2390.