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Heating Oil Crack Spread Average Price Options
Type
Starting April 29, 2012, the Exchange is amending Heating Oil (HO) contract grade and quality specifications beginning with the May-2013 contract month to meet those of the Colonial Pipeline’s Fungible Grade 61 for Ultra Low Sulfur Diesel (ULSD). The specification changes in HO are applicable to the April-2013 3W contract month and beyond. See amendments to rulebook Chapter 150.| Heating Oil Crack Spread Average Price Option | |||||
|---|---|---|---|---|---|
| Underlying Futures | Heating Oil Crack Spread Swap Futures (HK) | ||||
| Product Symbol | CME Globex: A3W CME ClearPort: 3W Open Outcry: 3W |
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| 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 | On the expiration of a call option, the option will be financially settled by subtracting the strike price from the underlying settlement price of the Heating Oil Crack Spread Swap Futures times 1,000 barrels, or zero, whichever is greater. On the expiration of a put option, the option will be financially settled by subtracting the underlying settlement price of the Heating Oil Crack Spread Swap Futures from the strike price times 1,000 barrels, or zero, whichever is greater. | ||||
| Price Quotation | U.S. dollars and cents per barrel. | ||||
| Option Style | Average Price – non-early exercisable option | ||||
| Minimum Fluctuation | $0.01 per barrel | ||||
| Expiration of Trading | Trading ceases on the last business day of the underlying calendar month. | ||||
| Listed Contracts | CME ClearPort and Open Outcry: | Current Year + 3 Years | |||
| CME Globex: | 0 consecutive months | ||||
| Strike Prices | Ten strike prices in increments of $.25 per barrel above and below the at-the-money strike price for a total of at least 21 strike prices. | ||||
| Settlement Type | Financial | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 523A | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of NYMEX. | ||||
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