News Release

CME Group Announces the Launch of New NYISO Zone F Electricity Swaps

Mon Oct 26 2009

CHICAGO, Oct. 26 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives marketplace, today announced the launch of trading and clearing services for two new NYISO Zone F, peak and off-peak, electricity swap futures contracts. Trading will be available on the New York trading floor and clearing services will be available through CME ClearPort®, a set of flexible clearing services open to over-the-counter (OTC) market participants to substantially mitigate counterparty risk and provide neutral settlement prices across asset classes. Trading and clearing are scheduled to begin on Sunday, Nov. 8 for trade date Monday, Nov. 9. These contracts will be listed by and subject to the rules and regulations of NYMEX.

The futures contracts and commodity codes will be: 4L for NYISO Zone F 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures and 4M for NYISO Zone F 5 MW Off-Peak Calendar-Month Day-Ahead LBMP Swap Futures.

These new futures contracts will be cash-settled. The first listed month for these contracts will be the December 2009 contract month. Monthly contracts will list current year plus the next five calendar years, consecutively. A new calendar year will be added following the termination of trading in the December contract of the current year.

NYMEX will allow Exchange of Futures for Physical (EFP) and Exchange of Futures for Risk (EFR), collectively referred to as Exchange for Related Position (EFRP) transactions to be submitted through CME ClearPort.

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As the world's largest and most diverse derivatives marketplace, CME Group ( is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort®. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX and New York Mercantile Exchange are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at



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