Amendments to the Floating Price Rule for Three (3) Crude Oil Spread Futures Contracts

Effective on trade date Friday, February 21, 2020, the New York Mercantile Exchange, Inc. (“NYMEX” or “Exchange”) will amend the aggregation assignment of the WTI leg of the spread for the WTI Houston (Argus) vs. WTI Financial Futures and WTI Houston (Argus) vs. WTI BALMO Futures contracts. In addition, the spot-month aggregation assignment for the associated WTI Houston (Argus) vs. WTI Calendar Month Average Price Option will also be amended as noted in the table below, in Exhibit B of NYMEX Submission No. 20-100, and in SER-8533 published on January 31, 2020. Please note that the change will be made effective with the February 2020 contract month and beyond.

For the full text of this notice, please see the link attached below.