Clearing House Advisory Notices
To | All Firm Personnel, Service Bureau Representatives & Independent Software Vendors
From | Clearing House Department
Subject | CME Globex
Notice Date | 2006-08-11
Notice Number | 06-200
Effective Date | 2006-08-13
Effective Sunday, August 13, 2006 (for the trade date of Monday, August 14, 2006) the CME Globex no-bust ranges for the following NYMEX products will be revised. Please be advised that the no-bust ranges for intra-commodity spreads are the same as the no-bust ranges for outright contracts.
NYMEX Crude Oil and NYMEX miNY Crude Oil | $0.25
NYMEX Brent and NYMEX miNY Brent | $0.25
NYMEX Natural Gas and NYMEX miNY Natural Gas | $0.05
NYMEX Natural Gas (last-day) futures | $0.05
NYMEX Heating Oil and NYMEX miNY Heating Oil | $0.01
NYMEX RBOB Gasoline and NYMEX miNY RBOB Gasoline | $0.01
NYMEX Unleaded Gas | $0.01
NYMEX Propane | $0.01
NYMEX Gas Oil | $4.00
NYMEX Intra-commodity Spreads | Same as the no bust ranges of the individual legs
NYMEX Inter-Commodity Futures Spreads | The wider of the no-bust ranges of the two individual legs
NYMEX Strips | Same as the no-bust ranges of the individual legs
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