Clearing  House Advisory Notices
To Clearing Member Firms, etc.
From Clearing House Department
Subject UPDATED: CME to Launch Implied Functionality for NYMEX Energy Futures Spreads
Notice Date 2006-07-05
Notice Number 06-167
Effective Date 2006-07-05

Effective Sunday, July 16, 2006, for trade date, Monday, July 17, 2006, CME will implement implied functionality for the following NYMEX Energy futures spreads listed on the CME Globex electronic trading platform.  The implied functionality is currently available for testing in the CME certification environment.

Calendar Spreads

--Crude Oil

--Heating Oil

--RBOB Gasoline

--Natural Gas Penultimate

--Natural Gas Last Day

--Brent Crude Oil

--Northwest Europe Gasoil

--NYMEX miNYTM Crude Oil

--NYMEX miNY Gasoline

--NYMEX miNY Heating Oil

--NYMEX miNY Natural Gas

--NYMEX miNY Brent Crude Oil

 

Inter-commodity Spreads

--RBOB Gasoline – Heating Oil

 

1:1 Crack Spreads

--Crude Oil – Heating Oil

--Crude Oil – RBOB Gasoline

 

Click here for the client impact summary of the July 16 release.

Visitwww.nymexoncmeglobex.com for more product and connectivity resources.

For more information, please contact:

Globex Control Center                312.456.2391  Printer Friendly Version. . .