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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