Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | RGGI (Regional Greenhouse Gas Initiative) CO2 Allowance Futures and Options -- Expansion of Listed Months and Amendments to Last Trade Date Rules Later this Month
Notice Date | 2008-11-10
Notice Number | Q2008-243
Effective Date | 2008-11-23
This notice supersedes Notice # Q2008-210 that was published on October 2, 2008. Expanded Listing Range Starting Sunday, November 23, 2008 (trade date November 24), the listing range for the RGGI CO2 Allowance Futures contract will be expanded to include January 2009 through December 2011. The corresponding months for the RGGI Option contracts will be listed for trading on Tuesday, November 25, 2008. Amendments to Last Trade Date Rules Beginning Monday, November 24, 2008, the rules concerning the termination of trading and Option expiration for the RGGI CO2 Allowance Futures and Option contracts will be amended as follows: Previous Rules RGGI CO2 Allowance Futures Contract · Terminates trading the 3rd business day prior to the first business day of the contract month Options on RGGI CO2 Allowance Futures Contract · Terminates trading the third business day immediately preceding the termination of the underlying Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance futures contract New Rules RGGI CO2 Allowance Futures Contract · Terminates trading the last business day of the contract month. Options on RGGI CO2 Allowance Futures Contract · Terminates trading the close of trading on the 15th day of the contract month. If the 15th day is not a business day, the Regional Greenhouse Gas Initiative (RGGI) CO2 Allowance Option Contract shall expire on the business day prior to the 15th Please contact Market Data Operations (MDO) at mdo@cmegroup.com with any questions concerning this notice. Thank you.