CME^® is implementing 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.  The effective date for this functionality in production will be announced shortly.

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

As a reminder, the Implied Spread Indicator (Position 777) of the CME Market Data MO (m-oh) message indicates whether a product will return legs and create implied orders. For more information, please see CME Market Data Platform Message Specifications or CME Market Data API Message Specifications. 

If you have any questions regarding this notice, please contact:

Marilee Radecki    312.930.8193  mradecki@cme.com
Kevin Brady    312.648.3653  kbrady@cme.com

Thank you.