| Notice to Members | ||||||||||||||||||
| Notice No. 18 01/11/2006 |
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| Reminder of Exchange Listing Schedule for Daily Electricity Futures Contracts | ||||||||||||||||||
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| A number of NYMEX holidays in 2006 will occur on days that
are NERC peak days. For Daily Electricity contracts that are based on real-time
prices from PJM or MISO, trading terminates on the business day following the
peak day when the following day is a business day. When the day following the
peak day is not a business day, trading terminates on the last business day
prior to the day which is not a business day. For Daily Electricity contracts that are based on day-ahead prices from NYISO or ISO-NE, trading shall cease on the business day that is the peak day. When the business day is not the peak day, trading shall cease on the previous business day. The Exchange termination schedule for the NERC peak days in 2006 which are NYMEX holidays is as shown below.
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| Should you have any questions or require any further information, please contact exchangeinfo@nymex.com |