Effective on Monday evening, March 26, 2007 (for trade date March 27), the Last Trading Day for various swaps contracts will be extended to the last business day of the contract month.
This amendment will apply to the following swaps contracts listed on NYMEX ClearPort® for both clearing and trading:
Symbol Contract Name
RV RBOB Up-Down Calendar Swap
RH RBOB vs. Heating Oil Swap
RM RBOB Crack Spread Swap
RL New York Harbor Conv Gasoline vs. RBOB Swap
FY Dated-to-Frontline Brent Swap
DB Brent-Dubai Swap
FI 1% Fuel Oil NWE Crack Spread Swap
FL 3.5% Fuel Oil FOB MED Crack Spread Swap
FO 3.5% Fuel Oil Rdam Crack Spread Swap
FK 3.5% Fuel Oil Rdam vs. 3.5% FOB MED Spread Swap
EX European Gasoil 0.2 CIF MED vs. Gasoil Futures Swap
EC European Gasoil 0.2 CIF NWE vs. Gasoil Futures Swap
EF European Gasoil 0.2 FOB MED vs. Gasoil Futures Swap
EI European Gasoil 0.2 Rdam Barges vs. Gasoil Futures Swap
ET European Gasoil 10PPM Rdam Barges vs. Gasoil Futures Swap
EN European Naphtha Crack Spread Futures
EP European Platts Gasoline MED Crack Spread Swap
EE European ULSD 50PPM CIF MED vs. Gasoil Futures
EY European ULSD 50PPM CIF NWE vs. Gasoil Futures
EO European ULSD 50PPM FOB MED vs. Gasoil Futures
ES European ULSD 50 PPM CIF NWE Swap
EH European ULSD 50 PPM CIF MED Swap
EL European ULSD 50 PPM FOB MED Swap
GA Singapore Gasoil v. Rdam Gasoil Swap
GG European Gasoil 0.2 CIF MED Swap
GT European Gasoil 10PPM Rdam Barges Swap
GX European Gasoil (ICE) Calendar Swap
GZ European Gasoil Crack Spread Swap
JC European Jet CIF NWE vs. Gasoil Futures Swap
JR European Jet Rdam Barges vs. Gasoil Futures Swap
HA Heating Oil Arb Swap: NYMEX HO v. Rdam Gasoil
RG European Argus Gasoline Crack Spread Swap
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