| Notice to Members | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Notice No. 517 11/20/2007 |
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| Listing Eleven New Balance-of-Month (BALMO) Petroleum Products Swap Futures Contracts on NYMEX ClearPort | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Beginning on Sunday evening, December 2 (for trade date Monday, December 3), the
Exchange will list eleven new Balance-of-Month (BALMO) petroleum products swap
futures contracts on NYMEX ClearPort®. These new BALMO contracts will be cash-settled
based on the balance-of-month average Platts price starting from the date of execution
through the last trading day of the contract month. Further, these BALMO contracts
allow the user to customize the balance-of-month period by selecting the start
date (or first day) of the BALMO averaging period.
The Exchange will list one contract month, and the next contract month will be listed ten business days before the start of the contract month. The first listed month will be the December 2007 contract month. The new BALMO swaps are as follows:
The minimum tick size is $0.001 per barrel or per metric ton. These new contracts will be available for clearing and trading until the last business day of the contract month. The chapters containing the terms and condition product specification rules for each of the new futures contracts are available in the Exchange's online rulebook. These new futures contracts will be listed both on NYMEX ClearPort® Trading (CPT) and on NYMEX ClearPort® Clearing (CPC), beginning with the start of the NYMEX ClearPort® trading session at 6:00 PM (New York time) on Sunday, December 2, 2007. Each of these new BALMO futures contracts will be available during the normal trading hours on NYMEX ClearPort® Trading. The fees for the BALMO Contracts of 1000 Metric-Ton Size are: (For Codes BS, BT, KR, KX and KZ):
The fees for the BALMO Contracts of 1000 Barrel Size are: (For Codes BX, VU, KU, BI, VK, and VZ):
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| Should you have any questions or require any further information, please contact exchangeinfo@nymex.com | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||