• Listing of Additional Energy Futures Trading Months on CME Globex within Currently Established Trading Cycle

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-6998
      • Notice Date
      • 09 January 2014
      • Effective Date
      • 09 January 2014
    • Effective Thursday, January 9, 2014 for trade date Friday, January 10, 2014, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will expand the listing of contract months for 27 existing energy futures contracts on the CME Globex trading platform.
       
      These contracts will continue to be available for trading on the NYMEX trading floor and for clearing through CME ClearPort with an unchanged listing schedule.
      The Commodity Futures Trading Commission (CFTC) will be notified of the amended listing schedule for these contracts during the week of January 13, 2014, via the weekly notification procedures set forth in Part 40 of the CFTC Regulations.
      The expanded CME Globex listing schedules will be as follows:

      Contract Title
      Rulebook Chapter
      Clearing/Globex Code
      Current Globex Listing Schedule
      New Globex Listing Schedule
      PJM Off-Peak Calendar-Month LMP Futures
      635A
      JP/AJP
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone G Off-Peak LBMP Futures
      617A
      KH/AKH
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      PJM Western Hub Peak Calendar-Month Real-Time LMP Futures
      176
      L1/AL1
      Monthlies for 6 years listed yearly
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year
      PJM AEP Dayton Hub 5 MW Peak Calendar-Month Real-Time LMP Futures
      896
      Z9/AZ9
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year
      NYISO Zone A Peak LBMP Futures
      616
      KA/AKA
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      ISO New England Mass Hub Off-Peak LMP Futures
      756A
      KI/AKI
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Futures
      894
      B3/AB3
      12 months
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year
      NYISO Zone A Off-Peak LBMP Futures
      616A
      KB/AKB
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone G Peak LBMP Futures
      617
      KG/AKG
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO NYC In-City Capacity Calendar-Month Futures
      1106
      NNC/NHH
      1 month
      Current season plus the next three seasons with a new season added following the termination of trading last month the current season. (Summer: May-October; Winter: November-April)
      NYISO Rest of the State Capacity Calendar-Month Futures
      1105
      NRS/NRR
      1 month
      Current season plus the next four seasons with a new season added following the termination of trading last month the current season. (Summer: May-October; Winter: November-April)
      PJM Northern Illinois Hub Off-Peak LMP Futures
      762A
      UO/AUO
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      MISO Indiana Hub (formerly Cinergy Hub) 5 MW Month Peak Calendar-Month Real-Time Futures
      802
      H3/AH3
      12 Months
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year
      PJM AEP Dayton Hub Off-Peak LMP Futures
      765A
      VP/AVP
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone J Peak LBMP Futures
      618
      KJ/AKJ
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      MISO Indiana Hub (formerly Cinergy Hub) Off-Peak LMP Futures
      774A
      EJ/AEJ
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      Ontario Peak Calendar-Month Futures
      960
      OPM/OMM
      1 month
      Current year plus the next four calendar years with a new calendar year added following the termination of trading in the December contract month of the current year.
      Ontario Off-Peak Calendar-Month Futures
      961
      OFM/OFF
      1 month
      Current year plus the next four calendar years with a new calendar year added following the termination of trading in the December contract month of the current year.
      ISO New England Mass Hub 5 MW Peak Calendar-Month Day-Ahead LMP Futures
      800
      U6/AU6
      Monthlies for 1 year
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone J Off-Peak LBMP Futures
      618A
      KK/AKP
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      MISO Indiana Hub Real-Time Off-Peak Calendar-Month 5 MW Futures
      1073
      FTM/FTQ
      1 month
      Current year plus the next five calendar years with a new calendar year added following the termination of trading in the December contract month of the current year.
      ERCOT North 345 kV Hub 5 MW Peak Futures
      280
      I5/AI5
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      ERCOT North 345 kV Hub 5 MW Off-Peak Futures
      281
      I6/AI6
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone C 5 MW Peak Calendar-Month Day-Ahead LBMP Futures
      962
      Q5/AQ5
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.
      NYISO Zone F 5 MW Peak Calendar-Month Day-Ahead LBMP Futures
      907
      4L/A4L
      1 month
      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year
      Ontario Peak Calendar-Day Futures
      964
      OPD/OPO
      Same as Clearing
      Current month plus the next month.
      Ontario Off-Peak Calendar-Day Futures
      965
      OFD/OOD
      Same as Clearing
      Every day for 2 consecutive months

       
      Please refer questions on this subject to: Energy Research:
       
       
      Funda Saygin                            Funda.Saygin@cmegroup.com                                    212.299.2338