• Reminder: Energy Crack and Calendar Spread Options Changes-Effective Sunday, April 19, 2009

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-154
      • Notice Date
      • 16 April 2009
      • Effective Date
      • 19 April 2009
    • No changes will be made to the currently listed Energy Crack and Calendar Spread Options (CSO). They will continue to use the already defined synthetic futures as their underlying spread symbol (will continue to work as it does today in Production). 

       

      The change in New Release will be reverted back on Sunday April 19, 2009 (for trade date Monday, April 20).

      The following Energy Crack and Calendar Spreads options will be impacted:

      ·         Crude Oil 1 Month (WAY)
      ·         RBOB 1 Month (ZAY)
      ·         Heating Oil 1 Month (FAY)
      ·         Natural Gas 1 Month (IAY)
      ·         RBOB Crack Spread (RXY)
      ·         Heating Oil Crack Spread (CHY)

       The following synthetic futures will continue to be used:

      ·         Crude Oil 1 Month (CAY)
      ·         RBOB 1 Month (ZIY)
      ·         Heating Oil 1 Month (GHY)
      ·         Natural Gas 1 Month (DGY)
      ·         RBOB Crack Spread (ZXY)
      ·         Heating Oil Crack Spread (HCY)

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