• REVISED: TAS Calendar Data Entry to FEC

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 10-50
      • Notice Date
      • 05 February 2010
      • Effective Date
      • 07 February 2010
    • Trading at Settlement (“TAS”) in four NYMEX intra-commodity energy futures calendar spreads will commence on CME Globex (February 7 for trade date February 8) and on the trading floor (February 8). Upon launch, intra-commodity calendar spreads in the nearby month/second month spread and the second month/third month spread in Light Sweet Crude Oil, New York Harbor No. 2 Heating Oil, Henry Hub Natural Gas and RBOB Gasoline may be executed on CME Globex or on the trading floor and priced at TAS. 
      This Advisory Notice provides additional information on entering TAS trades into Front End Clearing (FEC). TAS Calendar trades are to be entered into Frond End Clearing (FEC) as outright trades.

      For the full text of this adivsory...