Attention NYMEX Market Data Vendors,
Please be reminded that beginning February 17, 2008, for the February 19th trade date, the Exchange will expand its listing of Natural Gas Futures (NG), Natural Gas Swap Futures (NN), and Natural Gas Penultimate Swap Futures (NP) contracts.
Product |
Venue |
Currently |
Starting February 17th |
NG (futures, spreads, and strips) |
Nymex Floor & ClearPort Clearing |
Listing consecutive months out through the end of 2013. |
Listing consecutive months out through the end of 2020. |
Globex |
Listing consecutive months out through the end of 2013. |
Listing consecutive months out through the end of 2016. |
|
NN (futures, spreads, and strips) |
Nymex Floor & ClearPort Clearing |
Listing consecutive months out through the end of 2013. |
Listing consecutive months out through the end of 2020. |
NP (futures, spreads, and strips) |
Nymex Floor & ClearPort Clearing |
Listing consecutive months out through the end of 2013. |
Listing consecutive months out through the end of 2020. |
Please ensure that your proprietary systems utilize the full two-digit contract year that is included in all published ITC 2.1 messages. If a single-digit year limitation exists anywhere in your system, a spread between NGX08 and NGX18, for instance, will negatively impact your data.
See the attached for ITC 2.1 test data.
Please contact Rich Cafarelli (212-299-2009, or rcafarelli@nymex.com) if you foresee any issue pertaining to this notice.