Beginning Sunday evening, December 7, 2008 (trade date Monday, December 8, 2008), CME Group will list will list twenty six (26) new peak and off-peak electricity futures contracts for the PJM market, which will be submitted for clearing on the ClearPort® Clearing platform.
The first listed month for these contracts will be January 2009. Monthly PJM contracts will be listed for 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. The minimum tick size is $0.05.
Contract Symbols
Contract Name |
Contract Symbol |
Contract Name |
Contract Symbol |
PJM Northern Illinois Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
N3 |
PJM Eastern Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
O9 |
PJM Northern Illinois Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
L3 |
PJM JCPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
J2 |
PJM AECO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
A1 |
PJM JCPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
F2 |
PJM AECO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
X1 |
PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
R8 |
PJM AEP Dayton Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
D7 |
PJM PEPCO Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
Q8 |
PJM AEP Dayton Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
R7 |
PJM PPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
L5 |
PJM APS Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
S4 |
PJM PPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
F5 |
PJM APS Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
W4 |
PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
L6 |
PJM BGE Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
E3 |
PJM PSEG Zone Off- Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
W6 |
PJM BGE Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
R3 |
PJM Western Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
J4 |
PJM DPL Zone Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
L8 |
PJM Western Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
E4 |
PJM DPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
E8 |
PJM Western Hub Peak Calendar-Month Real-Time LMP Swap Futures Contract |
F9 |
PJM Eastern Hub Peak Calendar-Month Day-Ahead LMP Swap Futures Contract |
E9 |
PJM Western Hub Off-Peak Calendar-Month Real-Time LMP Swap Futures Contract |
N9 |
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.