• CME Group to List 26 New Monthly Electricity Futures Contracts for the PJM Market on ClearPort Clearing – Effective December 7, 2008

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      • Quote Vendors
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      • Market Data Operations
      • #
      • Q2008-264
      • Notice Date
      • 25 November 2008
      • Effective Date
      • 07 December 2008
    • 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.