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

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-272
      • Notice Date
      • 05 December 2008
      • Effective Date
      • 07 December 2008
    • THIS NOTICE SUPERSEDES NOTICE Q2008-264 THAT WAS NOVEMBER 25, 2008.  PLEASE DISREGARD

      THAT NOTICE.

       

      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

      F4

      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

      Y1

      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.