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.