• Energy Calendar Spread Options Changes on Sunday, April 19, 2009 -- Cancelled

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-073
      • Notice Date
      • 09 April 2009
      • Effective Date
      • 19 April 2009
    •  

       

      The following changes that were scheduled to be implemented on Sunday, April 19, 2009,

      have been cancelled.

       

       

      Effective Sunday, April 19 (trade date Monday, April 20), the currently listed Energy Crack and Calendar Spread Options (CSO) will be modified to use the actual futures calendar spread as the indicated underlying; the synthetic futures will be delisted.

       

       With this change, the Energy Crack and CSOs will be listed in the same way as the Eurodollar CSO. All calendar spread options on CME Globex will be consistent.

       

       The following Energy Calendar Spreads Options will be impacted:

      Contract Name

      Product Symbol

      Crude Oil 1 Month

      WAY

      RBOB 1 Month

      ZAY

      Heating Oil 1 Month

      FAY

      Natural Gas 1 Month

      IAY

      RBOB Crack Spread

      RXY

      Heating Oil Crack Spread

      CHY

       

       The following table contains the synthetic futures symbols that will be delisted and the underlying spread symbols that will replace them.

      Contract Name

      Delisted Synthetic Symbol

      Underlying Spread Symbol

      Crude Oil 1 Month

      CAY

      CA

      RBOB 1 Month

      ZIY

      ZI

      Heating Oil 1 Month

      GHY

      GH

      Natural Gas 1 Month

      DGY

      DG

      RBOB Crack Spread

      ZXY

      ZX

      Heating Oil Crack Spread

      HCY

      HC

       

      These changes will be available for customer testing in the New Release environment Monday, April 6.

       

       

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.