• Trading Activity in NYMEX Petroleum Contracts that Settle at Floating Prices Determined by the Platts 3:15 p.m. Eastern Time Future Price Assessment

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • NYMEX RA1301-6
      • Notice Date
      • 25 March 2013
      • Effective Date
      • 08 April 2013
    • Market participants are reminded that the Market Regulation Department ("Department") has the authority to request books and records as well as other relevant information regarding the nature of a participant's trading and positions in Exchange products and in any related markets as part of its regulatory program.

      With specific regard to Platts-related markets that rely upon pricing in NYMEX New York Harbor ULSD Heating Oil and RBOB Gasoline futures markets, ("Heating Oil" and "RBOB" respectively") at 3:15 p.m. Eastern Time ("ET"), Market Regulation will closely monitor activity in those markets and in Heating Oil and RBOB for any evidence of disruptive or manipulative trading. In conducting that surveillance, Market Regulation may routinely request and review books and records related to participants' positions and trading activities in related markets that settle to or reference floating prices determined by the Platts 3:15 p.m. ET Futures Price Assessment ("FPA") of the Heating Oil and RBOB markets.

      The current list of contracts which settle at floating prices determined by the Platts 3:15 p.m. FPA are listed in the Schedule A of the Advisory Notice.

      Pursuant to Rule 432.L.3., market participants are reminded that it is an offense to fail to produce any books or records requested by authorized Exchange staff within 10 days after such request is made or such shorter period of time as determined by the Exchange in exigent circumstances.

      Additionally, Market participants who engage in or plan to engage in Trading at Marker transactions on the Platt's 3:15 p.m. ET FPA in Heating Oil and RBOB are strongly encouraged to review Rule 524 ("Trading at Settlement ("TAS"), Trading at Marker ("TAM") and Matched Order ("MO") Transactions") and the regulatory guidance contained in NYMEX & COMEX Market Regulation Advisory Notice RA1306-4 specific to such activity.

      Questions regarding this Advisory Notice may be directed to the following individuals in Market Regulation:

      Chris Reinhardt, Director, Market Surveillance, 212.299.2882

      Ryne Toscano, Manager, Market Surveillance, 212.299.2879

      For media inquiries concerning this Advisory Notice, please contact CME Group Corporate Communications at 312.930.3434 or

      news@cmegroup.com.

      Code

      Contract Name

      RV

      Gulf Coast Unl 87 Gasoline M1 (Platts) vs. RBOB Gasoline Futures

      RU

      Gulf Coast Unl 87 Gasoline M1 (Platts) Crack Spread Futures

      A8

      Group Three Unleaded Gasoline (Platts) vs. RBOB Gasoline Futures

      CBA

      Gulf Coast CBOB Gasoline A1 (Platts) vs. RBOB Gasoline Futures

      GS

      Gulf Coast Unl 87 Gasoline M1 (Platts) Futures

      CRB

      Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures

      1K

      Gulf Coast Unl 87 (Platts) Up-Down BALMO Futures

      RY

      NY RBOB (Platts) Financial Futures

      3C

      Chicago Unleaded Gasoline (Platts) vs. RBOB Gasoline Futures

      RVG

      Gulf Coast Unl 87 Gasoline M2 (Platts) vs. RBOB Gasoline Futures

      GBB

      Gulf Coast Unl 87 Gasoline M2 (Platts) vs. RBOB Gasoline BALMO Futures

      GCM

      Gulf Coast Unl 87 Gasoline M2 (Platts) Futures

      GCC

      Gulf Coast Unl 87 Gasoline M2 (Platts) Crack Spread Futures

      1J

      Gulf Coast Unl 87 (Platts) Crack Spread BALMO Futures

      CRG

      Gulf Coast CBOB Gasoline A2 (Platts) Futures

      GCG

      Gulf Coast CBOB Gasoline A2 (Platts) Crack Spread Futures

      CBO

      Gulf Coast CBOB Gasoline A1 (Platts) Futures

      CBC

      Gulf Coast CBOB Gasoline A1 (Platts) Crack Spread Futures

      A9

      Group Three Unleaded Gasoline (Platts) Futures

      2C

      Chicago Unleaded Gasoline (Platts) Futures

      MD

      Gulf Coast Unl 87 (Platts) vs. Gulf Coast Heating Oil (Platts) Futures

      LT

      Gulf Coast ULSD (Platts) Up-Down Futures

      ME

      Gulf Coast Jet (Platts) Up-Down Futures

      GY

      Gulf Coast ULSD (Platts) Crack Spread Futures

      UT

      Gulf Coast No. 2 (Platts) Up-Down Financial Futures

      LY

      Gulf Coast ULSD (Platts) Futures

      1U

      NY Jet Fuel (Platts) vs. NY Harbor ULSD Heating Oil Futures

      A6

      Group Three ULSD (Platts) vs. NY Harbor ULSD Heating Oil Futures

      1L

      Gulf Coast ULSD (Platts) Up-Down BALMO Futures

      YH

      NY Heating Oil (Platts) vs. NY Harbor ULSD Heating Oil Futures

      GE

      Gulf Coast Jet Fuel (Platts) Futures

      MQ

      Los Angeles Jet Fuel (Platts) vs. NY Harbor ULSD Heating Oil Futures

      5C

      Chicago ULSD (Platts) vs. NY Harbor ULSD Heating Oil Futures

      1M

      Gulf Coast Jet (Platts) Up-Down BALMO Futures

      A7

      Group Three ULSD (Platts) Futures

      4C

      Chicago ULSD (Platts) Futures

      VV

      Gulf Coast ULSD (Platts) vs. Gulf Coast Jet (Platts) Futures

      GVR

      Gulf Coast Jet Fuel (Platts) Average Price Option

      GP

      Gulf Coast Heating Oil (Platts) Futures

      RD

      Gulf Coast No. 2 (Platts) Crack Spread Futures

      UY

      NY ULSD (Platts) vs. NY Harbor ULSD Heating Oil Futures

      YS

      NY ULSD (Platts) Futures

      1Q

      NY Jet Fuel (Platts) Futures

      YF

      NY Heating Oil (Platts) Futures

      Schedule A –

      Contracts Based Upon Platts 3:15 pm Futures Price Assessment