Notification of Listing of Central Appalachian Coal Option on Quarterly Futures Strip on the NYMEX Trading Floor and through CME ClearPort®

Beginning on Sunday, March 21, 2010 for trade date Monday, March 22, 2010, the New York Mercantile Exchange, Inc. (“NYMEX”) will list for trading on the NYMEX trading floor and for clearing through CME ClearPort^® a Central Appalachian Coal Option on Quarterly Futures Strip contract for trading on the NYMEX trading floor and for clearing through CME ClearPort.  The option (commonly referred to as a swaptions) is listed with NYMEX, and subject to, the rules and regulations of NYMEX and Chicago Mercantile Exchange Inc.  The specifications of the option contract are provided below.

RULE CHAPTER, CODE AND UNDERLYING CALENDAR SWAP

OPTION CLASSIFICATION

European-style option (exercises on expiration day only).

CONTRACT SIZE

4,650 tons

EXPIRATION DATE

The option expires on the first business day in the month prior to the termination of the first underlying Central Appalachian Coal Futures (QL) contract.

TRADING UNIT

On expiration of a call option, the long position will be assigned three consecutive long futures months beginning with the underlying month of the Central Appalachian Coal Futures contracts at the strike price. On exercise of a put option, the long position will be assigned three consecutive short futures months beginning with the underlying month of short Central Appalachian Coal Futures contracts at the strike price.

STRIKE PRICE INTERVALS

Ten strike prices in increments of $0.50 per ton above and below the at-the-money strike price for a total of at least 21 strike prices. Strike price boundaries are adjusted according to futures price movements.

MINIMUM PRICE FLUCTUATION

$0.01 (1¢) per ton.

TRADING MONTHS

The first listed contract month is July 2010. The option will list 4 quarters (January, April, July and October) on a quarterly roll.

TRADING HOURS

CME ClearPort: Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT).

Open Outcry: Monday – Friday 9:00 a.m. – 2:30 p.m. (8:00 a.m. – 1:30 p.m. CT).

FEE SCHEDULE