• REVISED: Addition of Trading Venue for Certain Electricity Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5234R
      • Notice Date
      • 02 June 2010
      • Effective Date
      • 06 June 2010

    • This Special Executive Report (“SER”) 5234R supersedes SER-5234, published on May 17, 2010. 

      Effective Sunday, June 6, 2010, for trade date Monday, June 7, 2010, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will list its six (6) existing electricity futures contracts referenced below on the CME Globex trading platform. 

      Please be advised that contract months for the six (6) electricity contracts will be available on CME Globex on a rolling basis for twelve (12) consecutive contract months.  SER-5234 originally stated that these contracts would be available on CME Globex for the balance of the current year and the next consecutive full calendar year.

      Please note that these contracts continue to be available for trading on the NYMEX trading floor, and for clearing through CME ClearPort for the balance of the current year and the next five (5) full calendar years. These products are listed on, and subject to, the rules and regulations of the New York Mercantile Exchange, Inc.

      Contract

      NYMEX Trading Floor and ClearPort Code

      CME Globex Code

      		  

      Midwest ISO Cinergy Hub 5 MW Peak Calendar-Month Real-Time Swap Futures

      H3

      H3N

      		  
       

      ISO New England Internal Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures

      U6

      U6N

      		  
       

      PJM AEP Dayton Hub 5MW Peak Calendar-Month Real-Time LMP Swap Futures

      Z9

      Z9

      		  
       

      PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures

      B3

      B3

      		  
       

      NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures

      K3

      K3X

      		  
       

      NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures

      T3

      T3N

      		  

      FEE SCHEDULE

      The following will be the transaction fee schedule:

       

      Member

      Non-Member

      COMEX Blended

      CME Globex®

      $0.35

      $0.40

      $0.37

      Cash Settlement

      $0.40

      $0.40

      $0.40

       

      Should you have any questions or require any further information, please contact Michael O’Neill at 212.299.2348 or the Marketing hotline 212.299.2301.

       

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2024 CME Group Inc. All rights reserved.