• Expansion of Contract Months for Thirteen (13) Petroleum Futures

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5535
      • Notice Date
      • 20 December 2010
      • Effective Date
      • 28 December 2010
    • Effective Tuesday, December 28, 2010 for trade date Wednesday, December, 29, 2010, the New York Mercantile Exchange, Inc. (NYMEX) will expand the listing of contract months for thirteen (13) petroleum futures contracts listed below such that the contracts are listed through the current calendar year plus the next consecutive five (5) full calendar years. Following the termination of the December contract month, a new full calendar year will be added on an annual rolling basis.

       

      Contract

      Code

      Rule Chapter

      Current Listing Rule

      Expand To

      1st Trade Date for Added Contract Months

      LLS (Argus) vs. WTI Spread Calendar Swap Futures

      WJ

      840

      The current year and the next three (3) consecutive calendar years

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Argus LLS vs. WTI (Argus) Trade Month Swap Futures

      E5

      303

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Mars (Argus) vs. WTI Spread Trade Month Swap Futures

      YV

      849

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Mars (Argus) vs. WTI Spread Calendar Swap Futures

      YX

      848

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      WTS (Argus) vs. WTI Spread Calendar Swap Futures

      FF

      856

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      WTS (Argus) vs. WTI Spread Trade Month Swap Futures

      FH

      857

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      LLS (Argus) Calendar Swap Futures

      XA

      838

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Mars (Argus) Calendar Swap Futures

      MX

      846

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Mars (Argus) Trade Month Swap Futures

      MO

      847

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      WTS (Argus) Calendar Swap Futures

      XB

      854

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      WTS (Argus) Trade Month Swap Futures

      AY

      855

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Argus WTI Trade Month Swap Futures

      V7

      304

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

      Argus LLS Trade Month Swap Futures

      A4

      302

      36 consecutive months

      The current year and the next five (5) consecutive calendar years. At the expiration of the December contract month, a new, full year shall be added.

      12/29/2010

       

      Should you have any questions, please contact Daniel Brusstar at (212) 299-2604.