• UPDATE – Amendment to Listing Schedule on CME Globex for Certain Natural Gas Basis Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6157R
      • Notice Date
      • 30 March 2012
      • Effective Date
      • 30 March 2012
    • Please be advised that the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will not amend the listing schedules on CME Globex for the 11 natural gas basis swap futures contracts below as previously announced in Special Executive Report 6157, dated March 14, 2012. The current listing schedules provided in the table below will remain in effect for all venues on which these contracts are listed – CME Globex, NYMEX trading floor and CME ClearPort. 
       
      Code
      Current Listing Schedule
      Chapter Number
      Rockies Basis Swap (Platts IFERC) Futures
      NR
      72 consecutive months
      524
      Panhandle Basis Swap (Platts IFERC) Futures
      PH
      72 consecutive months
      525
      Texas Eastern Zone M-3 Basis Swap (Platts IFERC) Futures
      NX
      72 consecutive months
      621
      Ventura Basis Swap (Platts IFERC) Futures
      PF
      72 consecutive months
      631
      Waha Basis Swap (Platts IFERC) Futures
      NW
      72 consecutive months
      634
      Columbia Gas TCO Basis Swap (Platts IFERC) Futures
      TC
      72 consecutive months
      622
      Columbia Gulf Louisiana Basis Swap (Platts IFERC) Futures
      GL
      72 consecutive months
      638
      Houston Ship Channel Basis Swap (Platts IFERC) Futures
      NH/NHN (Globex)
      72 consecutive months
      518
      NGPL Mid-Con Basis Swap (Platts IFERC) Futures
      NL
      72 consecutive months
      629
      NGPL TexOk Basis Swap (Platts IFERC) Futures
      PD
      72 consecutive months
      625
      Demarc Basis Swap (Platts IFERC) Futures
      PE
      72 consecutive months
      630
      Please refer questions on this subject to:
      Research and Product Development
       
      Brad Leach                               Bradford.Leach@cmegroup.com                       212.299.2609
      Adila Mchich                             Adila.Mchich@cmegroup.com                           212.299.2270