• Removal of Six (6) Electricity Futures from CME Globex

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6351
      • Notice Date
      • 10 August 2012
      • Effective Date
      • 26 August 2012
    • Effective Sunday, August 26, 2012, for trade date Monday, August 27, 2012, and pending all relevant CFTC regulatory review periods, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) is removing six (6) electricity swap futures contracts from the CME Globex trading platform. The contract titles, commodity codes and rule chapters are presented in the table below.
      These contracts remain listed for trading on the NYMEX trading floor and for submission for clearing through CME ClearPort.
      Contract
      Code
      Chapter Number
      PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Swap Futures
      B3
      894
      Midwest ISO Indiana Hub (formerly Cinergy Hub) 5 MW Peak Calendar-Month Real-Time Swap Futures
      H3
      802
      NYISO Zone A 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures
      K3
      902
      NYISO Zone G 5 MW Peak Calendar-Month Day-Ahead LBMP Swap Futures
      T3
      904
      ISO New England Internal Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures
      U6
      800
      PJM AEP Dayton Hub 5MW Peak Calendar-Month Real-Time LMP Swap Futures
      Z9
      896
       
      Please refer questions on this subject to:
      Research and Product Development
      Brad Leach                               Brad.Leach@cmegroup.com                              (212) 299-2609
       
      Products and Services
      Kristen Bauer                            Kristen.Bauer@cmegroup.com                           (713) 658-9294