• Listing of 149 Existing Natural Gas Futures Contracts on CME Globex Trading Platform

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6358
      • Notice Date
      • 29 August 2012
      • Effective Date
      • 30 September 2012
    • Please be advised that effective Sunday, September 30, 2012, for trade date Monday, October 1, 2012, and pending all relevant CFTC regulatory review periods, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will list 149 existing natural gas futures contracts for trading on CME Globex. These contracts will continue to be available for trading on the NYMEX trading floor and for submission for clearing through CME ClearPort.
      The listing schedule on CME Globex for the basis and index contracts is thirty-six (36) consecutive contract months. The swing contracts will be listed on CME Globex for the current month and the following month.
      The CME Globex trading hours are: 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).
      The titles of the 149 contracts, types, clearing codes, CME Globex codes and rule chapters are as follows:

      Contract Name
      Type
      Clearing Code
      Globex Code
      Rule Chapter
      Algonquin City-gates Natural Gas Basis Swap (Platts IFERC) Futures
      Basis
      B4
      B4
      876
      ANR Louisiana Basis Swap (Platts IFERC) Futures
      Basis
      ND
      ND
      767
      ANR OK Basis Swap (Platts IFERC) Futures
      Basis
      NE
      NE
      627
      CenterPoint Natural Gas Basis Swap (Platts IFERC) Futures
      Basis
      PW
      PW
      807
      Chicago Basis Swap (Platts IFERC) Futures
      Basis
      NB
      NB
      517
      CIG Rockies Basis Swap (Platts IFERC) Futures
      Basis
      CI
      CI
      633
      Columbia Gas TCO Basis Swap (Platts IFERC) Futures
      Basis
      TC
      TC
      622
      Columbia Gulf Louisiana Basis Swap (Platts IFERC) Futures
      Basis
      GL
      GL
      638
      Columbia Gulf Mainline Basis Swap (Platts IFERC) Futures
      Basis
      5Z
      5Z
      428
      Demarc Basis Swap (Platts IFERC) Futures
      Basis
      PE
      PE
      630
      Dominion Basis Swap (Platts IFERC) Futures
      Basis
      PG
      PG
      632
      FGT Zone 3 Basis Swap (Platts IFERC) Futures
      Basis
      FP
      FP
      806
      Florida Zone 2 Basis Swap (Platts IFERC) Futures
      Basis
      8A
      8A
      429
      Henry Hub Basis Swap (Platts IFERC) Futures
      Basis
      HB
      HB
      509
      Houston Ship Channel Basis Swap (Platts IFERC) Futures
      Basis
      NH
      NHN
      518
      Kern River Basis Swap (Platts IFERC) Futures
      Basis
      NV
      NV
      768
      Malin Basis Swap (Platts IFERC) Futures
      Basis
      PB
      PB
      623
      MichCon Basis Swap (Platts IFERC) Futures
      Basis
      NF
      NF
      619
      NGPL Mid-Con Basis Swap (Platts IFERC) Futures
      Basis
      NL
      NL
      629
      NGPL STX Natural Gas Basis Swap (Platts IFERC) Futures
      Basis
      T5
      T5
      875
      NGPL TexOk Basis Swap (Platts IFERC) Futures
      Basis
      PD
      PD
      625
      OneOk, Oklahoma Basis Swap (Platts IFERC) Futures
      Basis
      8X
      8X
      430
      Panhandle Basis Swap (Platts IFERC) Futures
      Basis
      PH
      PH
      525
      Permian Basis Swap (Platts IFERC) Futures
      Basis
      PM
      PM
      620
      PG&E Citygate Basis Swap (Platts IFERC) Futures
      Basis
      PC
      PC
      624
      Rockies Basis Swap (Platts IFERC) Futures
      Basis
      NR
      NR
      524
      San Juan Basis Swap (Platts IFERC) Futures
      Basis
      NJ
      NJ
      519
      SoCal Basis Swap (Platts IFERC) Futures
      Basis
      NS
      NS
      520
      SoCal City-Gate Basis Swap (Platts IFERC) Futures
      Basis
      9A
      9A
      437
      Sonat Basis Swap (Platts IFERC) Futures
      Basis
      SZ
      SZ
      804
      Southern Star Tx.-Okla.-Kan. Basis Swap (Platts IFERC) Futures
      Basis
      8Z
      8Z
      431
      Sumas Basis Swap (Platts IFERC) Futures
      Basis
      NK
      NK
      628
      Tennessee 500 Leg Basis Swap (Platts IFERC) Futures
      Basis
      NM
      NM
      770
      Tennessee 800 Leg Basis Swap (Platts IFERC) Futures
      Basis
      6Z
      6Z
      432
      Tennessee Zone 0 Basis Swap (Platts IFERC) Futures
      Basis
      NQ
      NQ
      771
      TETCO ELA Basis Swap (Platts IFERC) Futures
      Basis
      TE
      TE
      640
      TETCO STX Basis Swap (Platts IFERC) Futures
      Basis
      TX
      TX
      641
      Texas Eastern Zone M-3 Basis Swap (Platts IFERC) Futures
      Basis
      NX
      NX
      621
      Texas Eastern, WLA Basis Swap (Platts IFERC) Futures
      Basis
      8B
      8B
      433
      Texas Gas Zone 1 Basis Swap (Platts IFERC) Futures
      Basis
      9F
      9F
      434
      Texas Gas, Zone SL Basis Swap (Platts IFERC) Futures
      Basis
      TB
      TB
      772
      Transco Zone 1 Basis Swap (Platts IFERC) Futures
      Basis
      8E
      8E
      435
      Transco Zone 2 Basis Swap (Platts IFERC) Futures
      Basis
      8F
      8F
      436
      Transco Zone 3 Basis Swap (Platts IFERC) Futures
      Basis
      CZ
      CZ
      639
      Transco Zone 4 Basis Swap (Platts IFERC) Futures
      Basis
      TR
      TR
      805
      Transco Zone 6 Basis Swap (Platts IFERC) Futures
      Basis
      NZ
      NZ
      521
      Trunkline, Louisiana Basis Swap (Platts IFERC) Futures
      Basis
      NU
      NU
      773
      Ventura Basis Swap (Platts IFERC) Futures
      Basis
      PF
      PF
      631
      Waha Basis Swap (Platts IFERC) Futures
      Basis
      NW
      NW
      634
      SoCal Gas City-Gate Swap (Platts IFERC) Futures
      Fixed
      SGW
      SGW
      914
      SoCal Swap (Platts IFERC) Futures
      Fixed
      XN
      XN
      507
      Algonquin City-Gates Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      N7
      N7
      457
      ANR Okahoma Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      IQ
      IQ
      809
      ANR, Louisiana Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      M6
      M6
      454
      CenterPoint Natural Gas Index Swap (Platts Gas Daily / Platts IFERC) Futures
      Index
      II
      II
      810
      Chicago Natural Gas Index (Platts Gas Daily / IFERC) Futures
      Index
      IS
      CIS
      700
      CIG Rockies Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Z8
      Z8
      883
      Columbia Gulf, Louisiana Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      S9
      S9
      449
      Columbia Gulf, Mainline Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      L2
      L2
      444
      Demarc Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      DI
      DI
      812
      Dominion Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IH
      DIH
      794
      Florida Gas Zone 3 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Q9
      Q9
      447
      Florida Gas, Zone 2 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      C3
      C3
      441
      Henry Hub Natural Gas Index (Platts Gas Daily / Platts IFERC) Futures
      Index
      IN
      IN
      702
      Houston Ship Channel Natural Gas Index (Platts Gas Daily / Platts IFERC) Futures
      Index
      IP
      HIP
      703
      Malin Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      V8
      MV8
      389
      MichCon Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Y8
      Y8
      882
      NGPL Mid-Con Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      IW
      NIW
      813
      NGPL STX Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      N6
      N6
      456
      NGPL TexOk Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      OI
      OI
      814
      OneOk, Oklahoma Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      C7
      C7
      439
      Panhandle Natural Gas Index (Platts Gas Daily / Platts IFERC) Futures
      Index
      IV
      IV
      704
      Permian Natural Gas Index (Platts Gas Daily / Platts IFERC) Futures
      Index
      IL
      IL
      701
      PG&E Citygate Natural Gas Index Swap (Platts Gas Daily/IFERC) Futures
      Index
      IK
      IK
      792
      Questar Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      N8
      N8
      458
      Rockies Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IR
      IR
      795
      San Juan Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IJ
      IJ
      796
      SoCal City-Gate Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      N5
      N5
      455
      SoCal Natural Gas Index Swap (Platt Gas Daily/IFERC) Futures
      Index
      IF
      IF
      793
      Southern Natural, Louisiana Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      M8
      M8
      836
      Southern Star, Tx.-Okla.-Kan. Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      C9
      C9
      438
      Sumas Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IU
      IU
      797
      TCO Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Q1
      Q1
      877
      Tennessee 500 Leg Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Y7
      Y7
      881
      Tennessee 800 Leg Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      L4
      L4
      445
      Tennessee Zone 0 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Q4
      Q4
      879
      TETCO M-3 Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IX
      IX
      798
      TETCO STX Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Q2
      Q2
      878
      Texas Eastern, ELA Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      M9
      M9
      835
      Texas Eastern, WLA Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      C2
      C2
      440
      Texas Gas Zone 1 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      N4
      N4
      446
      Texas Gas, Zone SL Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      S7
      S7
      834
      Transco Zone 1 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      C4
      C4
      442
      Transco Zone 2 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      L7
      L7
      443
      Transco Zone 3 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      Y6
      Y6
      880
      Transco Zone 4 Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      B2
      B2
      448
      Transco, Zone 6 Natural Gas Index Swap (Platt Gas Daily/Platts IFERC) Futures
      Index
      IT
      IT
      799
      Trunkline ELA Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      M7
      M7
      837
      Ventura Natural Gas Index Swap (Platts Gas Daily/Platts IFERC) Futures
      Index
      VI
      VI
      815
      Waha Natural Gas Index (Platts Gas Daily / Platts IFERC) Futures
      Index
      IY
      IY
      705
      Algonquin City-Gates Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      C8
      C8
      709
      ANR OK Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SQ
      SQ
      816
      ANR, Louisiana Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      K6
      AK6
      707
      CenterPoint Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      VX
      VX
      817
      Chicago Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SS
      SS
      750
      CIG Rockies Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      U8
      U8
      892
      Columbia Gulf, Louisiana Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      J6
      J6
      678
      Columbia Gulf, Mainline Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      X2
      X2
      649
      Demarc Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      DT
      DT
      819
      Dominion, South Point Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SH
      SH
      784
      Florida Gas, Zone 2 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      X5
      X5
      463
      Florida Gas, Zone 3 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      J8
      J8
      676
      Henry Hub Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SN
      SN
      752
      Houston Ship Channel Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SM
      SM
      753
      Kern Opal Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SR
      KSR
      785
      Malin Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      W9
      W9
      887
      MichCon Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T8
      T8
      891
      NGPL Mid-Con Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      PX
      PX
      820
      NGPL STX Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      Q7
      Q7
      708
      NGPL TexOk Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      OX
      OX
      821
      OneOk ,Oklahoma Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      M3
      KM3
      461
      Panhandle Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SV
      SV
      754
      Permian Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SL
      SL
      751
      PG&E Citygate Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SK
      PSK
      786
      Questar Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      C6
      C6
      749
      San Juan Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SJ
      SJ
      787
      SoCal City-Gate Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T9
      T9
      459
      SoCal Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SF
      SF
      788
      Southern Natural, Louisiana Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      K8
      SK8
      690
      Southern Star, Tx.-Okla.-Kan. Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      M4
      M4
      460
      Sumas Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SU
      SSU
      789
      TCO Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      A1
      A1
      884
      Tennessee 500 Leg Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T7
      T7
      890
      Tennessee Zone 0 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T4
      T4
      886
      Tennessee, 800 Leg Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      W5
      W5
      673
      TETCO M-3 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      SX
      ESX
      790
      TETCO STX Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T2
      TT2
      885
      Texas Eastern, ELA Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      K9
      TK9
      689
      Texas Eastern, WLA Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      X8
      X8
      462
      Texas Gas, Zone 1 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      Y9
      Y9
      674
      Texas Gas, Zone SL Natural Gas Swing Swap (Platts Gas Daily) Futures Futures
      Swing
      J7
      TJ7
      679
      Transco Zone 1 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      X4
      X4
      646
      Transco Zone 2 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      X3
      X3
      648
      Transco Zone 3 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      T6
      T6
      889
      Transco Zone 4 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      J3
      J3
      677
      Transco, Zone 6 Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      ST
      ZST
      791
      Trunkline ELA Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      K7
      TK7
      706
      Ventura Natural Gas Swing Swap (Platts Gas Daily) Futures
      Swing
      VS
      VS
      822
      Waha Natural Gas Swing (Platts Gas Daily) Futures
      Swing
      SY
      SY
      755

       
      Exchange Fee Schedule:

       
      Member
      Cust Acct
      Options E/A Notice
      Exchange Fees
       
       
      Member Day
      Member
      Cross Division
      Non-Member
      IIP
       
      Pit
      $0.54
      0.54
      $0.61
      $0.67
       
       
      Globex
      0.54
      0.54
      0.61
      0.67
      NA
       
      ClearPort
      .21.21 
      $0.54
      $0.67
       
       
      Processing Fees
         
      Non-Member
      Cash Settlement
      0.02
      0.02
       
      Futures from E/A
      NA
      NA
       
       
      House Acct
      		  
       
       
      NA
      NA
       
      Delivery Notice
      NA
      NA
       
      Additional Fees and Surcharges
       
      EFS Surcharge
      NA
       
      Block Surcharge
      NA
       
      Facilitation Desk Fee
      $0.05
       

      Please refer questions on this subject to:
      Research and Product Development
      Brad Leach                               Brad.Leach@cmegroup.com                              (212) 299-2609
      Adila Mchich                             Adila.Mchich@cmegroup.com                           (212) 299-2270
       
      Products and Services

      Todd Schlaht                            Todd.Schlaht@cmegroup.com                           (403) 444-5568

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