• Listing of Additional Energy Futures Trading Months on CME Globex Within the Currently Established Trading Cycle

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7372
      • Notice Date
      • 01 June 2015
      • Effective Date
      • 02 June 2015
    • Effective Tuesday, June 2, 2015 for trade date Wednesday, June 3, 2015, the New York Mercantile Exchange, Inc. (“NYMEX” or “Exchange”) will expand the listing of contract months for 45 existing energy futures contracts on the CME Globex trading platform.

       

      These contracts will continue to be available for trading on the NYMEX trading floor and for clearing through CME ClearPort with an unchanged listing schedule.

      The Commodity Futures Trading Commission (CFTC) will be notified of the amended listing schedule for these contracts during the week of June 8, 2015, via the weekly notification procedures set forth in Part 40 of the CFTC Regulations.

      The expanded CME Globex listing schedules will be as follows:

      Contract Title

      Rulebook Chapter

      Clearing Code

      CME Globex Code

      Current CME Globex Listing Schedule

      New CME Globex Listing Schedule

      Southern Natural, Louisiana Natural Gas (Platts IFERC) Basis Futures

      804

      SZ

      SZN

      36 Consecutive Months

      Current year plus next five years

      PJM AEP Dayton Hub Day-Ahead LMP Peak Calendar-Month 5 MW  Futures

      156

      D7

      D7L

      36 Consecutive Months

      72 Consecutive Months

      Rockies Natural Gas (Platts IFERC) Fixed Price Futures

      1280

      XR

      XR

      36 Consecutive Months

      Current year plus next five years

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

      800

      U6

      AU6

      36 Consecutive Months

      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.

      Algonquin Natural Gas (Platts IFERC) Fixed Price Futures

      1013

      XAC

      XAC

      36 Consecutive Months

      Current year plus next five years

      Palo Verde Day-Ahead Off-Peak Calendar-Month 5 MW Futures

      941

      OVD

      OVL

      36 Consecutive Months

      All months in the current year plus all months in the next 5 consecutive calendar years.

      Florida Gas, Zone 3 Natural Gas (Platts IFERC) Basis Futures

      806

      FP

      FPN

      36 Consecutive Months

      Current year plus next five years

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

      902

      K3

      K3L

      36 Consecutive Months

      Current year plus next five years

      Transco Zone 1 Natural Gas (Platts IFERC) Fixed Price Futures

      1289

      XZ1

      XZ1

      36 Consecutive Months

      Current year plus next five years

      Texas Eastern Zone M-3 Natural Gas (Platts IFERC) Fixed Price Futures

      1214

      Z5P

      Z5P

      36 Consecutive Months

      Current year plus next five years

      Ventura Natural Gas (Platts IFERC) Basis Futures

      631

      PF

      PF

      36 Consecutive Months

      Current year plus next five years

      Waha Natural Gas (Platts IFERC) Basis Futures

      634

      NW

      NW

      36 Consecutive Months

      Current year plus next five years

      Kern River Natural Gas (Platts IFERC) Fixed Price Futures

      1023

      DFE

      DFE

      36 Consecutive Months

      Current year plus next five years

      Transco Zone 6 Non-N.Y. Natural Gas (Platts IFERC) Basis Futures

      1295

      TZ6

      TZ6

      36 Consecutive Months

      The current year and the next five years

      Dominion, South Point Natural Gas (Platts IFERC) Basis Futures

      632

      PG

      PGN

      36 Consecutive Months

      Current year plus next five years

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

      905

      D2

      D2L

      36 Consecutive Months

      Current year plus next five years

      Tennessee 500 Leg Natural Gas (Platts IFERC) Fixed Price Futures

      1216

      ZNP

      ZNP

      36 Consecutive Months

      Current year plus next five years

      PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP  5 MW Futures

      172

      L6

      AL6

      36 Consecutive Months

      72 Consecutive Months

      PG&E Citygate Natural Gas (Platts IFERC) Fixed Price Futures

      1018

      XQ

      XQ

      36 Consecutive Months

      Current year plus next five years

      Southern Natural, Louisiana Natural Gas (Platts IFERC) Fixed Price Futures

      1021

      XSC

      XSC

      36 Consecutive Months

      Current year plus next five years

      Transco Zone 6 Natural Gas (Platts IFERC) Fixed Price Futures

      1296

      XZ

      XZ

      36 Consecutive Months

      Current year plus next five years

      Florida Gas, Zone 2 Natural Gas (Platts IFERC) Basis Futures

      429

      8A

      8AN

      36 Consecutive Months

      Current year plus next five years

      Chicago Natural Gas (Platts IFERC) Fixed Price Futures

      1015

      XO

      XO

      36 Consecutive Months

      Current year plus next five years

      Transco Zone 1 Natural Gas (Platts IFERC) Basis Futures

      435

      8E

      8EN

      36 Consecutive Months

      Current year plus next five years

      Transco Zone 6 Natural Gas (Platts IFERC) Basis Futures

      521

      NZ

      NZN

      36 Consecutive Months

      Current year plus next five years

      MISO Indiana Hub (formerly Cinergy Hub) 5 MW Peak Calendar-Month Real-Time Futures

      802

      H3

      AH3

      36 Consecutive Months

      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.

      SoCal Natural Gas (Platts IFERC) Basis Futures

      520

      NS

      NS

      36 Consecutive Months

      Current year plus next five years

      NGPL Mid-Con Natural Gas (Platts Gas Daily/Platts IFERC) Index Futures

      813

      IW

      NIW

      24 Consecutive Months

      36 Consecutive Months

      MichCon Natural Gas (Platts IFERC) Fixed Price Futures

      1285

      MFS

      MFS

      36 Consecutive Months

      Current year plus next five years

      NY Harbor ULSD BALMO Futures

      328

      1G

      A1G

      1 Month

      One month and the following month for 10 business days prior to the start of the contract month

      DME Oman Crude Oil Swap Futures

      124

      DOO

      DOO

      1 Month

      36 Consecutive Months

      Columbia Gulf, Louisiana Natural Gas (Platts IFERC) Basis Futures

      638

      GL

      GL

      36 Consecutive Months

      Current year plus next five years

      Mini Argus Propane (Saudi Aramco) Futures

      851

      MAS

      MAS

      1 Month

      Every month for 36 Consecutive Months

      OneOk, Oklahoma Natural Gas (Platts IFERC) Fixed Price Futures

      1016

      XKC

      XKC

      36 Consecutive Months

      Current year plus next five years

      NYISO Zone J Day-Ahead Off-Peak Calendar-Month 5 MW Futures

      553

      D4

      D4L

      36 Consecutive Months

      Current year plus next five years

      PJM PEPCO Zone Peak Calendar-Month Day-Ahead LMP 5 MW Futures

      168

      R8

      AR8

      36 Consecutive Months

      72 Consecutive Months

      Chicago Ethanol (Platts) Futures

      582

      CU

      CU

      18 Consecutive Months

      36 Consecutive Months

      Enable Natural Gas (Platts IFERC) Basis Futures

      807

      PW

      PW

      36 Consecutive Months

      Current year plus next five years

      Malin Natural Gas (Platts IFERC) Fixed Price Futures

      1025

      DML

      DML

      36 Consecutive Months

      Current year plus next five years

      TETCO ELA Natural Gas (Platts IFERC) Basis Futures

      640

      TE

      TEL

      36 Consecutive Months

      Current year plus next five years

      Chicago Natural Gas (Platts IFERC) Basis Futures

      517

      NB

      NBN

      36 Consecutive Months

      Current year plus next five years

      Houston Ship Channel Natural Gas (Platts IFERC) Basis Futures

      518

      NH

      NHN

      36 Consecutive Months

      Current year plus next five years

      MichCon Natural Gas (Platts IFERC) Basis Futures

      619

      NF

      NFN

      36 Consecutive Months

      Current year plus next five years

      MISO Indiana Hub (formerly Cinergy Hub) Real-Time Off-Peak Calendar-Month 5 MW Futures

      803

      H4

      EJL

      36 Consecutive Months

      Current year plus next five years

      CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Futures

      345

      5X

      DAX

      36 Consecutive Months

      The current year plus the next five calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year

       

       

       

       

         

       

       

      Questions regarding this notice may be directed to:

       

      Elizabeth Hui                                        +1 212 299 2623                                 Elizabeth.Hui @cmegroup.com