• REVISED: Amendment to First Listed Contract Month for Two ASCI Calendar Months and the Argus WTI Formula Basis Calendar Month Swap Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5041R
      • Notice Date
      • 18 November 2009
      • Effective Date
      • 18 November 2009

    • Special Executive Report SER-5041, issued on November 13, 2009, incorrectly stated the first listed contract month for the three Calendar Month Swap Futures contracts listed below which are scheduled for trading on the NYMEX trading floor and for submission for clearing through CME ClearPort on Sunday, November 22 for trade date Monday, November 23. 

      ·         Argus Sour Crude Index (“ASCI”) Calendar Month Swap Futures (Code 37)

      ·         Argus Sour Crude Index (“ASCI”) vs. WTI Diff Spread Calendar Month Swap Futures (Code 38)

      ·         Argus WTI Formula Basis Calendar Month Swap Futures (Code 39)

      The first listed contract month for these products will be the December 2009 contract month (not January 2010).

      As the balance of the listing information for all ASCI products and the Argus WTI Formula Basis product remains unchanged, please refer to SER-5041 at the link below for all other relevant data regarding this launch. http://www.cmegroup.com/tools-information/lookups/advisories/market-regulation/SER-5041.html

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

       

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