• Expansion of Listed Contract Months for 5 Decimals Natural Gas Liquids Swaps and Average Price Options

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5075
      • Notice Date
      • 09 December 2009
      • Effective Date
      • 13 December 2009

    • Effective Sunday, December 13, 2009 for trade date Monday, December 14, 2009, the New York Mercantile Exchange, Inc. (“NYMEX”) is expanding the listing of contract months for the 5 decimals Natural Gas Liquids swap futures listed below such that the swap futures contracts are listed through the current calendar year plus the next consecutive four (4) full calendar years. Following the termination of the December contract month, a new full calendar year will be added on an annual rolling basis.

      Contract

      Code

      Rule Chapter

      Existing Listed Months

      Expand to

      1st Trade Date for Added Contract Months

      Mont Belvieu Ethane 5 Decimals (OPIS) Swap Futures

      C0

      410

      37

      Current + 4 years

      12/14/09

      Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap Futures

      B0

      409

      48

      Current + 4 years

      12/14/09

      Mont Belvieu Normal Butane 5 Decimals (OPIS) Swap Futures

      D0

      411

      36

      Current + 4 years

      12/14/09

      Conway Propane 5 Decimals (OPIS) Swap Futures

      8K

      257

      36

      Current + 4 years

      12/14/09

      Mont Belvieu Natural Gasoline 5 Decimals (OPIS) Swap Futures

      7Q

      405

      36

      Current + 4 years

      12/14/09

      Mont Belvieu Iso-Butane 5 Decimals (OPIS) Swap Futures

      8I

      406

      36

      Current + 4 years

      12/14/09

      Effective Monday, December 14, 2009 for trade date Tuesday, December 15, 2009, NYMEX is expanding the listing of contract months for the 5 decimals Natural Gas Liquids average price options listed below such that the average price option contracts are listed through the current calendar year plus the next consecutive three (3) full calendar years. Following the termination of the December contract month, a new full calendar year will be added on an annual rolling basis. 

      Contract

      Code

      Rule Chapter

      Existing Listed Months

      Expand to

      1st Trade Date for Added Contract Months

      Mont Belvieu Ethane 5 Decimals (OPIS) Average Price Option

      4J

      410A

      36

      Current + 3 years

      12/15/09

      Mont Belvieu LDH Propane 5 Decimals (OPIS) Average Price Option

      4H

      409A

      36

      Current + 3 years

      12/15/09

      Mont Belvieu Normal Butane 5 Decimals (OPIS) Average Price Option

      4K

      411A

      36

      Current + 3 years

      12/15/09

      Mont Belvieu Natural Gasoline 5 Decimals (OPIS) Average Price Option

      4I

      405A

      36

      Current + 3 years

      12/15/09

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

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