• Listing of 50 Existing NYMEX Energy Futures and Option Contracts on the CME Globex Trading Platform

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6399
      • Notice Date
      • 20 September 2012
      • Effective Date
      • 14 October 2012
    • Please be advised that effective Sunday, October 14, 2012, for trade date Monday, October 15, and pending all relevant CFTC regulatory review periods, the New York Mercantile Exchange, Inc. (NYMEX or Exchange) will list 50 existing energy futures and option 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 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 contract titles, rule chapters, clearing codes, CME Globex codes and CME Globex listing schedule are as follows:

      Name
      Rule Chapter
      Clearing Code
      CME GLOBEX Code
      CME Globex Listing Schedule
      Gulf Coast ULSD (Platts) Up-Down Spread Swap Futures
      746
      LT
      LT
      18 months
      Gulf Coast No. 6 Fuel Oil 3.0% (Platts) Swap Futures
      612
      MF
      MFB
      18 months
      Fuel Diff: 1% NWE FOB Cargoes vs. 3.5% Barges (Platts) Swap Futures
      665
      FS
      FSS
      18 months
      New York Harbor Residual Fuel 1.0% (Platts) Swap Futures
      614
      MM
      MM
      18 months
      Gulf Coast ULSD (Platts) Crack Spread Swap Futures
      742
      GY
      GY
      18 months
      Argus LLS vs. WTI (Argus) Trade Month Swap Futures
      303
      E5
      AE5
      18 months
      European 3.5% Fuel Oil (Platts) Barges FOB Rdam Calendar Swap Futures
      660
      UV
      UV
      18 months
      WTI Calendar Swap Futures
      510
      CS
      CSX
      18 months
      Coal (API2) CIF ARA (ARGUS-McCloskey) Swap Futures
      926
      MTF
      MTF
      18 months
      Gulf Coast Jet (Platts) vs. Heating Oil Spread Swap Futures
      608
      ME
      ME
      18 months
      Chicago Ethanol (Platts) Swap Futures
      582
      CU
      CU
      18 months
      CSX Coal (Platts OTC Broker Index) Swap Futures
      261
      QX
      QXB
      18 months
      Singapore Fuel Oil 180 cst (Platts) Calendar Swap Futures
      662
      UA
      UA
      18 months
      Gulf Coast Unl 87 Gasoline M1 (Platts) vs. RBOB Gasoline Swap Futures
      557
      RV
      RV
      18 months
      Gasoline Euro-bob Oxy (Argus) NWE Barges Swap Futures
      729
      7H
      B7H
      18 months
      Gasoline Euro-bob Oxy (Argus) NWE Barges Crack Spread Swap Futures
      732
      7K
      T7K
      18 months
      3.5% Fuel Oil (Platts) Barges FOB Rdam Crack Spread Swap Futures
      726
      FO
      FO
      18 months
      NY 1% Fuel Oil vs. Gulf Coast 3% Fuel Oil Spread (Platts) Swap Futures
      543
      VR
      VR
      18 months
      European Naphtha (Platts) Crack Spread Swap Futures
      713
      EN
      EN
      18 months
      Brent (ICE) Calendar Swap Futures
      696
      CY
      CY
      18 months
      European Naphtha (Platts) Calendar Swap Futures
      650
      UN
      UN
      18 months
      Dubai Crude Oil (Platts) Calendar Swap Futures
      511
      DC
      DCB
      18 months
      East-West Fuel Oil Spread (Platts) Swap Futures
      666
      EW
      FEW
      18 months
      Singapore Gasoil (Platts) Swap Futures
      669
      SG
      SGB
      18 months
      Japan C&F Naphtha (Platts) Swap Futures
      579
      JA
      JA
      18 months
      RBOB Gasoline Calendar Swap Futures
      556
      RL
      RLX
      18 months
      Gulf Coast No. 6 Fuel Oil 3.0% vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Swap Futures
      425
      GCU
      GCU
      18 months
      European Gasoil Crack Spread Swap Futures
      710
      GZ
      GZ
      18 months
      Heating Oil Arb: NYMEX Heating Oil vs. ICE Gasoil Futures
      725
      HA
      HAB
      18 months
      Singapore Fuel Oil 380 cst (Platts) Swap Futures
      668
      SE
      SE
      18 months
      WTI-Brent (ICE) Calendar Swap Futures
      694
      BK
      BK
      18 months
      Mont Belvieu LDH Propane (OPIS) Swap Futures
      409
      B0
      B0
      18 months
      Powder River Basin Coal (Platts OTC Broker Index) Swap Futures
      262
      QP
      QP
      18 months
      Heating Oil Calendar Swap Futures
      603
      MP
      MPX
      18 months
      Gasoline Euro-bob Oxy (Argus) NWE Barges BALMO Swap Futures
      731
      7R
      BR7
      1 month with the following month listed 10 business days prior to start of the month
      RBOB Gasoline vs. Brent Crack Spread Swap Futures
      1096
      RBB
      RBB
      18 months
      Singapore Mogas 92 Unleaded (Platts) Swap Futures
      720
      1N
      N1B
      18 months
      Singapore Fuel Oil 180 cst vs. 380 cst Spread (Platts) Swap Futures
      667
      SD
      SD
      18 months
      FAME 0 Biodiesel (Argus) FOB Rdam vs. ICE Gasoil Spread Swap Futures
      315
      LE
      SLE
      18 months
      Coal (API4) FOB Richards Bay (ARGUS-McCloskey) Swap Futures
      928
      MFF
      MFF
      18 months
      Henry Hub Natural Gas Financial Calendar Spread (1 month) Option
      399
      G4
      G4X
      18 months
      Henry Hub Natural Gas Financial Calendar Spread (3 month) Option
      399
      G3
      G3B
      12 months
      Henry Hub Natural Gas Financial Calendar Spread (6 month) Option
      399
      G6
      G6B
      12 months
      PJM 50 MW Calendar-Month LMP Swap Option
      312
      PML
      PML
      18 months
      Daily Natural Gas Option
      832
      KD
      KDB
      1 day
      PJM Electricity Option on Calendar Futures Strip
      354
      6O
      A6O
      5 months
      Brent Crude Oil Average Price Option
      379
      BA
      BA
      18 months
      Heating Oil Average Price Option
      321
      AT
      ATX
      18 months
      Crude Oil Financial Calendar Spread Option
      397
      7A
      B7A
      18 months
      Brent Crude Oil Option
      376
      OS
      OSX
      18 months

       
      In addition, please note that effective Sunday, October 14, 2012, for trade date Monday, October 15, and pending all relevant CFTC regulatory review periods, NYMEX will expand the listing schedule on the NYMEX trading floor and CME ClearPort to the balance of the current year plus three (3) consecutive calendar years for the following two contracts which are also part of the 50 products listed above:
      ·         Gulf Coast ULSD (Platts) Up-Down Spread Swap Futures (clearing code LT, rule chapter 746)
      ·         Gulf Coast Jet (Platts) vs. Heating Oil Spread Swap Futures (clearing code ME, rule chapter 608)
       
      Please refer questions on this subject to:
      Research and Product Development
      Daniel Brusstar                          Daniel.Brusstar@cmegroup.com                        (212) 299-2604
      Nadine Brown                            Nadine.Brown@cmegroup.com                          (212) 299-2223
       
      Products and Services
      Kelly Hartman                            Kelly.Hartman@cmegroup.com                          (312) 648-5468