Intercontinental Exchange (NYSE: ICE), the leading global network of exchanges and clearing houses, today announced the introduction of 63 new futures and options contracts across interest rates and energy on February 16, 2015, subject to satisfactory completion of applicable regulatory processes.
The six interest rate contracts and 57 new energy contracts will be available for trading at ICE Futures Europe and ICE Futures U.S. All 63 contracts will be cleared at ICE Clear Europe.
ICE Futures Europe will list new interest rate mid-curve contracts, adding to the existing interest rate complex comprising of 50 contracts. All interest rate mid-curve options will be settled into the underlying future. In addition, ICE will list 15 new crude and refined oil contracts, complementing ICE’s portfolio of global oil futures. The new energy products at ICE Futures U.S. include cash settled U.S. natural gas and financial power, as well as physical environmental contracts.
ICE Futures Europe Interest Rate Contract Specifications
ICE Futures Europe Energy Contract Specifications
ICE Futures U.S. Energy Contract Specifications
The following contracts will be available for trading on ICE Futures Europe:
Interest Rate – Mid-Curves
Five Year Mid-Curve Options on Euribor Futures
Five Year Mid-Curve Options on Short Sterling Futures
Weekly One Year Mid-Curve Options on Euribor Futures
Weekly Two Year Mid-Curve Options on Euribor Futures
Weekly One Year Mid-Curve Options on Short Sterling Futures
Weekly Two Year Mid-Curve Options on Short Sterling Futures
Energy – Global Oil
Daily CFD – Dated Brent (Platts) vs Fourth Month BFOE (Platts) Future¹
Crude Outright – WTI 1st Line Balmo Future
Fuel Oil Outright – Fuel Oil 1% FOB Med Cargoes (Platts) Mini Future²
Fuel Oil Outright – Fuel Oil 3.5% FOB Med Cargoes (Platts) Mini Future²
Fuel Oil Outright – Fuel Oil 1% CIF NWE Cargoes (Platts) Mini Future²
Fuel Oil Diff – Fuel Oil 3.5% 500 CST FOB Rotterdam Barges (Platts) vs 3.5% FOB Rotterdam Barges (Platts) Future²
Fuel Oil Crack - Fuel Oil 3.5% FOB Rotterdam Barges (Platts) vs Brent 1st Line Balmo Future (in Bbls)²
Diesel Outright – ULSD 10ppm CIF Med Cargoes (Platts) Mini Future²
Jet Fuel Diff – Argus NYH Jet Fuel vs Heating Oil 1st Line Balmo Future4
Jet Fuel Diff – Gulf Coast Jet Fuel (Platts) vs Heating Oil 1st Line Balmo Future5
Gasoline Outright – Premium Unleaded Gasoline 10ppm FOB Rotterdam Barges (Platts) Future²
Gasoline Diff - Singapore Mogas 92 Unleaded (Platts) vs Argus Eurobob Oxy FOB Rotterdam Barges Future3
Gasoline Diff – Group 3 Sub-octane Gasoline (Platts) vs RBOB Gasoline 1st Line Future5
Gasoline Diff – Gulf Coast CBOB 87 Gasoline Prompt Pipeline (Platts) vs RBOB Gasoline 1st Line Future5
Gasoline Diff – Gulf Coast CBOB 87 Gasoline Prompt Pipeline (Platts) vs RBOB Gasoline 1st Line Balmo Future5
The following contracts will be available for trading on ICE Futures U.S.:
Energy – Natural Gas
Transco Leidy Basis Future6
Transco Leidy Swing Future7
Transco Leidy Index Future6 and 7
Tennessee Zone 4 300L Basis Future6
Tennessee Zone 4 300L Swing Future7
Tennessee Zone 4 300L Index Future6 and 7
Energy – Financial Power
PJM AEP Zone Day-Ahead Peak Fixed Price Future
PJM AEP Zone Day-Ahead Off-Peak Fixed Price Future
PJM FE Ohio Day-Ahead Peak Fixed Price Future
PJM FE Ohio Day-Ahead Off-Peak Fixed Price Future
PJM AEP Zone Day-Ahead Peak Daily Fixed Price Future
PJM AEP Zone Day-Ahead Off-Peak Daily Fixed Price Future
PJM FE Ohio Day-Ahead Peak Daily Fixed Price Future
PJM FE Ohio Day-Ahead Off-Peak Daily Fixed Price Future
MISO Texas Hub Day-Ahead Peak Daily Fixed Price Future
MISO Texas Hub Day-Ahead Off-Peak Daily Fixed Price Future
SPP North Hub Day-Ahead Peak Daily Fixed Price Future
SPP North Hub Day-Ahead Off-Peak Daily Fixed Price Future
SPP South Hub Real-Time Peak Daily Fixed Price Future
SPP South Hub Real-Time Off-Peak Daily Fixed Price Future
Energy – Physical Environmental
Cross State Air Pollution TR NOx Annual Allowance Future (Vintage 2015)
Cross State Air Pollution TR NOx Ozone Season Allowance Future (Vintage 2015)
Cross State Air Pollution TR SO2 Group 1 Allowance Future (Vintage 2015)
Cross State Air Pollution TR SO2 Group 2 Allowance Future (Vintage 2015)
Massachusetts Compliance Renewable Energy Certificates Class 1 Vintage Future (Vintage 2015 - 2017)
New Jersey Compliance Renewable Energy Certificates Class 1 Vintage Future (Vintage 2015 - 2017)
Connecticut Compliance Renewable Energy Certificates Class 1 Vintage Future (Vintage 2015 - 2017)
New Jersey Solar Renewable Energy Certificate Future (Vintage 2019 - 2021)
PJM Tri-Qualified Energy Certificates Class 1 Future (Vintage 2015 - 2017)
Massachusetts Solar Renewable Certificate Future (Vintage 2015 - 2017)
1. “Platts Crude Oil Marketwire”
2. “Platts European Marketscan”
3. “Platts Asia-Pacific/Arab Gulf Marketscan” and “Argus European Products”
4. “Argus US Products”
5. “Platts US Marketscan”
6. “Platts Inside FERC”
7. “Platts Gas Daily”
