The contracts are as follows: Cinergy hub calendar–month LMP swap futures (EM), Cinergy hub off–peak LMP swap futures (EJ), Michigan hub calendar–month LMP swap futures (HM), Michigan hub off–peak LMP swap futures (HJ), MISO Illinois hub–calendar–month LMP swap futures (OM), MISO Illinois Off–Peak LMP swap futures (OJ), Minnesota hub calendar–month LMP swap futures (LM) and, Minnesota off–peak LMP swap futures (LJ).
The position accountability levels for all the electricity futures contracts will be 5,000 contracts for any single month or all months, with the exception of a 500-contract level for the last three days of the expiring contract. Clearing members must identify customers with a position of 25 contracts or more to the Exchange.
